Author: Elia Kacapyr
Publisher: M.E. Sharpe
ISBN: 9781563247651
Category : Business & Economics
Languages : en
Pages : 224
Book Description
Widening the focus from the usual business forecasts, explains the techniques for predicting macroeconomic factors such as economic growth, interest rates, and employment. Reviews the concepts of business cycles and long waves, then describes techniques using economic indicators, time series, econometric models, and consensus. Also considers the evaluation of forecasts. Readers with a solid background in mathematics and statistics should learn now to make forecasts; others should get an intuitive understanding that will improve their interpretation of forecasts by others. Paper edition (unseen), $29.95. Annotation copyright by Book News, Inc., Portland, OR
Economic Forecasting
Author: Elia Kacapyr
Publisher: M.E. Sharpe
ISBN: 9781563247651
Category : Business & Economics
Languages : en
Pages : 224
Book Description
Widening the focus from the usual business forecasts, explains the techniques for predicting macroeconomic factors such as economic growth, interest rates, and employment. Reviews the concepts of business cycles and long waves, then describes techniques using economic indicators, time series, econometric models, and consensus. Also considers the evaluation of forecasts. Readers with a solid background in mathematics and statistics should learn now to make forecasts; others should get an intuitive understanding that will improve their interpretation of forecasts by others. Paper edition (unseen), $29.95. Annotation copyright by Book News, Inc., Portland, OR
Publisher: M.E. Sharpe
ISBN: 9781563247651
Category : Business & Economics
Languages : en
Pages : 224
Book Description
Widening the focus from the usual business forecasts, explains the techniques for predicting macroeconomic factors such as economic growth, interest rates, and employment. Reviews the concepts of business cycles and long waves, then describes techniques using economic indicators, time series, econometric models, and consensus. Also considers the evaluation of forecasts. Readers with a solid background in mathematics and statistics should learn now to make forecasts; others should get an intuitive understanding that will improve their interpretation of forecasts by others. Paper edition (unseen), $29.95. Annotation copyright by Book News, Inc., Portland, OR
Economic Forecasting: The State of the Art
Author: Elia Xacapyr
Publisher: Routledge
ISBN: 1315480689
Category : Business & Economics
Languages : en
Pages : 220
Book Description
An overview of the macroeconomic forecasting industry in the United States that explains and evaluates the forecasting techniques used to make predictions about various aspects of the national economy.
Publisher: Routledge
ISBN: 1315480689
Category : Business & Economics
Languages : en
Pages : 220
Book Description
An overview of the macroeconomic forecasting industry in the United States that explains and evaluates the forecasting techniques used to make predictions about various aspects of the national economy.
Economic Forecasting
Author: N. Carnot
Publisher: Springer
ISBN: 0230005810
Category : Business & Economics
Languages : en
Pages : 335
Book Description
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.
Publisher: Springer
ISBN: 0230005810
Category : Business & Economics
Languages : en
Pages : 335
Book Description
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
Author: N. Carnot
Publisher: Palgrave Macmillan
ISBN: 9780230243217
Category : Business & Economics
Languages : en
Pages : 0
Book Description
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.
Publisher: Palgrave Macmillan
ISBN: 9780230243217
Category : Business & Economics
Languages : en
Pages : 0
Book Description
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.
The Oxford Handbook of Economic Forecasting
Author: Michael P. Clements
Publisher: OUP USA
ISBN: 0195398645
Category : Business & Economics
Languages : en
Pages : 732
Book Description
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Publisher: OUP USA
ISBN: 0195398645
Category : Business & Economics
Languages : en
Pages : 732
Book Description
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Forecasting Non-stationary Economic Time Series
Author: Michael P. Clements
Publisher: MIT Press
ISBN: 9780262531894
Category : Business & Economics
Languages : en
Pages : 398
Book Description
This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
Publisher: MIT Press
ISBN: 9780262531894
Category : Business & Economics
Languages : en
Pages : 398
Book Description
This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
Mining Data for Financial Applications
Author: Valerio Bitetta
Publisher: Springer Nature
ISBN: 3030669815
Category : Computers
Languages : en
Pages : 161
Book Description
This book constitutes revised selected papers from the 5th Workshop on Mining Data for Financial Applications, MIDAS 2020, held in conjunction with ECML PKDD 2020, in Ghent, Belgium, in September 2020.* The 8 full and 3 short papers presented in this volume were carefully reviewed and selected from 15 submissions. They deal with challenges, potentialities, and applications of leveraging data-mining tasks regarding problems in the financial domain. *The workshop was held virtually due to the COVID-19 pandemic. “Information Extraction from the GDELT Database to Analyse EU Sovereign Bond Markets” and “Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting” are available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Publisher: Springer Nature
ISBN: 3030669815
Category : Computers
Languages : en
Pages : 161
Book Description
This book constitutes revised selected papers from the 5th Workshop on Mining Data for Financial Applications, MIDAS 2020, held in conjunction with ECML PKDD 2020, in Ghent, Belgium, in September 2020.* The 8 full and 3 short papers presented in this volume were carefully reviewed and selected from 15 submissions. They deal with challenges, potentialities, and applications of leveraging data-mining tasks regarding problems in the financial domain. *The workshop was held virtually due to the COVID-19 pandemic. “Information Extraction from the GDELT Database to Analyse EU Sovereign Bond Markets” and “Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting” are available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Economic Forecasting
Author: Ken Holden
Publisher: Cambridge University Press
ISBN: 9780521356923
Category : Business & Economics
Languages : en
Pages : 228
Book Description
This work is the only currently available text that provides comprehensive coverage of the methods and applications in the rapidly developing field of forecasting the future state of the economy.
Publisher: Cambridge University Press
ISBN: 9780521356923
Category : Business & Economics
Languages : en
Pages : 228
Book Description
This work is the only currently available text that provides comprehensive coverage of the methods and applications in the rapidly developing field of forecasting the future state of the economy.
Applied Economic Forecasting Using Time Series Methods
Author: Eric Ghysels
Publisher: Oxford University Press
ISBN: 0190622016
Category : Business & Economics
Languages : en
Pages : 617
Book Description
Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
Publisher: Oxford University Press
ISBN: 0190622016
Category : Business & Economics
Languages : en
Pages : 617
Book Description
Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
Economic Forecasting
Author: Graham Elliott
Publisher: Princeton University Press
ISBN: 1400880890
Category : Business & Economics
Languages : en
Pages : 567
Book Description
A comprehensive and integrated approach to economic forecasting problems Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters. This text approaches forecasting problems from the perspective of decision theory and estimation, and demonstrates the profound implications of this approach for how we understand variable selection, estimation, and combination methods for forecasting models, and how we evaluate the resulting forecasts. Both Bayesian and non-Bayesian methods are covered in depth, as are a range of cutting-edge techniques for producing point, interval, and density forecasts. The book features detailed presentations and empirical examples of a range of forecasting methods and shows how to generate forecasts in the presence of large-dimensional sets of predictor variables. The authors pay special attention to how estimation error, model uncertainty, and model instability affect forecasting performance. Presents a comprehensive and integrated approach to assessing the strengths and weaknesses of different forecasting methods Approaches forecasting from a decision theoretic and estimation perspective Covers Bayesian modeling, including methods for generating density forecasts Discusses model selection methods as well as forecast combinations Covers a large range of nonlinear prediction models, including regime switching models, threshold autoregressions, and models with time-varying volatility Features numerous empirical examples Examines the latest advances in forecast evaluation Essential for practitioners and students alike
Publisher: Princeton University Press
ISBN: 1400880890
Category : Business & Economics
Languages : en
Pages : 567
Book Description
A comprehensive and integrated approach to economic forecasting problems Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters. This text approaches forecasting problems from the perspective of decision theory and estimation, and demonstrates the profound implications of this approach for how we understand variable selection, estimation, and combination methods for forecasting models, and how we evaluate the resulting forecasts. Both Bayesian and non-Bayesian methods are covered in depth, as are a range of cutting-edge techniques for producing point, interval, and density forecasts. The book features detailed presentations and empirical examples of a range of forecasting methods and shows how to generate forecasts in the presence of large-dimensional sets of predictor variables. The authors pay special attention to how estimation error, model uncertainty, and model instability affect forecasting performance. Presents a comprehensive and integrated approach to assessing the strengths and weaknesses of different forecasting methods Approaches forecasting from a decision theoretic and estimation perspective Covers Bayesian modeling, including methods for generating density forecasts Discusses model selection methods as well as forecast combinations Covers a large range of nonlinear prediction models, including regime switching models, threshold autoregressions, and models with time-varying volatility Features numerous empirical examples Examines the latest advances in forecast evaluation Essential for practitioners and students alike