Short Term Forecasting For Empirical Economists
DOWNLOAD
Download Short Term Forecasting For Empirical Economists PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Short Term Forecasting For Empirical Economists book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Short Term Forecasting For Empirical Economists
DOWNLOAD
Author : Máximo Camacho
language : en
Publisher:
Release Date : 2013
Short Term Forecasting For Empirical Economists written by Máximo Camacho and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Economic forecasting categories.
Practitioners do not always use research findings, sometimes because the research is not always conducted in a manner relevant to real-world practice. This survey seeks to close the gap between research and practice on short-term forecasting in real time. Towards this end, we review the most relevant recent contributions to the literature, examine their pros and cons, and we take the liberty of proposing some lines of future research. We include bridge equations, MIDAS, VARs, factor models and Markov-switching factor models, all allowing for mixed-frequency and ragged ends. Using the four constituent monthly series of the Stock-Watson coincident index, industrial production, employment, income and sales, we evaluate their empirical performance to forecast quarterly US GDP growth rates in real time. Finally, we review the main results regarding the number of predictors in factor based forecasts and how the selection of the more informative or representative variables can be made.
How Useful Is The Carry Over Effect For Short Term Economic Forecasting
DOWNLOAD
Author : Karl-Heinz Tödter
language : en
Publisher:
Release Date : 2016
How Useful Is The Carry Over Effect For Short Term Economic Forecasting written by Karl-Heinz Tödter and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
The carry-over effect is the advance contribution of the old year to growth in the new year. Among practitioners the informative content of the carry-over effect for short-term forecasting is undisputed and is used routinely in economic forecasting. In this paper, the carry-over effect is analysed 'statistically' and it is shown how it reduces the uncertainty of short-term economic forecasts. This is followed by an empirical analysis of the carry-over effect using simple forecast models as well as Bundesbank and Consensus projections.
Economic Forecasting For Management
DOWNLOAD
Author : Hans G. Graf
language : en
Publisher: Bloomsbury Publishing USA
Release Date : 2002-08-30
Economic Forecasting For Management written by Hans G. Graf and has been published by Bloomsbury Publishing USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-08-30 with Business & Economics categories.
Before future-oriented information can be used as a basis for decision making in economics or business administration, it must be understood on a methodological level. This book provides decision makers with a thorough understanding of the possibilities offered by various forecasting methods as well as their limitations. If managers rely on a forecast with a long-term perspective to guide them in making short-term decisions, planning deficiencies will likely result. Likewise, if managers use short-term forecasts to inform their long-term strategic vision, failure could easily ensue. Graf provides the tools necessary to sidestep the common pitfall of using the wrong forecasting technique for the wrong purpose. This is not a detailed examination of the mathematical and statistical tools of empirical economic research. Instead, forecasting methods are explained so that they can be understood by the managers who employ them in their decision making. Graf demonstrates that understanding and—in special cases—cooperation between forecast developers and users is crucial to creating an effective forecast that results in informed management decisions. He discusses traditional, long-term, macroeconomic, and global economic forecasting; the scenario technique as a central instrument of long-term forecasting; and short-term economic and market forecasting.
Some Empirical Findings On Short Term Forecasting
DOWNLOAD
Author : Anand Desai
language : en
Publisher:
Release Date : 1987
Some Empirical Findings On Short Term Forecasting written by Anand Desai and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Accidents categories.
Short Term Forecasting For Empirical Economists
DOWNLOAD
Author : Maximo Camacho
language : en
Publisher:
Release Date : 2013-11-01
Short Term Forecasting For Empirical Economists written by Maximo Camacho and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-01 with Business & Economics categories.
Short-term Forecasting for Empirical Economists seeks to close the gap between research and applied short-term forecasting. The authors review some of the key theoretical results and empirical findings in the recent literature on short-term forecasting, and translate these findings into economically meaningful techniques to facilitate their widespread application to compute short-term forecasts in economics, and to monitor the ongoing business cycle developments in real time.
New Developments In Time Series Econometrics
DOWNLOAD
Author : Jean-Marie Dufour
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
New Developments In Time Series Econometrics written by Jean-Marie Dufour 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 2012-12-06 with Business & Economics categories.
This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.
An Appraisal Of Short Term Economic Forecasts
DOWNLOAD
Author : Victor Zarnowitz
language : en
Publisher:
Release Date : 1967
An Appraisal Of Short Term Economic Forecasts written by Victor Zarnowitz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with Business & Economics categories.
First report on a study of short term economic forecasting in the USA. Statistical tables, and references.
Short Term Economic Forecasting In Practice
DOWNLOAD
Author : Willem Voorhoeve (dr. ; econometrie)
language : en
Publisher:
Release Date : 1986
Short Term Economic Forecasting In Practice written by Willem Voorhoeve (dr. ; econometrie) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
Short Term Forecasting
DOWNLOAD
Author : George Polanyi
language : en
Publisher:
Release Date : 1973
Short Term Forecasting written by George Polanyi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Business & Economics categories.
Empirical Models And Policy Making
DOWNLOAD
Author : Mary Morgan
language : en
Publisher: Routledge
Release Date : 2003-09-02
Empirical Models And Policy Making written by Mary Morgan and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-09-02 with Business & Economics categories.
This collection, written by highly-placed practitioners and academic economists, provides a picture of how economic modellers and policy makers interact. The book provides international case studies of particular interactions between models and policy making, and argues that the flow of information is two-way.