Essays In Economic Forecasting
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An Essay On The Theory Of Economic Prediction
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Author : Lawrence Robert Klein
language : en
Publisher: Chicago : Markham Publishing Company
Release Date : 1970
An Essay On The Theory Of Economic Prediction written by Lawrence Robert Klein and has been published by Chicago : Markham Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Business & Economics categories.
Essays In Economic Management
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Author : Alec Cairncross
language : en
Publisher: Routledge
Release Date : 2013-11-05
Essays In Economic Management written by Alec Cairncross and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-05 with Business & Economics categories.
The papers in this volume cover the following areas: * Government and Industry * The Managed Economy * Monetary Policy * Fiscal Policy * Economic Forecasting and Economic Planning * Economists in Government
Essays In Economic Forecasting
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Author : Herman O. Stekler
language : en
Publisher:
Release Date : 1959
Essays In Economic Forecasting written by Herman O. Stekler and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1959 with categories.
Essays On Economic Forecasting
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Author : Marjorie Schnader
language : en
Publisher:
Release Date : 1976
Essays On Economic Forecasting written by Marjorie Schnader and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Economic forecasting categories.
Essays In Economic Forecasting
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Author : Florens Odendahl
language : en
Publisher:
Release Date : 2018
Essays In Economic Forecasting written by Florens Odendahl and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
This thesis consists of three chapters on forecasting techniques in economics. In chapter 1, I use copulas to estimate multivariate density forecasts based on univariate densities from survey data. Survey-based predictions are often competitive to time series models in their forecasting performance but have a univariate focus and my estimation strategy exploits the information in the surveys' marginal densities. I subsequently demonstrate the importance of the multivariate aspect for forecasters. In chapter 2, we propose novel tests for forecast rationality, which are robust under the presence of Markov switching. Existing tests focus on constant out-of-sample performances or use non-parametric techniques; consequently, they may lack power against the alternative of discrete switches. Investigating the Blue Chip Fi-nancial Forecasts, we find evidence against forecast unbiasedness during periods of monetary easing. Chapter 3 provides an empirical investigation of the real-time forecasting performance of quantile regressions for predicting diferent vintages of real US GDP growth. My results indicate that quantile regressions are competitive to current benchmark models and that the insample estimation strategy matters for the performance concerning difrent data vintages.
Essays In Economic Management
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Author : Alexander K. Cairncross
language : en
Publisher: State University of New York Press
Release Date : 1971-06-30
Essays In Economic Management written by Alexander K. Cairncross and has been published by State University of New York Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971-06-30 with Business & Economics categories.
This collection of essays covers the whole field of the relations between government and industry and the ways in which government attempts nowadays to control the economy. It considers the possibilities of monetary and fiscal policy in demand management and outlines their limitations; it also deals with economic forecasting and planning and the role of economists in government. Since the death of Sir Dennis Robertson there has been a dearth of economic essays of this readability. Once again, we have a book which a large public will enjoy—both the informed reader and the non-expert—and which students are likely to find in their lists of recommended reading. This is the authentic voice of experience.
Essays In Econometrics
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Author : Clive W. J. Granger
language : en
Publisher: Cambridge University Press
Release Date : 2001-07-23
Essays In Econometrics written by Clive W. J. Granger and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-07-23 with Business & Economics categories.
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Analysing Modern Business Cycles Essays Honoring Geoffrey H Moore
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Author : Philip A. Klein
language : en
Publisher: Routledge
Release Date : 2019-07-25
Analysing Modern Business Cycles Essays Honoring Geoffrey H Moore written by Philip A. Klein and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-25 with Business & Economics categories.
This "Festschrift" honours Geoffrey H. Moore's life-long contribution to the study of business cycles. After some analysts had concluded that business cycles were dead, renewed economic turbulence in the 1970s and 1980s brought new life to the subject. The study of business cycles now encompasses the global economic system, and this work aims to push back the frontiers of knowledge.
Three Essays On Economic Forecasting And Theory Examination
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Author : Dong Yan
language : en
Publisher:
Release Date : 2004
Three Essays On Economic Forecasting And Theory Examination written by Dong Yan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
In the first chapter, Monte Carlo simulation and bootstrap methods are used to compare the actual and nominal coverage probabilities of prediction intervals constructed using the Prais-Winsten modified weighted symmetric least squares (PW-MWSLS) estimation method. The evidence suggests that the PW-MWSLS estimator, the best point predictor, for the linear trend model with first-order autoregressive errors also leads to prediction intervals with the most accurate coverage rates for the linear trend model with first-order autoregressive errors. The second chapter employs an innovative methodology to construct inflation expectations by incorporating information in the commodity futures market. The empirical results from the vector dynamic system show that the constructed expected rate of inflation series provides the best in-sample and out-of-sample forecasts over the sample period under investigation. Chapter three applies the constructed time series of inflation expectations in the second chapter to examine two broadly debated topics in the field of economics, the Fisher effect and the Phillips curve. The findings provide support for the existence of the short-run Fisher effect; and for the examination of the two main alternative specifications of the Phillips curve, the New Keynesian Phillips curve and the expectations-augmented Phillips curve, the empirical evidence is in favor of the former.
Essays In Honor Of M Hashem Pesaran
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Author : Alexander Chudik
language : en
Publisher: Emerald Group Publishing
Release Date : 2022-01-18
Essays In Honor Of M Hashem Pesaran written by Alexander Chudik and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-18 with Business & Economics categories.
The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.