Essays in honor of M. Hashem Pesaran: prediction and macro modeling
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bingley
Emerald Publishing
2022
|
| Ausgabe: | First edition |
| Schriftenreihe: | Advances in econometrics
volume 43A |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | vi, 350 Seiten |
| ISBN: | 9781802620627 |
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Datensatz im Suchindex
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CONTENTS Introduction Alexander Chudik, Cheng Hsiao and Allan Timmermann 1 PART Al PREDICTION Chapter 1 On the Evolution of US Temperature Dynamics Francis X. Diebold and Glenn D. Rudebusch 9 Chapter 2 Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng 29 Chapter 3 Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression James Mitchell, Aubrey Poon and Gian Luigi Mazzi 51 Chapter 4 Multi-step Forecasting with Large Vector Autoregressions Andreas Pick and Matthijs Carpay Gains from Switching Between Forecasts Allan Timmermann and Yinchu Zhu 73 Chapter 5 99 PART A2 MODEL INSTABILITY AND BREAKS Chapter 6 Breaks Efficient Combined Estimation under Structural Tae-Hwy Lee, Shahnaz Parsaeian and Aman Ullah 119 Chapter 7 Smooth Robust Multi-Horizon Forecasts Andrew B. Martinez, Jennifer L. Castle and David F Hendry 143 Chapter 8 Finite Sample Forecast Properties and Window Length under Breaks in Cointegrated Systems Luca Nocciola 167 V
CONTENTS VI PART A3 MACRO MODELING AND POLICY ANALYSIS Chapter 9 A Meta Model Analysis of Exchange Rate Determination Chrystalleni Aristidou, Kevin Lee and Kalvinder Shields 199 Chapter 10 Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies Povilas Lastauskas and Julius Stakėnas 217 Chapter 11 Measuring Productivity Growth and Technology Spillovers through Global Value Chains: Analysis of a US-Sino Decoupling Weilin Liu, Robin C. Sickles and Yao Zhao 243 Chapter 12 Checking if the Straitjacket Fits Adrian Pagan and Michael Wickens 269 Chapter 13 An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies Alessandro Rebucci, Jonathan S.Hartley and Daniel Jimenez Chapter 14 1870-2016 291 Government Debt, Deficits and Interest Rates Ron P. Smith 323 Index 341 To request the supplementary teaching resources, please visit: https:// books.emeraldinsight.com/page/detail/Essays-in-Honor-of-MHashem-Pesaran/?k=9781802620627 and click on Online Resources.’ |
| adam_txt |
CONTENTS Introduction Alexander Chudik, Cheng Hsiao and Allan Timmermann 1 PART Al PREDICTION Chapter 1 On the Evolution of US Temperature Dynamics Francis X. Diebold and Glenn D. Rudebusch 9 Chapter 2 Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng 29 Chapter 3 Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression James Mitchell, Aubrey Poon and Gian Luigi Mazzi 51 Chapter 4 Multi-step Forecasting with Large Vector Autoregressions Andreas Pick and Matthijs Carpay Gains from Switching Between Forecasts Allan Timmermann and Yinchu Zhu 73 Chapter 5 99 PART A2 MODEL INSTABILITY AND BREAKS Chapter 6 Breaks Efficient Combined Estimation under Structural Tae-Hwy Lee, Shahnaz Parsaeian and Aman Ullah 119 Chapter 7 Smooth Robust Multi-Horizon Forecasts Andrew B. Martinez, Jennifer L. Castle and David F Hendry 143 Chapter 8 Finite Sample Forecast Properties and Window Length under Breaks in Cointegrated Systems Luca Nocciola 167 V
CONTENTS VI PART A3 MACRO MODELING AND POLICY ANALYSIS Chapter 9 A Meta Model Analysis of Exchange Rate Determination Chrystalleni Aristidou, Kevin Lee and Kalvinder Shields 199 Chapter 10 Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies Povilas Lastauskas and Julius Stakėnas 217 Chapter 11 Measuring Productivity Growth and Technology Spillovers through Global Value Chains: Analysis of a US-Sino Decoupling Weilin Liu, Robin C. Sickles and Yao Zhao 243 Chapter 12 Checking if the Straitjacket Fits Adrian Pagan and Michael Wickens 269 Chapter 13 An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies Alessandro Rebucci, Jonathan S.Hartley and Daniel Jimenez Chapter 14 1870-2016 291 Government Debt, Deficits and Interest Rates Ron P. Smith 323 Index 341 To request the supplementary teaching resources, please visit: https:// books.emeraldinsight.com/page/detail/Essays-in-Honor-of-MHashem-Pesaran/?k=9781802620627 and click on Online Resources.’ |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T19:10:17Z |
| indexdate | 2024-09-23T12:22:02Z |
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| isbn | 9781802620627 |
| language | English |
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| physical | vi, 350 Seiten |
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| series | Advances in econometrics |
| series2 | Advances in econometrics |
| spelling | Essays in honor of M. Hashem Pesaran prediction and macro modeling Edited by Alexander Chudik, Cheng Hsiao, Allan Timmermann First edition Bingley Emerald Publishing 2022 vi, 350 Seiten txt rdacontent n rdamedia nc rdacarrier Advances in econometrics volume 43A Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4016928-5 Festschrift gnd-content Ökonometrie (DE-588)4132280-0 s Makroökonomisches Modell (DE-588)4074486-3 s Prognose (DE-588)4047390-9 s DE-604 Chudik, Akexander (DE-588)1058094106 edt Hsiao, Cheng 1943- (DE-588)12424999X edt Timmermann, Allan 1964- (DE-588)124799965 edt Pesaran, M. Hashem 1946- (DE-588)122674146 hnr Erscheint auch als Online-Ausgabe 978-1-80262-061-0 Erscheint auch als Online-Ausgabe, EPUB 978-1-80262-063-4 Advances in econometrics volume 43A (DE-604)BV004012611 43A Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033218635&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Essays in honor of M. Hashem Pesaran prediction and macro modeling Advances in econometrics Makroökonomisches Modell (DE-588)4074486-3 gnd Prognose (DE-588)4047390-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4074486-3 (DE-588)4047390-9 (DE-588)4132280-0 (DE-588)4016928-5 |
| title | Essays in honor of M. Hashem Pesaran prediction and macro modeling |
| title_auth | Essays in honor of M. Hashem Pesaran prediction and macro modeling |
| title_exact_search | Essays in honor of M. Hashem Pesaran prediction and macro modeling |
| title_exact_search_txtP | Essays in honor of M. Hashem Pesaran prediction and macro modeling |
| title_full | Essays in honor of M. Hashem Pesaran prediction and macro modeling Edited by Alexander Chudik, Cheng Hsiao, Allan Timmermann |
| title_fullStr | Essays in honor of M. Hashem Pesaran prediction and macro modeling Edited by Alexander Chudik, Cheng Hsiao, Allan Timmermann |
| title_full_unstemmed | Essays in honor of M. Hashem Pesaran prediction and macro modeling Edited by Alexander Chudik, Cheng Hsiao, Allan Timmermann |
| title_short | Essays in honor of M. Hashem Pesaran |
| title_sort | essays in honor of m hashem pesaran prediction and macro modeling |
| title_sub | prediction and macro modeling |
| topic | Makroökonomisches Modell (DE-588)4074486-3 gnd Prognose (DE-588)4047390-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Makroökonomisches Modell Prognose Ökonometrie Festschrift |
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