 A Companion to Economic Forecasting
ISBN: 978-1-4051-2623-6
Paperback
616 pages
April 2005, Wiley-Blackwell
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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 Önkal-Atay, Mary E. Thomson and Andrew C. Pollock.
7. Forecasting for Policy: Adrian R. Pagan and John Robertson.
8. Forecasting Cointegrated VARMA Processes: Helmut Lütkepohl.
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: Øyvind Eitrheim, Tore Anders Husebø, 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 Teräsvirta.
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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