The Oxford Handbook Of Economic Forecasting

Author : Michael P. Clements,David F. Hendry
Publisher : Oxford University Press
Page : 744 pages
File Size : 54,8 Mb
Release : 2011-06-29
Category : Business & Economics
ISBN : 0199875510

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The Oxford Handbook of Economic Forecasting by Michael P. Clements,David F. Hendry Pdf

This Handbook provides up-to-date coverage of both new and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter, and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, in terms of the frequency of observations, the number of variables, and the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic analysis to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high-frequency data, multiple data vintages, methods for forecasting when there are structural breaks, and how breaks might be forecast. Also covered are areas which are less commonly associated with economic forecasting, such as climate change, health economics, long-horizon growth forecasting, and political elections. Econometric forecasting has important contributions to make in these areas along with how their developments inform the mainstream.

Author : G. Elliott,C. W.J. Granger,A. G. Timmermann
Publisher : Elsevier
Page : 1071 pages
File Size : 48,8 Mb
Release : 2006-07-14
Category : Business & Economics
ISBN : 9780444513953

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Handbook of Economic Forecasting by G. Elliott,C. W.J. Granger,A. G. Timmermann Pdf

Section headings in this handbook include: 'Forecasting Methodology; 'Forecasting Models'; 'Forecasting with Different Data Structures'; and 'Applications of Forecasting Methods.'.

Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
Publisher : Oxford University Press
Page : 784 pages
File Size : 51,6 Mb
Release : 2018-01-12
Category : Business & Economics
ISBN : 9780190877507

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The Oxford Handbook of Computational Economics and Finance by Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du Pdf

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Author : Yann Bramoullé,Andrea Galeotti,Brian Rogers
Publisher : Oxford University Press
Page : 608 pages
File Size : 53,6 Mb
Release : 2016-03-01
Category : Business & Economics
ISBN : 9780190216832

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The Oxford Handbook of the Economics of Networks by Yann Bramoullé,Andrea Galeotti,Brian Rogers Pdf

The Oxford Handbook of the Economics of Networks represents the frontier of research into how and why networks they form, how they influence behavior, how they help govern outcomes in an interactive world, and how they shape collective decision making, opinion formation, and diffusion dynamics. From a methodological perspective, the contributors to this volume devote attention to theory, field experiments, laboratory experiments, and econometrics. Theoretical work in network formation, games played on networks, repeated games, and the interaction between linking and behavior is synthesized. A number of chapters are devoted to studying social process mediated by networks. Topics here include opinion formation, diffusion of information and disease, and learning. There are also chapters devoted to financial contagion and systemic risk, motivated in part by the recent financial crises. Another section discusses communities, with applications including social trust, favor exchange, and social collateral; the importance of communities for migration patterns; and the role that networks and communities play in the labor market. A prominent role of networks, from an economic perspective, is that they mediate trade. Several chapters cover bilateral trade in networks, strategic intermediation, and the role of networks in international trade. Contributions discuss as well the role of networks for organizations. On the one hand, one chapter discusses the role of networks for the performance of organizations, while two other chapters discuss managing networks of consumers and pricing in the presence of network-based spillovers. Finally, the authors discuss the internet as a network with attention to the issue of net neutrality.

Author : Badi Hani Baltagi
Publisher : Oxford Handbooks
Page : 705 pages
File Size : 51,9 Mb
Release : 2015
Category : Business & Economics
ISBN : 9780199940042

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The Oxford Handbook of Panel Data by Badi Hani Baltagi Pdf

Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.

Author : Leighton Vaughan Williams,Donald S. Siegel
Publisher : Oxford University Press
Page : 740 pages
File Size : 43,5 Mb
Release : 2013
Category : Business & Economics
ISBN : 9780199797912

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The Oxford Handbook of the Economics of Gambling by Leighton Vaughan Williams,Donald S. Siegel Pdf

This handbook is a definitive source of path-breaking research on the economics of gambling. It is divided into sections on casinos, sports betting, horserace betting, betting strategy motivation, behaviour and decision-making in betting markets prediction markets and political betting, and lotteries and gambling machines.

Author : Michael P. Clements,David F. Hendry
Publisher : OUP USA
Page : 732 pages
File Size : 44,8 Mb
Release : 2011-07-08
Category : Business & Economics
ISBN : 9780195398649

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The Oxford Handbook of Economic Forecasting by Michael P. Clements,David F. Hendry Pdf

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

Author : Graham Elliott,Allan Timmermann
Publisher : Unknown
Page : 128 pages
File Size : 51,5 Mb
Release : 2013
Category : Economic forecasting
ISBN : OCLC:1006649075

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Handbook of Economic Forecasting by Graham Elliott,Allan Timmermann Pdf

Author : Michael Clements,David F. Hendry
Publisher : Cambridge University Press
Page : 402 pages
File Size : 42,5 Mb
Release : 1998-10-08
Category : Business & Economics
ISBN : 0521634806

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Forecasting Economic Time Series by Michael Clements,David F. Hendry Pdf

An extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.

Author : Inderjit Kaur,Nirvikar Singh
Publisher : Oxford University Press
Page : 753 pages
File Size : 50,7 Mb
Release : 2014
Category : Business & Economics
ISBN : 9780199751990

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The Oxford Handbook of the Economics of the Pacific Rim by Inderjit Kaur,Nirvikar Singh Pdf

"A survey of the economy of the Pacific Rim region"--

Author : Nancy Brooks,Kieran Donaghy,Gerrit-Jan Knaap
Publisher : Oxford University Press
Page : 1027 pages
File Size : 45,5 Mb
Release : 2012-01-12
Category : Business & Economics
ISBN : 9780195380620

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The Oxford Handbook of Urban Economics and Planning by Nancy Brooks,Kieran Donaghy,Gerrit-Jan Knaap Pdf

This volume embodies a problem-driven and theoretically informed approach to bridging frontier research in urban economics and urban/regional planning. The authors focus on the interface between these two subdisciplines that have historically had an uneasy relationship. Although economists were among the early contributors to the literature on urban planning, many economists have been dismissive of a discipline whose leading scholars frequently favor regulations over market institutions, equity over efficiency, and normative prescriptions over positive analysis. Planners, meanwhile, even as they draw upon economic principles, often view the work of economists as abstract, not sensitive to institutional contexts, and communicated in a formal language spoken by few with decision making authority. Not surprisingly, papers in the leading economic journals rarely cite clearly pertinent papers in planning journals, and vice versa. Despite the historical divergence in perspectives and methods, urban economics and urban planning share an intense interest in many topic areas: the nature of cities, the prosperity of urban economies, the efficient provision of urban services, efficient systems of transportation, and the proper allocation of land between urban and environmental uses. In bridging this gap, the book highlights the best scholarship in planning and economics that address the most pressing urban problems of our day and stimulates further dialog between scholars in urban planning and urban economics.

Author : Graham Elliott,Allan Timmermann
Publisher : Princeton University Press
Page : 566 pages
File Size : 40,9 Mb
Release : 2016-04-05
Category : Business & Economics
ISBN : 9780691140131

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Economic Forecasting by Graham Elliott,Allan Timmermann Pdf

A comprehensive and integrated approach to economic forecasting problems Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters. This text approaches forecasting problems from the perspective of decision theory and estimation, and demonstrates the profound implications of this approach for how we understand variable selection, estimation, and combination methods for forecasting models, and how we evaluate the resulting forecasts. Both Bayesian and non-Bayesian methods are covered in depth, as are a range of cutting-edge techniques for producing point, interval, and density forecasts. The book features detailed presentations and empirical examples of a range of forecasting methods and shows how to generate forecasts in the presence of large-dimensional sets of predictor variables. The authors pay special attention to how estimation error, model uncertainty, and model instability affect forecasting performance. Presents a comprehensive and integrated approach to assessing the strengths and weaknesses of different forecasting methods Approaches forecasting from a decision theoretic and estimation perspective Covers Bayesian modeling, including methods for generating density forecasts Discusses model selection methods as well as forecast combinations Covers a large range of nonlinear prediction models, including regime switching models, threshold autoregressions, and models with time-varying volatility Features numerous empirical examples Examines the latest advances in forecast evaluation Essential for practitioners and students alike

Author : Eric Ghysels,Massimiliano Marcellino
Publisher : Oxford University Press
Page : 617 pages
File Size : 52,7 Mb
Release : 2018
Category : Economic forecasting
ISBN : 9780190622015

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Applied Economic Forecasting Using Time Series Methods by Eric Ghysels,Massimiliano Marcellino Pdf

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 : Chetan Ghate
Publisher : OUP USA
Page : 973 pages
File Size : 48,7 Mb
Release : 2012-03-13
Category : Business & Economics
ISBN : 9780199734580

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The Oxford Handbook of the Indian Economy by Chetan Ghate Pdf

India's remarkable economic growth in recent years has made it one of the fastest growing economies in the world. This Oxford Handbook reflects India's growing economic importance on the world stage, and features research on core topics by leading scholars to understand the Indian economic miracle and the obstacles India faces in transforming itself into a modern 21st-century economy.

Author : Dariusz Wójcik
Publisher : Oxford University Press
Page : 848 pages
File Size : 49,7 Mb
Release : 2018-01-04
Category : Business & Economics
ISBN : 9780191072178

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The New Oxford Handbook of Economic Geography by Dariusz Wójcik Pdf

The first fifteen years of the 21st century have thrown into sharp relief the challenges of growth, equity, stability, and sustainability facing the world economy. In addition, they have exposed the inadequacies of mainstream economics in providing answers to these challenges. This volume gathers over 50 leading scholars from around the world to offer a forward-looking perspective of economic geography to understanding the various building blocks, relationships, and trajectories in the world economy. The perspective is at the same time grounded in theory and in the experiences of particular places. Reviewing state-of-the-art of economic geography, setting agendas, and with illustrations and empirical evidence from all over the world, the book should be an essential reference for students, researchers, as well as strategists and policy makers. Building on the success of the first edition, this volume offers a radically revised, updated, and broader approach to economic geography. With the backdrop of the global financial crisis, finance is investigated in chapters on financial stability, financial innovation, global financial networks, the global map of savings and investments, and financialization. Environmental challenges are addressed in chapters on resource economies, vulnerability of regions to climate change, carbon markets, and energy transitions. Distribution and consumption feature alongside more established topics on the firm, innovation, and work. The handbook also captures the theoretical and conceptual innovations of the last fifteen years, including evolutionary economic geography and the global production networks approach. Addressing the dangers of inequality, instability, and environmental crisis head-on, the volume concludes with strategies for growth and new ways of envisioning the spatiality of economy for the future.