Applied Economic Forecasting using Time Series Methods
Language: English
Published by Oxford University Press Inc, US, 2018
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 169.53
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Add to basketItem description from seller
Economic forecasting is a key ingredient of decision making both in the public and in the private sector. Because economic outcomes are the result of a vast, complex, dynamic and stochastic system, forecasting is very difficult and forecast errors are unavoidable.Because forecast precision and reliability can be enhanced by the use of proper econometric models and methods, this innovative book provides an overview of both theory and applications. Undergraduate and graduate students learning basic and advanced forecasting techniques will be able to build from strong foundations, and researchers in public and private institutions will have access to the most recent tools and insights. Readers will gain from the frequent examples that enhance understanding of how to apply techniques, first by using stylized settings and then by real data applications--focusing on macroeconomic and financial topics. This is first and foremost a book aimed at applying time series methods to solve real-world forecasting problems. Applied Economic Forecasting using Time Series Methods starts with a brief review of basic regression analysis with a focus on specific regression topics relevant for forecasting, such as model specification errors, dynamic models and their predictive properties as well as forecast evaluation and combination. Several chapters cover univariate time series models, vector autoregressive models, cointegration and error correction models, and Bayesian methods for estimating vector autoregressive models. A collection of special topics chapters study Threshold and Smooth Transition Autoregressive (TAR and STAR) models, Markov switching regime models, state space models and the Kalman filter, mixed frequency data models, nowcasting, forecasting using large datasets and, finally, volatility models. There are plenty of practical applications in the book and both EViews and R code are available online.…
Seller Inventory # LU-9780190622015
- Title
- Applied Economic Forecasting using Time Series Methods
- Author
- Massimiliano Marcellino, Eric Ghysels
- Publisher
- Oxford University Press Inc, US
- Publication year
- 2018
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0190622016
- ISBN 13
- 9780190622015
- Item weight
- 1,489 grams
"Synopsis" may belong to another edition of this title.
About the Author
Massimiliano Marcellino is Professor of Econometrics at Bocconi University, fellow of CEPR and IGIER.
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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