rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    non sort: A
    title: companion to economic forecasting
  name:
    name part: Clements, Michael P.
  name:
    name part: Hendry, David F.
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: mau
    place:
      place term: Malden, MA
    publisher: Blackwell Publishers
    date issued: 2002
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xii, 597 pages) : illustrations
  abstract: A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together a range of contrasting approaches and views. Forecasting is a practical venture, so many of the chapters are aimed at practitioners and nonspecialists. This book surveys a field that has expanded rapidly in recent years. There are no other up-to-date treatments that survey forecasting in a single volume. The Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed. An extensive editorial overview places the contributions in context, and shows their interconnections and commonalities.
  table of contents: Cover -- Table of Contents -- List of Contributors -- Preface -- Acknowledgments -- 1 An Overview of Economic Forecasting -- 2 Predictable Uncertainty in Economic Forecasting -- 3 Density Forecasting: A Survey -- 4 Statistical Approaches to Modeling and Forecasting Time Series -- 5 Forecasting with Structural Time-Series Models -- 6 Judgmental Forecasting -- 7 Forecasting for Policy -- 8 Forecasting Cointegrated VARMA Processes -- 9 Multi-Step Forecasting -- 10 The Rationality and Efficiency of Individuals' Forecasts -- 11 Decision-Based Methods for Forecast Evaluation -- 12 Forecast Combination and Encompassing -- 13 Testing Forecast Accuracy -- 14 Inference About Predictive Ability -- 15 Forecasting Competitions: Their Role in Improving Forecasting Practice and Research -- 16 Empirical Comparisons of Inflation Models' Forecast Accuracy -- 17 The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy, and the U.K. -- 18 Unit-Root Versus Deterministic Representations of Seasonality for Forecasting -- 19 Forecasting with Periodic Autoregressive Time-Series Models -- 20 Nonlinear Models and Forecasting -- 21 Forecasting with Smooth Transition Autoregressive Models -- 22 Forecasting Financial Variables -- 23 Explaining Forecast Failure in Macroeconomics -- Author Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- V -- W -- X -- Y -- Z -- Subject Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W.
  note: edited by Michael P. Clements and David F. Hendry.
  note: Includes bibliographical references and indexes.
  note: English.
  subject:
    topic: Economic forecasting
  subject:
    topic: Economics
  classification: HB3730 .C585 2002eb
  classification: 338.5/442
  classification: 83.03
  classification: QH 237
  related item:
    title info:
      title: Companion to economic forecasting
    origin info:
      publisher: Malden, MA : Blackwell Publishers, 2002
    identifier: (DLC) 2001043999
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    title info:
      title: Blackwell companions to contemporary economics
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  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: NhCcYBP
    record creation date: 010926
    record change date: 20260214210158.5
    record identifier: in00004678542
    language of cataloging:
      language term: eng