The Oxford handbook of economic forecasting.
- Edited by Michael P. Clements and David F. Hendry.
- New York : Oxford University Press, 2011.
- xv, 713 páginas : gráficas, tablas : 26 cm.
Incluye bibliografías e índice.
Introduction / Michael Clements, David Hendry -- Part 1: Forecasting models and methods ; 1. VARs, cointegration and common cycle restrictions / Heather Anderson, Farshid Vahid ; 2. Dynamic factor models / James Stock, Mark Watson ; 3. Forecasting with non-linear time series models / Anders Kock, Timo Terasvirta ; 4. Forecasting with DSGE models / Kai Christoffel, Gunter Coenen, Anders Warne ; 5. Forecasting economic time series using unobserved components time series models / Siem Jan Koopman, Marius Ooms ; 6. Improving the role of judgment in economic forecasting / Paul Goodwin, Dilek Onkal, Michael Lawrence -- Part 2: Data issues ; 7. Nowcasting / Marta Bánbura,Domenico Giannone, Lucrezia Reichlin ; 8. Forecasting with mixed-frequency data / Elena Andreou, Eric Ghysels, Andros Kourtellos ; 9. Forecasting with real-time data vintages / Dean Croushore -- Part 3: Forecasting and structural breaks ; 10. Forecasting from Misspecified models in the presence of unanticipated location shifts / Michael Clements,David Hendry ; 11. Forecasting breaks and forecasting during breaks / Jennifer Castle, David Hendry,Nicholas Fawcett ; 12. Forecast combinations / Marco Aiolfi, Carlos Capistran, Allan Timmermann -- Part 4: Forecast evaluation ; 13. Multiple forecast model evaluation ; Valentina Corradi, Walter Distaso ; 14. Testing for unconditional predictive ability / Todd Clark, Michael McCracken ; 15. Testing conditional predictive ability / Raffaella Giacomini ; 16. Interpreting and combining heterogeneous survey forecasts / Charles Manski ; 17. Analyzing three-dimensional panel data of forecasts / Antony Davies, Kajal Lahiri, Xuguang Sheng -- Part 5: Financial forecasting ; 18. Forecasting financial time series / Terence Mills ; 19. Forecasting volatility using high frequency data / Peter Hansen, Asger Lunde -- Part 6: Special Interest areas ; 20. Economic value of weather and climate forecasts / Richard Katz, Jeff Lazo ; 21. Long-horizon growth forecasting and demography / Thomas Lindh ; 22. Forecasting the Energy Market / Derek Bunn, Nektaria Karakatsani ; 23. Models for health care / Andrew Jones ; 24. Election forecasting / Michael Lewis-Beck, Charles Tien ; 25. Marketing & sales / Philip-Hans Franses.