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Handbook of Economic Forecasting - by Graham Elliott & Allan Timmermann (Hardcover)

Handbook of Economic Forecasting - by  Graham Elliott & Allan Timmermann (Hardcover) - 1 of 1
$149.95 when purchased online
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About this item

Highlights

  • The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics.
  • Author(s): Graham Elliott & Allan Timmermann
  • 720 Pages
  • Business + Money Management, Banks & Banking
  • Series Name: Handbook of Economic Forecasting

Description



Book Synopsis



The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues.



Review Quotes




"...the eleven papers in this collection survey recent literature on forecasting stock returns, interest rates, the price of oil, real estate prices, inflation, national output, business cycles, and the GDP impact of a fiscal stimulus package...The contributors agree most economic models failed to predict the Great Recession." --ProtoView.com, April 2014

"Forecasting is one of the most challenging and competitive activities undertaken by economists. Volume 2 of the Handbook of Economic Forecasting and the companion Volume 1 are essential references for keeping abreast of recent improvements in forecasting methodology and its application in demanding circumstances." --John Geweke, University of Technology Sydney, Australia

"This is a highly recommended volume on forecasting that covers a wide-range of applications in economic and financial forecasting, as well as providing comprehensive and up-to-date overviews of forecasting theory by the leading scholars in the field." --Hashem Pesaran, University of Southern California

"An excellent resource for any economist interested in forecasting." --Kenneth D. West, University of Wisconsin

"These articles have been written by the most important players in the areas, by the people who have provided important contributions to their fields. I have no doubt about the very high quality of these chapters and the impact they will have on people doing applied work." --Valentina Corradi, University of Warwick


Dimensions (Overall): 9.49 Inches (H) x 7.75 Inches (W) x 1.55 Inches (D)
Weight: 3.59 Pounds
Suggested Age: 22 Years and Up
Series Title: Handbook of Economic Forecasting
Sub-Genre: Banks & Banking
Genre: Business + Money Management
Number of Pages: 720
Publisher: North-Holland
Format: Hardcover
Author: Graham Elliott & Allan Timmermann
Language: English
Street Date: September 24, 2013
TCIN: 93374287
UPC: 9780444536839
Item Number (DPCI): 247-15-4187
Origin: Made in the USA or Imported
If the item details above aren’t accurate or complete, we want to know about it.

Shipping details

Estimated ship dimensions: 1.55 inches length x 7.75 inches width x 9.49 inches height
Estimated ship weight: 3.59 pounds
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