Handbook of Economic Forecasting, Vol 2B: Volume 2b

Handbook of Economic Forecasting, Vol 2B: Volume 2b book cover

Handbook of Economic Forecasting, Vol 2B: Volume 2b

Author(s): Graham Elliott (Author)

  • Publisher: North Holland
  • Publication Date: 1 Jun. 2013
  • Language: English
  • Print length: 798 pages
  • ISBN-10: 0444627316
  • ISBN-13: 9780444627315

Book Description

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.

  • Focuses on innovation in economic forecasting via industry applications
  • Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications
  • Makes details about economic forecasting accessible to scholars in fields outside economics

Editorial Reviews

Review

“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

Review

Detailed surveys examine innovation in economic forecasting, from improved methodologies to new commercial applications.

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Handbook of Economic Forecasting, Vol 2A: Volume 2a

Handbook of Economic Forecasting, Vol 2A: Volume 2a book cover

Handbook of Economic Forecasting, Vol 2A: Volume 2a

Author(s): Graham Elliott (Author)

  • Publisher: North Holland
  • Publication Date: 1 Jun. 2013
  • Edition: Illustrated
  • Language: English
  • Print length: 798 pages
  • ISBN-10: 0444536833
  • ISBN-13: 9780444536839

Book Description

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.

  • Focuses on innovation in economic forecasting via industry applications
  • Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications
  • Makes details about economic forecasting accessible to scholars in fields outside economics

Editorial Reviews

Review

“…the eleven papers in this collection survey recent literature on forecasting stock returns, interest rates, the price of oil, real estate prices, inflation, national output, business cycles, and the GDP impact of a fiscal stimulus package…The contributors agree most economic models failed to predict the Great Recession.” —ProtoView.com, April 2014

“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

Review

Detailed surveys examine innovation in economic forecasting, from improved methodologies to new commercial applications.

View on Amazon

未经允许不得转载:Wow! eBook » Handbook of Economic Forecasting, Vol 2A: Volume 2a