Forecasts With Quarterly Macroeconometric Models Equation Adjustments And Benchmark Predictions
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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 Macroenonometric Sic Models Equation Adjustments And Benchmark Predictions
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Author : Yoel Haitovsky
language : en
Publisher:
Release Date : 1971
Forecasts With Quarterly Macroenonometric Sic 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 Economic forecasting categories.
Forecasts With Quartely Macroeconometric Models Equation Adjustments And Benchmark Prediction
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Author : Yoel Haitovsky
language : en
Publisher:
Release Date : 1971
Forecasts With Quartely Macroeconometric Models Equation Adjustments And Benchmark Prediction 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 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.
On The Optimality Of Expert Adjusted Forecasts
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Author : Philip Hans Franses
language : en
Publisher:
Release Date : 2007
On The Optimality Of Expert Adjusted Forecasts written by Philip Hans Franses and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Economic forecasting categories.
Expert Adjustments Of Model Forecasts
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Author : Philip Hans Franses
language : en
Publisher: Cambridge University Press
Release Date : 2014-10-09
Expert Adjustments Of Model Forecasts written by Philip Hans Franses 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 2014-10-09 with Business & Economics categories.
Brings together current theoretical insights and new empirical results to examine expert adjustment of model forecasts from an econometric perspective.
Specification Estimation And Analysis Of Macroeconometric Models
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Author : Ray C. Fair
language : en
Publisher: Harvard University Press
Release Date : 1984
Specification Estimation And Analysis Of Macroeconometric Models written by Ray C. Fair and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Business & Economics categories.
This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.
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.
Survey Of Current Business
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Author :
language : en
Publisher:
Release Date : 1973
Survey Of Current Business written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Commercial statistics categories.
Spatial Econometrics Methods And Models
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Author : L. Anselin
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Spatial Econometrics Methods And Models written by L. Anselin 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 2013-03-09 with Business & Economics categories.
Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.