Economic Forecasting

  • Economic Forecasting
    Economic Forecasting
    By Graham Elliott, Allan Timmermann

    Paye, B. S., and A. Timmermann. 2006. Instability of return prediction models. Journal of Empirical Finance 13:274–315. Pearson, E. 1938. The probability integral transformation for testing goodness of fit and combining independent ...

  • Economic Forecasting: An Introduction
    Economic Forecasting: An Introduction
    By John L. Thompson, Ken Holden, David A. Peel

    ... described by a deterministic or integrated process ( see Perron and Phillips 1987 , Campbell and Mankiw 1987 ) . ... the summations are from 1 to p , 0 to q , 1 to r and 1 to s , respectively , with p , q , r and s being different .

  • Economic Forecasting
    Economic Forecasting
    By N. Carnot, V. Koen, B. Tissot

    A cut in government spending reduces real GDP more according to the IMF's MULTIMOD Mark III model than according to the NIESR's NiGEM model or to the European Commission's QUEST II model. Likewise, its immediate impact on inflation is ...

  • Economic Forecasting: The State of the Art
    Economic Forecasting: The State of the Art
    By Elia Xacapyr

    An overview of the macroeconomic forecasting industry in the United States that explains and evaluates the forecasting techniques used to make predictions about various aspects of the national economy.

  • Economic Forecasting
    Economic Forecasting
    By N. Carnot, V. Koen, B. Tissot

    In addition, the book addresses the main issues surrounding the use of forecasts (accuracy, communication challenges) and their policy implications. A tour of the economic data and forecasting institutions is also provided.

  • Economic Forecasting
    Economic Forecasting
    By Terence C. Mills

    This two-volume set presents previously published papers addressing the long, sometimes checkered history of economic forecasting. In Volume I, 23 papers published between 1924 and 1997 discuss early attempts, macroeconomic...

  • Economic Forecasting
    Economic Forecasting
    By Herman O. Stekler

    Economic Forecasting

  • Economic Forecasting: Subset Time Series Models with Zero Coefficients
    By Jack Hlung-Wen Penm, Richard Deane Terrell, Jammie Penm

    Economic Forecasting: Subset Time Series Models with Zero Coefficients

  • Economic Forecasting
    Economic Forecasting
    By Graham Elliott, Allan Timmermann

    ... Economics 120:387–422. Bhansali, R. J. 2002. Multi-step forecasting. A Companion to Economic Forecasting 206–21. Bilson, J. F. 1981. The “Speculative efficiency” hypothesis. Journal of Business 435–51. Bobkoski, M. 1983. Hypothesis ...