Handbook of Research Methods and Applications in Macroeconomic Forecasting

Edited by Michael Clements and Ana Beatriz Galvão

in Books from Edward Elgar Publishing

Abstract: Bringing together the recent advances and innovative methods in macroeconomic forecasting, this erudite Handbook outlines how to forecast, including following world events such as the Covid-19 pandemic and the global financial crisis. With contributions from global experts, chapters explore the use of machine-learning techniques, the value of social media data, and climate change forecasting. This title contains one or more Open Access chapters.

Keywords: Economics and Finance; Research Methods (search for similar items in EconPapers)
Date: 2024
ISBN: 9781035310043
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Chapters in this book:

Ch 1 Introduction to the Handbook of Research Methods and Applications in Macroeconomic Forecasting , pp 1-14

Michael Clements and Ana Beatriz Galvão

Ch 2 Macroeconomic forecasting using BVARs , pp 15-42

Niko Hauzenberger, Florian Huber and Gary Koop

Ch 3 BVARs and stochastic volatility , pp 43-67

Joshua Chan

Ch 4 Panel data forecasting , pp 68-89

Andreas Pick and Allan Timmermann

Ch 5 Bayesian nonparametric methods for macroeconomic forecasting , pp 90-125

Massimiliano Marcellino and Michael Pfarrhofer

Ch 6 Forecasting with DSGE models , pp 126-155

Edward Herbst

Ch 7 Nowcasting recession risk , pp 156-186

Francesco Furno and Domenico Giannone

Ch 8 Lessons from nowcasting GDP across the world , pp 187-217

Danilo Cascaldi-Garcia, Matteo Luciani and Michele Modugno

Ch 9 Forecasting inflation in the US and in the euro area , pp 218-245

Marta Bańbura, Michele Lenza and Joan Paredes

Ch 10 Econometrics of machine learning methods in economic forecasting , pp 246-273

Andrii Babii, Eric Ghysels and Jonas Striaukas

Ch 11 Recent developments in forecast evaluation , pp 274-304

Barbara Rossi

Ch 12 Survey expectations and forecast uncertainty , pp 305-333

Todd Clark and Elmar Mertens

Ch 13 Real-time data and forecasting , pp 334-360

Michael Clements and Ana Beatriz Galvão

Ch 14 Econometric forecasting of climate change , pp 361-395

Jennifer Castle, David Hendry and J. Miller

Ch 15 Forecasting the macroeconomic effects of physical climate risk , pp 396-424

Andrew Martinez and Andrew J. Wilson

Ch 16 Macroeconomic forecasting with text-based data , pp 425-468

Juri Marcucci

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