Handbook of Economic Forecasting
Current editor(s): G. Elliott, C. Granger and A. Timmermann
From Elsevier
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- Ch 01 Bayesian Forecasting

- John Geweke and Charles Whiteman
- Ch 02 Forecasting and Decision Theory

- Clive Granger and Mark Machina
- Ch 03 Forecast Evaluation

- Kenneth West
- Ch 04 Forecast Combinations

- Allan Timmermann
- Ch 05 Predictive Density Evaluation

- Valentina Corradi and Norman R. Swanson
- Ch 06 Forecasting with VARMA Models

- Helmut Lütkepohl
- Ch 07 Forecasting with Unobserved Components Time Series Models

- Andrew 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 Watson
- Ch 11 Forecasting with Trending Data

- Graham Elliott
- Ch 12 Forecasting with Breaks

- Michael Clements and David Hendry
- Ch 13 Forecasting Seasonal Time Series

- Eric Ghysels, Denise Osborn and Paulo Rodrigues
- Ch 14 Survey Expectations

- Mohammad Pesaran and Martin Weale
- Ch 15 Volatility and Correlation Forecasting

- Torben Andersen, Tim Bollerslev, Peter Christoffersen and Francis 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
- Ch Chapter 1 Forecasting Inflation

- Jon Faust and Jonathan Wright
- Ch Chapter 10 Forecasting with Option-Implied Information

- Peter Christoffersen, Kris Jacobs and Bo Young Chang
- Ch Chapter 11 Prediction Markets for Economic Forecasting

- Erik Snowberg, Justin Wolfers and Eric Zitzewitz
- Ch Chapter 12 Forecasters’ Objectives and Strategies

- Marinovic, Iván, Marco Ottaviani and Peter Sorensen
- Ch Chapter 13 Forecasting Exchange Rates: an Investor Perspective

- Michael Melvin, John Prins and Duncan Shand
- Ch Chapter 14 Variable Selection in Predictive Regressions

- Serena Ng
- Ch Chapter 15 Forecasting with Bayesian Vector Autoregression

- Sune Karlsson
- Ch Chapter 16 Copula Methods for Forecasting Multivariate Time Series

- Andrew Patton
- Ch Chapter 17 Quantile Prediction

- Ivana Komunjer
- Ch Chapter 18 Panel Data Forecasting

- Badi Baltagi
- Ch Chapter 19 Forecasting Binary Outcomes

- Kajal Lahiri and Liu Yang
- Ch Chapter 2 DSGE Model-Based Forecasting

- Marco Del Negro and Frank Schorfheide
- Ch Chapter 20 Advances in Forecast Evaluation

- Todd Clark and Michael McCracken
- Ch Chapter 21 Advances in Forecasting under Instability

- Barbara Rossi
- Ch Chapter 3 Forecasting Output

- Marcelle Chauvet and Simon Potter
- Ch Chapter 4 Now-Casting and the Real-Time Data Flow

- Bańbura, Marta, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
- Ch Chapter 5 Forecasting and Policy Making

- Volker Wieland and Maik Wolters
- Ch Chapter 6 Forecasting Stock Returns

- David Rapach and Guofu Zhou
- Ch Chapter 7 Forecasting Interest Rates

- Greg Duffee
- Ch Chapter 8 Forecasting the Price of Oil

- Ron Alquist, Lutz Kilian and Robert Vigfusson
- Ch Chapter 9 Forecasting Real Estate Prices

- Eric Ghysels, Alberto Plazzi, Rossen Valkanov and Walter Torous