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Author : Philip Hans Franses
Publisher : Cambridge University Press
Page : 300 pages
File Size : 48,6 Mb
Release : 1998-10-15
Category : Business & Economics
ISBN : 0521586410
An introduction to time series models for business and economic forecasting.
Author : Philip Hans Franses,Dick van Dijk,Anne Opschoor
Publisher : Cambridge University Press
Page : 304 pages
File Size : 55,5 Mb
Release : 2014-04-24
Category : Business & Economics
ISBN : 9781139952125
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 : C. W. J. Granger,Paul Newbold
Publisher : Academic Press
Page : 352 pages
File Size : 50,7 Mb
Release : 2014-05-10
Category : Business & Economics
ISBN : 9781483273242
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.
Author : Philip Hans Franses,Dick van Dijk,Anne Opschoor
Publisher : Unknown
Page : 300 pages
File Size : 44,6 Mb
Release : 2014
Category : BUSINESS & ECONOMICS
ISBN : LCCN:2014008493
"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. A companion website with downloadable datasets, exercises and lecture slides rounds out the full learning package"--
Author : C. W. J. Granger
Publisher : Academic Press
Page : 236 pages
File Size : 41,5 Mb
Release : 2014-05-10
Category : Business & Economics
ISBN : 9781483273594
Forecasting in Business and Economics presents a variety of forecasting techniques and problems. This book discusses the importance of the selection of a relevant information set. Organized into 12 chapters, this book begins with an overview of the forecasting techniques that are useful in decision making. This text then discusses the difficulties in interpreting an apparent trend and discusses its implications. Other chapters consider how a time series is analyzed and forecast by discussing the methods by which a series can be generated. This book discusses as well the views of most academic time series analysts regarding the usefulness of searches for cycles in most economic and business series. The final chapter deals with the techniques developed for forecasting. This book is a valuable resource for senior undergraduates in business, economics, commerce, and management. Graduate students in operations research and production engineering will also find this book extremely useful.
Author : Michael Clements,David F. Hendry
Publisher : Cambridge University Press
Page : 402 pages
File Size : 49,6 Mb
Release : 1998-10-08
Category : Business & Economics
ISBN : 0521634806
An extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.
Author : Michael P. Clements,David F. Hendry
Publisher : MIT Press
Page : 398 pages
File Size : 55,7 Mb
Release : 1999
Category : Business & Economics
ISBN : 0262531895
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 : John E. Silvia,Azhar Iqbal,Kaylyn Swankoski,Sarah Watt,Sam Bullard
Publisher : John Wiley & Sons
Page : 400 pages
File Size : 41,9 Mb
Release : 2014-03-10
Category : Business & Economics
ISBN : 9781118569542
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 : Paul Newbold,Theodore Bos
Publisher : Thomson South-Western
Page : 598 pages
File Size : 47,9 Mb
Release : 1994
Category : Business & Economics
ISBN : 0538828749
Rev. ed. of: Introductory business forecasting. 1990. Includes bibliographical references and index.
Author : Eric Ghysels,Massimiliano Marcellino
Publisher : Oxford University Press
Page : 617 pages
File Size : 50,5 Mb
Release : 2018
Category : Economic forecasting
ISBN : 9780190622015
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 : Haim Y. Bleikh,Warren L.Young
Publisher : CRC Press
Page : 148 pages
File Size : 45,7 Mb
Release : 2016-02-24
Category : Business & Economics
ISBN : 9781317010173
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
Author : Terence C. Mills
Publisher : Cambridge University Press
Page : 392 pages
File Size : 43,8 Mb
Release : 1990
Category : Business & Economics
ISBN : 0521405742
The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.
Author : Gebhard Kirchgässner,Jürgen Wolters,Uwe Hassler
Publisher : Springer Science & Business Media
Page : 326 pages
File Size : 48,9 Mb
Release : 2012-10-09
Category : Business & Economics
ISBN : 9783642334351
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.
Author : Michael K. Evans
Publisher : John Wiley & Sons
Page : 556 pages
File Size : 55,6 Mb
Release : 2002-05-06
Category : Business & Economics
ISBN : 0631220658
Stressing the concrete applications of economic forecasting, Practical Business Forecasting is accessible to a wide-range of readers, requiring only a familiarity with basic statistics. The text focuses on the use of models in forecasting, explaining how to build practical forecasting models that produce optimal results. In a clear and detailed format, the text covers estimating and forecasting with single and multi- equation models, univariate time-series modeling, and determining forecasting accuracy. Additionally, case studies throughout the book illustrate how the models are actually estimated and adjusted to generate accurate forecasts. After reading this text, students and readers should have a clearer idea of the reasoning and choices involved in building models, and a deeper foundation in estimating econometric models used in practical business forecasting.
Author : Graham Elliott,Allan Timmermann
Publisher : Elsevier
Page : 667 pages
File Size : 52,5 Mb
Release : 2013-08-23
Category : Business & Economics
ISBN : 9780444627407
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