Forecasting In Macroeconomics

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Forecasting In Macroeconomics

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Author : F. J. H. Don
language : en
Publisher:
Release Date : 2000

Forecasting In Macroeconomics written by F. J. H. Don and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Economic forecasting categories.

Economic Forecasting

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Author : N. Carnot
language : en
Publisher: Springer
Release Date : 2005-08-12

Economic Forecasting written by N. Carnot and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-08-12 with Business & Economics categories.

Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range of theories as well as empirical methods: business cycle analysis, time series methods, macroeconomic models, medium and long-run projections, fiscal and financial forecasts, and sectoral forecasting. In addition, the book addresses the main issues surrounding the use of forecasts (accuracy, communication challenges) and their policy implications. A tour of the economic data and forecasting institutions is also provided.

Economic Forecasting And Policy

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Author : N. Carnot
language : en
Publisher: Springer
Release Date : 2011-07-26

Economic Forecasting And Policy written by N. Carnot and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-26 with Business & Economics categories.

Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range of theories as well as empirical methods: business cycle analysis, time series methods, macroeconomic models, medium and long-run projections, fiscal and financial forecasts, and sectoral forecasting.

Macroeconomic Forecasting In The Era Of Big Data

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Author : Peter Fuleky
language : en
Publisher: Springer Nature
Release Date : 2019-11-28

Macroeconomic Forecasting In The Era Of Big Data written by Peter Fuleky and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-28 with Business & Economics categories.

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.

Financial Information And Macroeconomic Forecasts

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Author : Sophia Chen
language : en
Publisher: International Monetary Fund
Release Date : 2017-01-18

Financial Information And Macroeconomic Forecasts written by Sophia Chen and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-18 with Business & Economics categories.

We study the forecasting power of financial variables for macroeconomic variables for 62 countries between 1980 and 2013. We find that financial variables such as credit growth, stock prices and house prices have considerable predictive power for macroeconomic variables at one to four quarters horizons. A forecasting model with financial variables outperforms the World Economic Outlook (WEO) forecasts in up to 85 percent of our sample countries at the four quarters horizon. We also find that cross-country panel models produce more accurate out-of-sample forecasts than individual country models.

A Companion To Economic Forecasting

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Author : Michael P. Clements
language : en
Publisher: John Wiley & Sons
Release Date : 2008-04-15

A Companion To Economic Forecasting written by Michael P. Clements and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-15 with Social Science categories.

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.

Handbook Of Economic Forecasting

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Author : Graham Elliott
language : en
Publisher: Newnes
Release Date : 2013-08-23

Handbook Of Economic Forecasting written by Graham Elliott and has been published by Newnes this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-23 with Business & Economics categories.

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

A Course In Macroeconomic Modelling And Forecasting

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Author : John D. Whitley
language : en
Publisher:
Release Date : 1994

A Course In Macroeconomic Modelling And Forecasting written by John D. Whitley and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Econometric models categories.

This textbook is a thorough introduction to the theory and practice of macroeconomic modelling. It provides a rigorous exposition of the theory of modelling and examines the main UK and European macroeconomic models. Policy-relevant conclusions are drawn from the models, including new areas such as wealth effects and rational expectations. The text compares UK macroeconomic models with key US and European models, with an emphasis on policy analysis and the ERM.

Economic Forecasting

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Author : N. Carnot
language : en
Publisher: Palgrave Macmillan
Release Date : 2005-08-12

Economic Forecasting written by N. Carnot and has been published by Palgrave Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-08-12 with Business & Economics categories.

Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range of theories as well as empirical methods: business cycle analysis, time series methods, macroeconomic models, medium and long-run projections, fiscal and financial forecasts, and sectoral forecasting. In addition, the book addresses the main issues surrounding the use of forecasts (accuracy, communication challenges) and their policy implications. A tour of the economic data and forecasting institutions is also provided.

Macroeconomic Forecasting

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Author : Robert Evans
language : en
Publisher: Routledge
Release Date : 2002-01-22

Macroeconomic Forecasting written by Robert Evans and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-22 with Business & Economics categories.

Drawing on interviews with the UK government's Panel of Independent Forecasters, the author shows how economic models, forecasts and policy analysis depend crucially upon the judgements of economists.