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Oxford handbook of economic forecasting / [edited by] Michael P. Clements and David F. Hendry.

Contributor(s): Material type: TextTextPublication details: Oxford : Oxford University Press, ©2011.Description: xv, 712 p. : ill. ; 26 cmISBN:
  • 9780195398649 (cloth : alk. paper)
Other title:
  • Economic forecasting
Subject(s): DDC classification:
  • 338.5442 23 C626
Contents:
1. VARs [vector autoregressive], cointegration, and common cycle restrictions / Heather M. Anderson, Farshid Vahid -- 2. Dynamic factor models / James H. Stock, Mark W. Watson -- 3. Forecasting with nonlinear time series models / Anders Bredahl Kock, Timo Teräsvirta -- 4. Forecasting with DSGE [dynamic stochastic general equilibrium] models / Kai Christoffel, Günter Coenen, Anders Warne -- 5. Forecasting economic time series using unobserved components time series models / Siem Jan Koopman, Marius Ooms -- 6. Improving the role of judgment in economic forecasting / Paul Goodwin, Dilek Önkal, Michael Lawrence -- 7. Nowcasting / Marta Bańbura, Domenico Giannone, Lucrezia Reichlin -- 8. Forecasting with mixed-frequency data / Elena Andreou, Eric Ghysels, Andros Kourtellos -- 9. Forecasting with real-time data vintages / Dean Croushore -- 10. Forecasting from misspecified models in the presence of unanticipated location shifts / Michael P. Clements, David F. Hendry -- 11. Forecasting breaks and forecasting during breaks / Jennifer L. Castle, Nicholas W.P. Fawcett, David F. Hendry -- 12. Forecast combinations / Marco Aiolfi, Carlos Capistrán, Allan Timmermann. 13. Multiple forecast model evaluation / Valentina Corradi, Walter Distaso -- 14. Testing for unconditional predictive ability / Todd E. Clark, Michael W. McCracken -- 15. Testing conditional predictive ability / Raffaella Giacomini -- 16. Interpreting and combining heterogeneous survey forecasts / Charles F. Manski -- 17. Analyzing three-dimensional panel data of forecasts / Antony Davies, Kajal Lahiri, Xuguang Sheng -- 18. Forecasting financial time series / Terence C. Mills -- 19. Forecasting volatility using high-frequency data / Peter Reinhard Hansen, Asger Lunde -- 20. Economic value of weather and climate forecasts / Richard W. Katz, Jeffrey K. Lazo -- 21. Long-horizon growth forecasting and demography / Thomas Lindh -- 22. Forecasting the energy markets / Derek W. Bunn, Nektaria V. Karakatsani -- 23. Models for health care / Andrew M. Jones -- 24. Election forecasting / Michael S. Lewis-Beck, Charles Tien -- 25. Marketing and sales / Philip Hans Franses.
Summary: This Handbook provides up-to-date coverage of both new developments and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and are authoritative yet accessible.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 338.5442 C626 (Browse shelf(Opens below)) Available 137314
Total holds: 0

Includes bibliographical references and index.

1. VARs [vector autoregressive], cointegration, and common cycle restrictions / Heather M. Anderson, Farshid Vahid --
2. Dynamic factor models / James H. Stock, Mark W. Watson --
3. Forecasting with nonlinear time series models / Anders Bredahl Kock, Timo Teräsvirta --
4. Forecasting with DSGE [dynamic stochastic general equilibrium] models / Kai Christoffel, Günter Coenen, Anders Warne --
5. Forecasting economic time series using unobserved components time series models / Siem Jan Koopman, Marius Ooms --
6. Improving the role of judgment in economic forecasting / Paul Goodwin, Dilek Önkal, Michael Lawrence --
7. Nowcasting / Marta Bańbura, Domenico Giannone, Lucrezia Reichlin --
8. Forecasting with mixed-frequency data / Elena Andreou, Eric Ghysels, Andros Kourtellos --
9. Forecasting with real-time data vintages / Dean Croushore --
10. Forecasting from misspecified models in the presence of unanticipated location shifts / Michael P. Clements, David F. Hendry --
11. Forecasting breaks and forecasting during breaks / Jennifer L. Castle, Nicholas W.P. Fawcett, David F. Hendry --
12. Forecast combinations / Marco Aiolfi, Carlos Capistrán, Allan Timmermann.
13. Multiple forecast model evaluation / Valentina Corradi, Walter Distaso --
14. Testing for unconditional predictive ability / Todd E. Clark, Michael W. McCracken --
15. Testing conditional predictive ability / Raffaella Giacomini --
16. Interpreting and combining heterogeneous survey forecasts / Charles F. Manski --
17. Analyzing three-dimensional panel data of forecasts / Antony Davies, Kajal Lahiri, Xuguang Sheng --
18. Forecasting financial time series / Terence C. Mills --
19. Forecasting volatility using high-frequency data / Peter Reinhard Hansen, Asger Lunde --
20. Economic value of weather and climate forecasts / Richard W. Katz, Jeffrey K. Lazo --
21. Long-horizon growth forecasting and demography / Thomas Lindh --
22. Forecasting the energy markets / Derek W. Bunn, Nektaria V. Karakatsani --
23. Models for health care / Andrew M. Jones --
24. Election forecasting / Michael S. Lewis-Beck, Charles Tien --
25. Marketing and sales / Philip Hans Franses.

This Handbook provides up-to-date coverage of both new developments and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and are authoritative yet accessible.

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