Forecasts With Quarterly Macroeconometric Models
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Forecasts With Quarterly Macroeconometric Models
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Author : Yoel Haitovsky
language : en
Publisher:
Release Date : 1974
Forecasts With Quarterly Macroeconometric Models written by Yoel Haitovsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with Business & Economics categories.
Economic research monograph on forecasting techniques in the USA using macroeconometric models and simulations - studies econometric model forecasting based on observed values for the exogenous variables when no subjective judgement is used to adjust the equations in the model, and examines sources of error in gross national product forecasting and other situations, etc. Graphs, references and statistical tables.
Forecasts With Quarterly Macroeconometric Models Equation Adjustments And Benchmark Predictions
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Author : Yoel Haitovsky
language : en
Publisher:
Release Date : 1971
Forecasts With Quarterly Macroeconometric Models Equation Adjustments And Benchmark Predictions written by Yoel Haitovsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with categories.
Forecasts With Quarterly Macroeconomic Models
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Author : Yoel Haitovsky
language : en
Publisher:
Release Date : 1974
Forecasts With Quarterly Macroeconomic Models written by Yoel Haitovsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.
Financial Information And Macroeconomic Forecasts
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Author : Sophia Chen
language : en
Publisher: International Monetary Fund
Release Date : 2016-12-23
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 2016-12-23 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 History Of Macroeconometric Model Building
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Author : Ronald G. Bodkin
language : en
Publisher: Aldershot, Hants, England : E. Elgar
Release Date : 1991
A History Of Macroeconometric Model Building written by Ronald G. Bodkin and has been published by Aldershot, Hants, England : E. Elgar this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
This major book presents, for the first time, an authoritative history of developments in macroeconometric modelling since the 1930s. It focuses in particular on the construction of mathematico-statistical models of entire economies, estimated from national accounts and other macroeconomic data. International and comparative in scope, the book contains chapters prepared by specialists from the different countries concerned. This landmark book is indispensable to an understanding of the history and development of large scale econometric models of modern economies.
China S Macroeconomic Outlook
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Author : Center for Macroeconomic Research
language : en
Publisher: Springer
Release Date : 2019-01-12
China S Macroeconomic Outlook written by Center for Macroeconomic Research and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-12 with Business & Economics categories.
This report is a partial result of the China’s Quarterly Macroeconometric Model (CQMM), a project developed and maintained by the Center for Macroeconomic Research (CMR) at Xiamen University. The CMR is one of the Key Research Institutes of Humanities and Social Sciences sponsored by the Ministry of Education of China, focusing on China’s economic growth and macroeconomic policy. The CMR started to develop the CQMM for purpose of short-term forecasting, policy analysis, and simulation in 2005.Based on the CQMM, the CMR and its partners hold press conferences to release forecasts for China’ major macroeconomic variables. Since July 2006, twenty-four quarterly reports on China’s macroeconomic outlook have been presented and eleven annual reports have been published.This 25th quarterly report was presented at the Forum on China’s Macroeconomic Outlook and Press Conference of CQMM on October 25, 2018. This conference was jointly held by SOAS London University, Xiamen University, and Economic Information Daily in London, UK.
Time Series Analysis And Macroeconometric Modelling
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Author : Kenneth Frank Wallis
language : en
Publisher: Edward Elgar Publishing
Release Date : 1995-01-01
Time Series Analysis And Macroeconometric Modelling written by Kenneth Frank Wallis and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-01-01 with Business & Economics categories.
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.
China S Macroeconomic Outlook
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Author : Xiamen University
language : en
Publisher: Springer Nature
Release Date : 2020-10-30
China S Macroeconomic Outlook written by Xiamen University and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-30 with Business & Economics categories.
This report is a partial result of the China’s Quarterly Macroeconometric Model (CQMM), a project developed and maintained by the Center for Macroeconomic Research (CMR) at Xiamen University. The CMR is one of the Key Research Institutes of Humanities and Social Sciences sponsored by the Ministry of Education of China, focusing on Chinese economic growth and macroeconomic policies. The CMR started to develop the CQMM for purpose of short-term forecast, policy analysis, and simulation in 2005.Based on the CQMM, the CMR with its partners hold press conferences to release forecasts for China’ major macroeconomic variables. Since July 2006, twenty-seven quarterly reports titled Chinese Macroeconomic Outlook have been presented and thirteen annual reports have been published.
Incorporating Macro Financial Linkages Into Forecasts Using Financial Conditions Indices The Case Of France
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Author : Ms.Piyabha Kongsamut
language : en
Publisher: International Monetary Fund
Release Date : 2017-12-01
Incorporating Macro Financial Linkages Into Forecasts Using Financial Conditions Indices The Case Of France written by Ms.Piyabha Kongsamut 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 2017-12-01 with Business & Economics categories.
How can information on financial conditions be used to better understand macroeconomic developments and improve macroeconomic projections? We investigate this question for France by constructing country-specific financial conditions indices (FCIs) that are tailored to movements in GDP, investment, private consumption and exports respectively. We rely on a VAR approach to estimate the weights of the financial components of each FCI, including equity market returns (which turn out having a relatively strong weight across all FCIs), private sector risk premiums, long-term interest rates, and banks’ credit standards. We find that the tailored FCIs are useful as leading indicators of GDP, investment, and exports, and as a contemporaneous indicator of private consumption. Credit volumes turn out to be lagging indicators of growth. The indices inform us on macro-financial linkages in France and are used to improve the accuracy of quarterly forecasting models and high-frequency “nowcast” models. We show that FCI-augmented models could have significantly improved forecasts during and after the global financial crisis.
Macroeconometric Models
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Author : Władysław Welfe
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-15
Macroeconometric Models written by Władysław Welfe and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-15 with Business & Economics categories.
This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household and enterprise sectors, disequilibria, financial flows, and money market sectors.