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A Companion to Economic Forecasting (0631215697) cover image
A Companion to Economic Forecasting
ISBN: 978-0-631-21569-1
Hardcover
616 pages
March 2002, Wiley-Blackwell
US $209.95 Add to Cart

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  • Description
  • Table of Contents
  • Author Information
  • Hallmark Features
  • Reviews
List of Contributors.

Preface.

Acknowledgments.

1. An Overview of Economic Forecasting: Michael P. Clements and David H. Hendry.

2. Predictable Uncertainty in Economic Forecasting: Neil R. Ericsson.

3. Density Forecasting: A Survey: Anthony S. Tay and Kenneth F. Wallis.

4. Statistical Approaches to Modelling and Forecasting Time Series: Diego J. Pedregal and Peter C. Young.

5. Forecasting with Structural Time-Series Models: Tommaso Proietti.

6. Judgemental Forecasting: Dilek Onkal-Atay, Mary E. Thomson and Andrew C. Pollock.

7. Forecasting for Policy: Adrian R. Pagan and John Robertson.

8. Forecasting Cointegrated VARMA Processes: Helmut Lutkepohl.

9. Multi-Step Forecasting: Raj Bhansali.

10. The Rationality and Efficiency of Individuals' Forecasts: Herman O. Stekler.

11. Decision-Theoretic Methods for Forecast Evaluation: M. Hashem Pesaran and Spyros Skouros.

12. Forecast Combination and Encompassing: Paul Newbold and David I. Harvey.

13. Testing Forecast Accuracy: Roberto S. Mariano.

14. Inference About Predictive Ability: Michael W. McCracken and Kenneth D. West.

15. Forecasting Competitions: Their Role in Improving Forecasting Practice and Research: Robert Fildes and Keith Ord.

16. Empirical Comparisons of Inflation Models' Forecast Accuracy: ?yvind Eitrheim, Tore Anders Huseb?, and Ragnar Nymoen.

17. The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy, and the UK: Gonzalo Camba-Mendez, George Kapetanios, Martin R. Weale and Richard J. Smith.

18. Unit Root Versus Deterministic Representations of Seasonality for Forecasting: Denise R. Osborn.

19. Forecasting with Periodic Autoregressive Time Series Models: Philip Hans Franses and Richard Paap.

20. Non-Linear Models and Forecasting: Ruey S. Tsay.

21. Forecasting with Smooth Transition Autoregressive Models: Stefan Lundbergh and Timo Terasvirta.

22. Forecasting Financial Variables: Terence C. Mills.

23. Explaining Forecast Failure in Macroeconomics: Michael P. Clements and David F. Hendry.

Author Index.

Subject Index

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