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Economic Forecasting

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Author Info

  • Holden,Ken
  • Peel,David A.
  • Thompson,John L.

Abstract

This book provides an introduction to the methods employed in forecasting the future state of the economy. It provides a comprehensive coverage of methods and applications in this fast-growing area and is intended for use in postgraduate and upper-level undergraduate courses. Part I outlines the available techniques, particularly those used in business forecasting and econometric forecasting. The state of the art in time series modelling is reviewed and includes a discussion of Box-Jenkins models, the vector autogressive approach and cointegration. Ways of combining forecasts are also examined in detail. Part II considers the most important applications of forecasting. Applications in microeconomics include demand and sales forecasting, the use of anticipations data, leading indicators and scenario analysis. In macroeconomics the emphasis is on why errors occur in forecasting asset market prices, including implications of the efficient markets hypothesis for foreign markets, stock market prices and commodity market prices. The book ends with a discussion of the appropriateness of various techniques, recent developments in forecasting, and the links between economic forecasting and government policy.

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Bibliographic Info

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This book is provided by Cambridge University Press in its series Cambridge Books with number 9780521356923 and published in 1991.

Order: http://www.cambridge.org/uk/catalogue/catalogue.asp?isbn=9780521356923
Handle: RePEc:cup:cbooks:9780521356923

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Web page: http://www.cambridge.org

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Cited by:
  1. T.Y. Ermolieva & F.L. MacKellar & A. Westlund, 1999. "Robustness to Stochastic Shocks of Alternative Old-Age Pension Arrangements: Macroeconomic Stability," Working Papers ir99024, International Institute for Applied Systems Analysis.
  2. David Hendry & Grayham Mizon, 2001. "Forecasting in the Presence of Structural Breaks and Policy Regime Shifts," Economics Series Working Papers 2002-W12, University of Oxford, Department of Economics.
  3. Tkacz, Greg & Hu, Sarah, 1999. "Forecasting GDP Growth Using Artificial Neural Networks," Working Papers 99-3, Bank of Canada.
  4. A. Westlund & T.Y. Ermolieva & F.L. MacKellar, 1999. "Analysis and Forecasting of Social Security: A Study of Robustness," Working Papers ir99004, International Institute for Applied Systems Analysis.
  5. Kajal Lahiri & Herman O. Stekler & Wenxiong Yao & Peg Young, 2003. "Monthly Output Index for the U.S. Transportation Sector," Discussion Papers 03-12, University at Albany, SUNY, Department of Economics.

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