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Handbook of Economic Forecasting Graham Elliott (University of California, San Diego, USA)

Handbook of Economic Forecasting By Graham Elliott (University of California, San Diego, USA)

Handbook of Economic Forecasting by Graham Elliott (University of California, San Diego, USA)

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Summary

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. This title provides a compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with accounts of all major conceptual issues.

Handbook of Economic Forecasting Summary

Handbook of Economic Forecasting: Volume 2B by Graham Elliott (University of California, San Diego, USA)

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues.

Handbook of Economic Forecasting Reviews

Forecasting is one of the most challenging and competitive activities undertaken by economists. Volume 2 of the Handbook of Economic Forecasting and the companion Volume 1 are essential references for keeping abreast of recent improvements in forecasting methodology and its application in demanding circumstances. --John Geweke, University of Technology Sydney, Australia This is a highly recommended volume on forecasting that covers a wide-range of applications in economic and financial forecasting, as well as providing comprehensive and up-to-date overviews of forecasting theory by the leading scholars in the field. --Hashem Pesaran, University of Southern California An excellent resource for any economist interested in forecasting. --Kenneth D. West, University of Wisconsin These articles have been written by the most important players in the areas, by the people who have provided important contributions to their fields. I have no doubt about the very high quality of these chapters and the impact they will have on people doing applied work. --Valentina Corradi, University of Warwick

About Graham Elliott (University of California, San Diego, USA)

Co-Editor of the International Journal of Forecasting, Graham Elliott is a Fellow at the Center for Applied Macroeconomic Analysis. Allan Timmerman has served as an associate editor on the editorial boards of forecasting, economics, and finance journals. A member of the UCSD faculty since 1994, he obtained his Ph.D. from Cambridge University.

Table of Contents

Forecasting Inflation: Jon Faust and Jonathan Wright (Johns Hopkins University) DSGE Model-Based Forecasting: Marco Del Negro (Federal Reserve Bank of New York) and Frank Schorfheide (University of Pennsylvania) Forecasting Output: Marcelle Chauvet (University of California, Riverside) and Simon Potter (Federal Reserve Bank of New York) Nowcasting and the Real Time Data Flow: Marta Banbura (European Central Bank), Domenico Giannone (Universite Libre de Bruxelles), Michele Modugno (University Libre de Bruxelles), and Lucrezia Reichlin (London Business School) Forecasting and Policy Making: Volker Wieland and Maik Wolters (Goethe University, Frankfurt) Forecasting Stock Returns: David Rapach (St. Louis University) and Guofu Zhou (Washington University at St Louis) Forecasting Interest Rates: Gregory Duffee (Johns Hopkins University) Forecasting the Price of Oil: Ron Alquist (Bank of Canada), Lutz Kilian (University of Michigan),and Robert J. Vigfusson (Federal Reserve Board) Forecasting Real Estate Prices: Eric Ghysels (University of North Carolina), Alberto Plazzi (Lugano), Rossen Valkanov (University of California, San Diego) and Walter Torous (University of California, Los Angeles) Forecasting with Option-Implied Information: Peter Christoffersen (University of Toronto), Kris Jacobs (University of Houston), and Bo Young Chang (Bank of Canada) Prediction Markets for Economic Forecasting: Erik Snowberg (Caltech), Justin Wolfers (Wharton School, University of Pennsylvania), and Eric Zitzewitz (Dartmouth College) Forecasters' Objectives and Strategies: Ivan Marinovich (Stanford University), Marco Ottaviani (Northwestern University and Bocconi), and Peter Sorensen (University of Copenhagen) Forecasting Exchange Rates: an Investor Perspective: Michael Melvin, John Prins, and Duncan Shand (BlackRock) Variable Selection in Predictive Regressions: Serena Ng (Columbia University) Forecasting with Bayesian Vector Autoregressions: Sune Karlsson (Orebro University) Copula Methods for Forecasting Multivariate Time Series: Andrew Patton (Duke University) Quantile Prediction: Ivana Komunjer (University of California, San Diego) Panel Data Forecasting: Badi Baltagi (Syracuse University) Forecasting Binary Outcomes: Kajal Lahiri and Liu Yang (State University of New York, Albany) Advances in Forecast Evaluation: Todd Clark (Kansas Fed) and Michael McCracken (St. Louis Fed) Advances in Forecasting under Instability: Barbara Rossi (Universitat Pompeu Fabra)

Additional information

NPB9780444627315
9780444627315
0444627316
Handbook of Economic Forecasting: Volume 2B by Graham Elliott (University of California, San Diego, USA)
Graham Elliott (University of California, San Diego, USA)
Handbook of Economic Forecasting
New
Hardback
Elsevier Science & Technology
2013-07-24
672
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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