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Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing.
*Addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods
*Insights within this volume can be applied to economics, finance and marketing disciplines
Table of Contents
Ch. 1 Bayesian forecasting 3
Ch. 2 Forecasting and decision theory 81
Ch. 3 Forecast evaluation 99
Ch. 4 Forecast combinations 135
Ch. 5 Predictive density evaluation 197
Ch. 6 Forecasting with VARMA models 287
Ch. 7 Forecasting with unobserved components time series models 327
Ch. 8 Forecasting economic variables with nonlinear models 413
Ch. 9 Approximate nonlinear forecasting methods 459
Ch. 10 Forecasting with many predictors 515
Ch. 11 Forecasting with tending data 555
Ch. 12 Forecasting with breaks 605
Ch. 13 Forecasting seasonal time series 659
Ch. 14 Survey expectations 715
Ch. 15 Volatility and correlation forecasting 777
Ch. 16 Leading indicators 879
Ch. 17 Forecasting with real-time macroeconomic data 961
Ch. 18 Forecas ting in marketing 983
[此贴子已经被作者于2009-6-3 16:32:19编辑过]
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