Handbook of Economic Forecasting part 75 pdf

... Indicating uncertainty 749 4.3. Aggregated data from qualitative surveys 751 4.3.1. Forecasting: Output growth 751 Handbook of Economic Forecasting, Volume 1 Edited by Graham Elliott, Clive W.J. Granger ... surveys collate the forecasts of professional forecasters, and it is likely that at least some of these are generated by formal forecasting models and forecasting proces...

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... Forecasting inflation”. Journal of Monetary Economics 44, 293–335. Stock, J.H., Watson, M.W. (2002). “Macroeconomic forecasting using diffusion indexes”. Journal of Business and Economic Statistics 20, ... comparison of some models of exchange rate volatility”. Journal of International Economics 35, 23–46. West, K.D., McCracken, M.W. (1998). “Regression based tests of predicti...

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... accuracy of extrapolation (time series) methods: Results of a forecasting competition”. Journal of Forecasting 1, 111–153. Marcellino, M. (2004). “Forecast pooling for short time series of macroeconomic ... Timmermann, A. (2004).“Properties of optimalforecasts under asymmetric loss and nonlinearity”. Mimeo, London School of Economics and Departmentof Economics, University of...

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... Boston College, Department of Economics Working Paper 583. Giacomini, R., Komunjer, I. (2005). “Evaluation and combination of conditional quantile forecasts”. Journal of Business and Economic Statistics ... 808–817. Christoffersen, P.F., Diebold, F.X. (2000). “How relevant is volatility forecasting for financial risk manage- ment?” Review of Economics and Statistics 82, 12–22. Chri...

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... as we will see in the examples of Section 7. The positive aspect of this result is that estimation of the current economic condition is rather robust to the choice of method. Another implication ... estimator of the probability of being in a given status in period t. Notice also that the first and last rows of (14) provide, respectively, the probability of the state and the d...

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... ECONOMICS Editors A. Mitchell Polinsky and Steven Shavell HANDBOOK OF THE ECONOMICS OF EDUCATION Editors Eric Hanushek and Finis Welch HANDBOOK OF ECONOMICS OF TECHNOLOGICAL CHANGE Editors Bronwyn H. Hall ... 986 Survey of Blue Chip Forecasters 736 Survey of Consumer Expectations 734 Survey of Household Income and Wealth 749 Survey of Professional Forecasters 186, 729, 733...

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... 3 2 1 HANDBOOK OF ECONOMIC FORECASTING VOLUME 1 INTRODUCTION TO THE SERIES The aim of the Handbooks in Economics series is to produce Handbooks for various branches of economics, each of which ... FRANCISCO • SINGAPORE • SYDNEY • TOKYO CONTENTS OF THE HANDBOOK VOLUME 1 Introduction to the Series Contents of the Handbook PART 1: FORECASTING METHODOLOGY Chapter 1 Bayes...

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... 102 3. A small number of nonnested models, Part I 104 4. A small number of nonnested models, Part II 106 5. A small number of nonnested models, Part III 111 6. A small number of models, nested: ... 254 Acknowledgements 271 Part IV: Appendices and References 271 Appendix A: Assumptions 271 Appendix B: Proofs 275 References 280 PART 2: FORECASTING MODELS Chapter 6 Forecast...

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... evidence 639 9. Forecasting UK unemployment after three crises 640 9.1. Forecasting 1992–2001 643 9.2. Forecasting 1919–1938 645 9.3. Forecasting 1948–1967 645 9.4. Forecasting 1 975 1994 647 9.5. ... FORECASTING JOHN GEWEKE and CHARLES WHITEMAN Department of Economics, University of Iowa, Iowa City, IA 52242-1000 Contents Abstract 4 Keywords 4 1. Introduction 6 2. Bayesian in...

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... enlarged the scope of models that can be brought to bear on forecasting problems using either Bayesian or non-Bayesian methods, and significantly increased the quality of economic forecasting. This ... history of how they came about and improved economic decision-making. The chapter begins in Section 2 with an exposition of Bayesian inference, empha- sizing applications of the...

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