A Companion to Economic Forecasting

Abstract

List of Contributors. Preface. Acknowledgments. 1. An Overview of Economic Forecasting: Michael P. Clements and David H. Hendry. 2. Predictable Uncertainty in Economic Forecasting: Neil R. Ericsson. 3. Density Forecasting: A Survey: Anthony S. Tay and Kenneth F. Wallis. 4. Statistical Approaches to Modelling and Forecasting Time Series: Diego J. Pedregal and Peter C. Young. 5. Forecasting with Structural Time--Series Models: Tommaso Proietti. 6. Judgemental Forecasting: Dilek A-nkal--Atay, Mary E. Thomson and Andrew C. Pollock. 7. Forecasting for Policy: Adrian R. Pagan and John Robertson. 8. Forecasting Cointegrated VARMA Processes: Helmut Lutkepohl. 9. Multi--Step Forecasting: Raj Bhansali. 10. The Rationality and Efficiency of Individuals' Forecasts: Herman O. Stekler. 11. Decision--Theoretic Methods for Forecast Evaluation: M. Hashem Pesaran and Spyros Skouros. 12. Forecast Combination and Encompassing: Paul Newbold and David I. Harvey. 13. Testing Forecast Accuracy: Roberto S. Mariano. 14. Inference About Predictive Ability: Michael W. McCracken and Kenneth D. West. 15. Forecasting Competitions: Their Role in Improving Forecasting Practice and Research: Robert Fildes and Keith Ord. 16. Empirical Comparisons of Inflation Modelsa Forecast Accuracy: A yvind Eitrheim, Tore Anders Husebo, and Ragnar Nymoen. 17. The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy, and the UK: Gonzalo Camba--Mendez, George Kapetanios, Martin R. Weale and Richard J. Smith. 18. Unit Root Versus Deterministic Representations of Seasonality for Forecasting: Denise R. Osborn. 19. Forecasting with Periodic Autoregressive Time Series Models: Philip Hans Franses and Richard Paap. 20. Non--Linear Models and Forecasting: Ruey S. Tsay. 21. Forecasting with Smooth Transition Autoregressive Models: Stefan Lundbergh and Timo Terasvirta. 22. Forecasting Financial Variables: Terence C. Mills. 23. Explaining Forecast Failure in Macroeconomics: Michael P. Clements and David F. Hendry. Author Index. Subject Index

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 211 citations exist upstream.