- Published: November 2011
A Companion to Economic Forecasting. Blackwell Companions to Contemporary Economics
- Published: September 2004
- Region: Global
- 620 Pages
- John Wiley and Sons Ltd
A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.
List of Contributors.
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.
"A Companion to Economic Forecasting offers an insightful and authoritative overview of the diverse issues, methods, and applications falling under the broad umbrella of economic and financial forecasting. It belongs on every practitioner's bookshelf, and on every student's reading list." Francis X. Diebold, University of Pennsylvania <!--end-->.
"Economic forecasting methods, models, applications, evaluation, and diagnostics, all in one encompassing volume by leaders in the field. This collection of lucid chapters defines where economic forecasting is today. An invaluable addition to the library of anyone working with economic data." Charles Nelson, University of Washington