Handbook of Economic Forecasting, vol 1

Edited by Graham Elliott (), Clive W. J. Granger and Allan Timmermann ()

in Handbook of Economic Forecasting from Elsevier, edited by G. Elliott, C. Granger and A. Timmermann

Keywords: economic forecasting methodology; forecasting models; forecasting with different data structures; and the applications of forecasting methods (search for similar items in EconPapers)
JEL-codes: B0 (search for similar items in EconPapers)
Date: 2006
Edition: 1
ISBN: 0-444-51395-7
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Chapters in this book:

Ch 01 Bayesian Forecasting

John Geweke and Charles H. Whiteman

Ch 02 Forecasting and Decision Theory

Clive W. J. Granger and Mark Machina

Ch 03 Forecast Evaluation

Kenneth D. West

Ch 04 Forecast Combinations

Allan Timmermann

Ch 05 Predictive Density Evaluation

Valentina Corradi and Norman Rasmus Swanson

Ch 06 Forecasting with VARMA Models

Helmut Lütkepohl

Ch 07 Forecasting with Unobserved Components Time Series Models

Andrew C. Harvey

Ch 08 Forecasting economic variables with nonlinear models

Timo Teräsvirta

Ch 09 Approximate Nonlinear Forecasting Methods

Halbert White

Ch 10 Forecasting with Many Predictors

James H. Stock and Mark W. Watson

Ch 11 Forecasting with Trending Data

Graham Elliott

Ch 12 Forecasting with Breaks

Michael Peter Clements and David F. Hendry

Ch 13 Forecasting Seasonal Time Series

Eric Ghysels, Denise Osborn and Paulo M. M. Rodrigues

Ch 14 Survey Expectations

M Hashem Pesaran and Martin Robert Weale

Ch 15 Volatility and Correlation Forecasting

Torben G. Andersen, Tim Bollerslev, Peter F. Christoffersen and Francis X. Diebold

Ch 16 Leading Indicators

Massimiliano Marcellino

Ch 17 Forecasting with Real-Time Macroeconomic Data

Dean Croushore

Ch 18 Forecasting in Marketing

Philip Hans Franses

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