The Oxford Handbook of Economic Forecasting
- Clements, Michael P.(University of Warwick)Hendry, David F.(University of Oxford)Registered editor(s):
This Handbook provides up-to-date coverage of both new developments and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, either in terms of the frequency of observations, the number of variables, or the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high-frequency data, multiple data vintages, and methods for forecasting when there are structural breaks, and how breaks might be forecast. Also covered are areas which are less commonly associated with economic forecasting, such as climate change, health economics, long-horizon growth forecasting, and political elections. Econometric forecasting has important contributions to make in these areas, as well as their developments informing the mainstream. In the early 21st century, climate change and the forecasting of health expenditures and population are topics of pressing importance.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|This book is provided by Oxford University Press in its series OUP Catalogue with number 9780195398649 and published in 2011.|
|Contact details of provider:|| Web page: http://www.oup.com/|
|Order Information:||Web: http://www.oup.com/|
- Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2012.
"Common Drifting Volatility in Large Bayesian VARs,"
CEPR Discussion Papers
8894, C.E.P.R. Discussion Papers.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Common drifting volatility in large Bayesian VARs," Working Paper 1206, Federal Reserve Bank of Cleveland.
- Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012. "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers ECO2012/08, European University Institute.
- Marczak, Martyna & Proietti, Tommaso, 2014.
"Outlier detection in structural time series models: The indicator saturation approach,"
FZID Discussion Papers
90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, School of Economics and Management, University of Aarhus.
- Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Kenneth W Clements & Grace Gao, 2013. "A Multi-Market Approach to Measuring the Cycle," Economics Discussion / Working Papers 13-16, The University of Western Australia, Department of Economics.
When requesting a correction, please mention this item's handle: RePEc:oxp:obooks:9780195398649. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Economics Book Marketing)
If references are entirely missing, you can add them using this form.
Follow series, journals, authors & more
New papers by email
Subscribe to new additions to RePEc
Public profiles for Economics researchers
Various rankings of research in Economics & related fields
Who was a student of whom, using RePEc
Curated articles & papers various economics topics
Blog aggregator for economics research
Cases of plagiarism in Economics
Job Market Papers
RePEc working paper series dedicated to the job market
Pretend you are at the helm of an economics department
Services from the StL Fed
Data, research, apps & more from the St. Louis Fed