TY -
GEN
AU - Elliott, Graham
AU - Timmermann, Allan
TI -
Handbook of economic forecasting
Volume 2B
ET - 1. ed.
PB - Elsevier North Holland
SN - 9780444627322
SN - 9780444627315
KW - Economic forecasting Econometric models
KW - Economic forecasting
KW - Electronic books
KW - Aufsatzsammlung
KW - Wirtschaft
KW - Prognose
KW - Prognoseverfahren
KW - Ökonometrie
KW - Theorie
PY - 2013
N2 - Description based upon print version of record
N2 - e9780444536839_v2A; Half Title; Title Page; Copyright; Dedication; Contents; Introduction to the Series; Contributors; Section I Macro Forecasting; 1 Forecasting Inflation; 2 DSGE Model-Based Forecasting; Appendix A. Details for Figure 2.5; Acknowledgments; References; 3 Forecasting Output; 4 Now-Casting and the Real-Time Data Flow; 5 Forecasting and Policy Making; Appendix A. A Medium-Scale DSGE Model; Acknowledgments; References; Section II Forecasting Financial Variables; 6 Forecasting Stock Returns; 7 Forecasting Interest Rates; 8 Forecasting the Price of Oil
N2 - 9 Forecasting Real Estate Prices10 Forecasting with Option-Implied Information; 11 Prediction Markets for Economic Forecasting; INDEX; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z; e9780444627315_v2B; Half Title; Title Page; Copyright; Dedication; Contents; Introduction to the Series; Contributors; Section III Forecasters' Objectives; 12 Forecasters' Objectives and Strategies; 13 Forecasting Exchange Rates: an Investor Perspective; Section IV Methodology; 14 Variable Selection in Predictive Regressions; References
N2 - 15 Forecasting with Bayesian Vector AutoregressionAppendix B. State-Space Models; B.1. Kalman Filter; B.2. Smoothing; B.3. Simulation Smoother; Appendix C. Distributions; Acknowledgements; References; 16 Copula Methods for Forecasting Multivariate Time Series; 17 Quantile Prediction; 18 Panel Data Forecasting; 19 Forecasting Binary Outcomes; 20 Advances in Forecast Evaluation; Appendix A Asymptotic Derivations for Out-of-Sample Inference: Examples; A.1. Test of Zero Mean Prediction Error: West (1996); A.2. Test of Equal Predictive Ability for Nested Models:Clark and McCracken (2001)
N2 - A.3. Test of Zero Mean Prediction Error: Giacomini and White (2006)Acknowledgments; References; 21 Advances in Forecasting under Instability; INDEX; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z
N2 - 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 a
BT - Handbook in economics ; 24
BT - Handbooks in economics
CY - Amsterdam
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -