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Beschreibung
Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
Über den Autor
Eric Ghysels is the Edward M. Bernstein Distinguished Professor of Economics at UNC Chapel Hill, Professor of Finance at the Kenan-Flagler Business School and CEPR Fellow.
Massimiliano Marcellino is Professor of Econometrics at Bocconi University, fellow of CEPR and IGIER.
Massimiliano Marcellino is Professor of Econometrics at Bocconi University, fellow of CEPR and IGIER.
Inhaltsverzeichnis
- Preface
- PART I: Forecasting with the Linear Regression Model
- Chapter 1 -The Baseline Linear Regression Model
- Chapter 2 - Model Mis-Specification
- Chapter 3 - The Dynamic Linear Regression Model
- Chapter 4 - Forecast Evaluation and Combination
- PART II: Forecasting with Time Series Models
- Chapter 5 - Univariate Time Series Models
- Chapter 6 - VAR Models
- Chapter 7 - Error Correction Models
- Chapter 8 - Bayesian VAR Models
- PART III: TAR, Markov Switching and State Space Models
- Chapter 9 - TAR and STAR Models
- Chapter 10 - Markov Switching Models
- Chapter 11 - State Space Models and the Kalman Filter
- PART IV: Mixed Frequency, Large Datasets and Volatility
- Chapter 12 - Models for Mixed Frequency Data
- Chapter 13 - Models for Large Datasets
- Chapter 14 - Forecasting Volatility
Details
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9780190622015 |
| ISBN-10: | 0190622016 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Ghysels, Eric
Marcellino, Massimiliano |
| Hersteller: | Oxford University Press Inc |
| Verantwortliche Person für die EU: | Deutsche Bibelgesellschaft, Postfach:81 03 40, D-70567 Stuttgart, vertrieb@dbg.de |
| Maße: | 261 x 182 x 48 mm |
| Von/Mit: | Eric Ghysels (u. a.) |
| Erscheinungsdatum: | 12.04.2018 |
| Gewicht: | 1,448 kg |
Über den Autor
Eric Ghysels is the Edward M. Bernstein Distinguished Professor of Economics at UNC Chapel Hill, Professor of Finance at the Kenan-Flagler Business School and CEPR Fellow.
Massimiliano Marcellino is Professor of Econometrics at Bocconi University, fellow of CEPR and IGIER.
Massimiliano Marcellino is Professor of Econometrics at Bocconi University, fellow of CEPR and IGIER.
Inhaltsverzeichnis
- Preface
- PART I: Forecasting with the Linear Regression Model
- Chapter 1 -The Baseline Linear Regression Model
- Chapter 2 - Model Mis-Specification
- Chapter 3 - The Dynamic Linear Regression Model
- Chapter 4 - Forecast Evaluation and Combination
- PART II: Forecasting with Time Series Models
- Chapter 5 - Univariate Time Series Models
- Chapter 6 - VAR Models
- Chapter 7 - Error Correction Models
- Chapter 8 - Bayesian VAR Models
- PART III: TAR, Markov Switching and State Space Models
- Chapter 9 - TAR and STAR Models
- Chapter 10 - Markov Switching Models
- Chapter 11 - State Space Models and the Kalman Filter
- PART IV: Mixed Frequency, Large Datasets and Volatility
- Chapter 12 - Models for Mixed Frequency Data
- Chapter 13 - Models for Large Datasets
- Chapter 14 - Forecasting Volatility
Details
| Erscheinungsjahr: | 2018 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9780190622015 |
| ISBN-10: | 0190622016 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: |
Ghysels, Eric
Marcellino, Massimiliano |
| Hersteller: | Oxford University Press Inc |
| Verantwortliche Person für die EU: | Deutsche Bibelgesellschaft, Postfach:81 03 40, D-70567 Stuttgart, vertrieb@dbg.de |
| Maße: | 261 x 182 x 48 mm |
| Von/Mit: | Eric Ghysels (u. a.) |
| Erscheinungsdatum: | 12.04.2018 |
| Gewicht: | 1,448 kg |
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