Handbook of Economic Forecasting, Vol 2A

Handbook of Economic Forecasting, Vol 2A


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Product Details

ISBN-13: 9780444536839
Publisher: Elsevier Science
Publication date: 10/08/2013
Series: Handbook of Economic Forecasting Series
Pages: 720
Product dimensions: 9.30(w) x 7.50(h) x 1.70(d)

About the Author

Co-Editor of the International Journal of Forecasting, Graham Elliott is a Fellow at the Center for Applied Macroeconomic Analysis.

Allan Timmerman has served as an associate editor on the editorial boards of forecasting, economics, and finance journals. A member of the UCSD faculty since 1994, he obtained his Ph.D. from Cambridge University.

Table of Contents

  1. Forecasting Inflation: Jon Faust and Jonathan Wright (Johns Hopkins University)
  2. DSGE Model-Based Forecasting: Marco Del Negro (Federal Reserve Bank of New York) and Frank Schorfheide (University of Pennsylvania)
  3. Forecasting Output: Marcelle Chauvet (University of California, Riverside) and Simon Potter (Federal Reserve Bank of New York)
  4. Nowcasting and the Real Time Data Flow: Marta Banbura (European Central Bank), Domenico Giannone (Universite Libre de Bruxelles), Michele Modugno (University Libre de Bruxelles), and Lucrezia Reichlin (London Business School)
  5. Forecasting and Policy Making: Volker Wieland and Maik Wolters (Goethe University, Frankfurt)
  6. Forecasting Stock Returns: David Rapach (St. Louis University) and Guofu Zhou (Washington University at St Louis)
  7. Forecasting Interest Rates: Gregory Duffee (Johns Hopkins University)
  8. Forecasting the Price of Oil: Ron Alquist (Bank of Canada), Lutz Kilian (University of Michigan),and Robert J. Vigfusson (Federal Reserve Board)
  9. Forecasting Real Estate Prices: Eric Ghysels (University of North Carolina), Alberto Plazzi (Lugano), Rossen Valkanov (University of California, San Diego) and Walter Torous (University of California, Los Angeles)
  10. Forecasting with Option-Implied Information: Peter Christoffersen (University of Toronto), Kris Jacobs (University of Houston), and Bo Young Chang (Bank of Canada)
  11. Prediction Markets for Economic Forecasting: Erik Snowberg (Caltech), Justin Wolfers (Wharton School, University of Pennsylvania), and Eric Zitzewitz (Dartmouth College)
  12. Forecasters’ Objectives and Strategies: Ivan Marinovich (Stanford University), Marco Ottaviani (Northwestern University and Bocconi), and Peter Sorensen (University of Copenhagen)
  13. Forecasting Exchange Rates: an Investor Perspective: Michael Melvin, John Prins, and Duncan Shand (BlackRock)
  14. Variable Selection in Predictive Regressions: Serena Ng (Columbia University)
  15. Forecasting with Bayesian Vector Autoregressions: Sune Karlsson (Orebro University)
  16. Copula Methods for Forecasting Multivariate Time Series: Andrew Patton (Duke University)
  17. Quantile Prediction: Ivana Komunjer (University of California, San Diego)
  18. Panel Data Forecasting: Badi Baltagi (Syracuse University)
  19. Forecasting Binary Outcomes: Kajal Lahiri and Liu Yang (State University of New York,Albany)
  20. Advances in Forecast Evaluation: Todd Clark (Kansas Fed) and Michael McCracken (St. Louis Fed)
  21. Advances in Forecasting under Instability: Barbara Rossi (Universitat Pompeu Fabra)

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