Handbook of Economic Forecasting, Vol. 1 by G. Elliott (Editor), C. W.J. Granger (Editor), A. G. Timmermann (Editor) ?/a> Synopsis

Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing.

*Addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods
*Insights within this volume can be applied to economics, finance and marketing disciplines

Table of Contents

Ch. 1 Bayesian forecasting 3

Ch. 2 Forecasting and decision theory 81

Ch. 3 Forecast evaluation 99

Ch. 4 Forecast combinations 135

Ch. 5 Predictive density evaluation 197

Ch. 6 Forecasting with VARMA models 287

Ch. 7 Forecasting with unobserved components time series models 327

Ch. 8 Forecasting economic variables with nonlinear models 413

Ch. 9 Approximate nonlinear forecasting methods 459

Ch. 10 Forecasting with many predictors 515

Ch. 11 Forecasting with tending data 555

Ch. 12 Forecasting with breaks 605

Ch. 13 Forecasting seasonal time series 659

Ch. 14 Survey expectations 715

Ch. 15 Volatility and correlation forecasting 777

Ch. 16 Leading indicators 879

Ch. 17 Forecasting with real-time macroeconomic data 961

Ch. 18 Forecas ting in marketing 983  

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