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Handbook of Economic Forecasting

Current editor(s): G. Elliott, C. Granger and A. Timmermann

From Elsevier
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Ch 01 Bayesian Forecasting Downloads
John Geweke and Charles Whiteman
Ch 02 Forecasting and Decision Theory Downloads
Clive Granger and Mark Machina
Ch 03 Forecast Evaluation Downloads
Kenneth West
Ch 04 Forecast Combinations Downloads
Allan Timmermann
Ch 05 Predictive Density Evaluation Downloads
Valentina Corradi and Norman R. Swanson
Ch 06 Forecasting with VARMA Models Downloads
Helmut Lütkepohl
Ch 07 Forecasting with Unobserved Components Time Series Models Downloads
Andrew Harvey
Ch 08 Forecasting economic variables with nonlinear models Downloads
Timo Teräsvirta
Ch 09 Approximate Nonlinear Forecasting Methods Downloads
Halbert White
Ch 10 Forecasting with Many Predictors Downloads
James H. Stock and Mark Watson
Ch 11 Forecasting with Trending Data Downloads
Graham Elliott
Ch 12 Forecasting with Breaks Downloads
Michael Clements and David Hendry
Ch 13 Forecasting Seasonal Time Series Downloads
Eric Ghysels, Denise Osborn and Paulo Rodrigues
Ch 14 Survey Expectations Downloads
Mohammad Pesaran and Martin Weale
Ch 15 Volatility and Correlation Forecasting Downloads
Torben Andersen, Tim Bollerslev, Peter Christoffersen and Francis Diebold
Ch 16 Leading Indicators Downloads
Massimiliano Marcellino
Ch 17 Forecasting with Real-Time Macroeconomic Data Downloads
Dean Croushore
Ch 18 Forecasting in Marketing Downloads
Philip Hans Franses
Ch Chapter 1 Forecasting Inflation Downloads
Jon Faust and Jonathan Wright
Ch Chapter 10 Forecasting with Option-Implied Information Downloads
Peter Christoffersen, Kris Jacobs and Bo Young Chang
Ch Chapter 11 Prediction Markets for Economic Forecasting Downloads
Erik Snowberg, Justin Wolfers and Eric Zitzewitz
Ch Chapter 12 Forecasters’ Objectives and Strategies Downloads
Marinovic, Iván, Marco Ottaviani and Peter Sorensen
Ch Chapter 13 Forecasting Exchange Rates: an Investor Perspective Downloads
Michael Melvin, John Prins and Duncan Shand
Ch Chapter 14 Variable Selection in Predictive Regressions Downloads
Serena Ng
Ch Chapter 15 Forecasting with Bayesian Vector Autoregression Downloads
Sune Karlsson
Ch Chapter 16 Copula Methods for Forecasting Multivariate Time Series Downloads
Andrew Patton
Ch Chapter 17 Quantile Prediction Downloads
Ivana Komunjer
Ch Chapter 18 Panel Data Forecasting Downloads
Badi Baltagi
Ch Chapter 19 Forecasting Binary Outcomes Downloads
Kajal Lahiri and Liu Yang
Ch Chapter 2 DSGE Model-Based Forecasting Downloads
Marco Del Negro and Frank Schorfheide
Ch Chapter 20 Advances in Forecast Evaluation Downloads
Todd Clark and Michael McCracken
Ch Chapter 21 Advances in Forecasting under Instability Downloads
Barbara Rossi
Ch Chapter 3 Forecasting Output Downloads
Marcelle Chauvet and Simon Potter
Ch Chapter 4 Now-Casting and the Real-Time Data Flow Downloads
Bańbura, Marta, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
Ch Chapter 5 Forecasting and Policy Making Downloads
Volker Wieland and Maik Wolters
Ch Chapter 6 Forecasting Stock Returns Downloads
David Rapach and Guofu Zhou
Ch Chapter 7 Forecasting Interest Rates Downloads
Greg Duffee
Ch Chapter 8 Forecasting the Price of Oil Downloads
Ron Alquist, Lutz Kilian and Robert Vigfusson
Ch Chapter 9 Forecasting Real Estate Prices Downloads
Eric Ghysels, Alberto Plazzi, Rossen Valkanov and Walter Torous
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