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| Author | : Philip Hans Franses |
| Publisher | : Cambridge University Press |
| Total Pages | : 300 |
| Release | : 1998-10-15 |
| Genre | : Business & Economics |
| ISBN | : 9780521586412 |
An introduction to time series models for business and economic forecasting.
| Author | : Philip Hans Franses |
| Publisher | : Cambridge University Press |
| Total Pages | : 421 |
| Release | : 2014-04-24 |
| Genre | : Business & Economics |
| ISBN | : 1139952129 |
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
| Author | : Eric Ghysels |
| Publisher | : Oxford University Press |
| Total Pages | : 617 |
| Release | : 2018 |
| Genre | : Business & Economics |
| ISBN | : 0190622016 |
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.
| Author | : Michael P. Clements |
| Publisher | : MIT Press |
| Total Pages | : 398 |
| Release | : 1999 |
| Genre | : Business & Economics |
| ISBN | : 9780262531894 |
This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
| Author | : Michael Clements |
| Publisher | : Cambridge University Press |
| Total Pages | : 402 |
| Release | : 1998-10-08 |
| Genre | : Business & Economics |
| ISBN | : 9780521634809 |
This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted.
| Author | : Gloria González-Rivera |
| Publisher | : Routledge |
| Total Pages | : 511 |
| Release | : 2016-12-05 |
| Genre | : Business & Economics |
| ISBN | : 1315510405 |
For junior/senior undergraduates in a variety of fields such as economics, business administration, applied mathematics and statistics, and for graduate students in quantitative masters programs such as MBA and MA/MS in economics. A student-friendly approach to understanding forecasting. Knowledge of forecasting methods is among the most demanded qualifications for professional economists, and business people working in either the private or public sectors of the economy. The general aim of this textbook is to carefully develop sophisticated professionals, who are able to critically analyze time series data and forecasting reports because they have experienced the merits and shortcomings of forecasting practice.
| Author | : Graham Elliott |
| Publisher | : Elsevier |
| Total Pages | : 667 |
| Release | : 2013-08-23 |
| Genre | : Business & Economics |
| ISBN | : 0444627405 |
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. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics
| Author | : C. W. J. Granger |
| Publisher | : Academic Press Incorporated |
| Total Pages | : 290 |
| Release | : 1989-04-28 |
| Genre | : Business & Economics |
| ISBN | : 9780122951817 |
Describes the major techniques of forecasting used in economics and business. This book focuses on the forecasting of economic data and covers a range of topics, including the description of the Box-Jenkins single series modeling techniques; forecasts from purely statistical and econometric models; nonstationary and nonlinear models; and more.
| Author | : John E. Silvia |
| Publisher | : John Wiley & Sons |
| Total Pages | : 400 |
| Release | : 2014-03-10 |
| Genre | : Business & Economics |
| ISBN | : 1118569547 |
Discover the secrets to applying simple econometric techniques to improve forecasting Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, Economic and Business Forecasting offers a comprehensive and practical approach to quantifying and accurate forecasting of key variables. Using simple econometric techniques, author John E. Silvia focuses on a select set of major economic and financial variables, revealing how to optimally use statistical software as a template to apply to your own variables of interest. Presents the economic and financial variables that offer unique insights into economic performance Highlights the econometric techniques that can be used to characterize variables Explores the application of SAS software, complete with simple explanations of SAS-code and output Identifies key econometric issues with practical solutions to those problems Presenting the "ten commandments" for economic and business forecasting, this book provides you with a practical forecasting framework you can use for important everyday business applications.
| Author | : C. W. J. Granger |
| Publisher | : Academic Press |
| Total Pages | : 353 |
| Release | : 2014-05-10 |
| Genre | : Business & Economics |
| ISBN | : 1483273245 |
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
