 |
 |
 |
 |
 |
 |
|
 |
A Companion to Economic Forecasting (hardback) By Michael P. Clements, David F. Hendry (2002) Publisher: Blackwell Publishing ISBN: 0-631-215697 Pages: 616 pages Price: £95.00 + p&p A Companion to Economic Forecasting (paperback) |
| Contents Table of Contents Book Order form |
Table of Contents
1. Overview: Michael Clements (University of Warwick) and David Hendry (Nuffield College, Oxford University).
2. Predictable Uncertainty in Economic Forecasting: Neil Ericsson (Federal Reserve Board).
3. Density Forecasting: A Survey: Anthony Tay (National University of Singapore) and Ken Wallis (University of Warwick).
4. Statistical Approaches to Modelling and Forecasting Time Series: Diego Pedregal (Universidad de Castilla-La Mancha) and Peter Young (Lancaster University.
5. Forecasting with Structural Time Series Models: Tommaso Proietti (Universita di Udine).
6. Judgemental Forecasting: Dilek Onkal-Atay (Bilkent University), Mary Wilkie-Thomson (Glasgow Caledonian Business School) and Andrew Pollock (Glasgow Caledonian University).
7. Forecasting for Policy: Adrian Pagan (Australian National University) and John Robertson (Federal Reserve Bank of Atlanta).
8. Forecasting Cointegrated VARMA Processes: Helmut Lütkepohl (Institut fur Statistik un Okonometrie).
9. Multi-Step Forecasting: Raj Bhansali (University of Liverpool).
10. The Rationality and Efficiency of Individuals' Forecasts: Herman Stekler (George Washington University).
11. Decision-Theoretic Methods for Forecast Evaluation: Hashem Pesaran (University of Cambridge) and Spyros Skouros (Santa Fe Institute).
12. Forecast Combination and Encompassing: Paul Newbold (University of Nottingham) and David Harvey (Loughborough University).
13. Testing Forecast Accuracy: Roberto Mariano (University of Pennsylvania).
14. Inference About Predictive Ability: Michael McCracken (Louisiana State University) and Kenneth West (University of Wisconsin).
15. Forecasting Competitions: Their Role in Improving Forecasting Practice and Research: Robert Fildes (Lancaster University) and Keith Ord (Georgetown University).
16. Empirical Comparsions of Inflation Models' Forecast Accuracy: OOyvind Eitrheim (Norges Bank), Tore Anders HusebOo (Norges Bank) and Ragnar Nymoen (University of Oslo).
17. The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and the UK: Gonzalo Camba-Mendez (European Central Bank), George Kapetanios (Bank of England), Martin Weale (National Institute of Economic and Social Research) and Richard Smith (University of Bristol).
18. Unit Root versus Deterministic Representations of Seasonality for Forecasting: Denise Osborn (University of Manchester).
19. Forecasting with Periodic Autoregressive Time Series Models: Philip Hans Franses (Erasmus University) and Richard Paap (Erasmus University).
20. Non-Linear Models and Forecasting: Ruey Tsay (University of Chicago).
21. Forecasting with STAR Models: Stefan Lundbergh (Skandia Assett Management) and Timo Teräsvirta(Stockholm School of Economics).
22. Forecasting Financial Variables: Terry Mills (Loughborough University).
23. Explaining Forecast Failure in Macroeconomics: Michael Clements (University of Warwick) and David Hendry (Nuffield College, Oxford University)
|
||