Forecasting Economic Time Series

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Forecasting Economic Time Series

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Author : C. W. J. Granger
language : en
Publisher: Academic Press
Release Date : 2014-05-10

Forecasting Economic Time Series written by C. W. J. Granger and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.

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.

Forecasting Economic Time Series

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Author : Clive William John Granger
language : en
Publisher:
Release Date : 1977

Forecasting Economic Time Series written by Clive William John Granger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Business & Economics categories.

This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare forecasts.

Forecasting Economic Time Series

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Author : Michael Clements
language : en
Publisher: Cambridge University Press
Release Date : 1998-10-08

Forecasting Economic Time Series written by Michael Clements and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-08 with Business & Economics categories.

This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted.

Forecasting Non Stationary Economic Time Series

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Author : Michael P. Clements
language : en
Publisher: MIT Press
Release Date : 1999

Forecasting Non Stationary Economic Time Series written by Michael P. Clements and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.

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.

Time Series Models For Business And Economic Forecasting

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Author : Philip Hans Franses
language : en
Publisher: Cambridge University Press
Release Date : 1998-10-15

Time Series Models For Business And Economic Forecasting written by Philip Hans Franses and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-15 with Business & Economics categories.

The econometric analysis of economic and business time series is a major field of research and application. The last few decades have witnessed an increasing interest in both theoretical and empirical developments in constructing time series models and in their important application in forecasting. In Time Series Models for Business and Economic Forecasting, Philip Franses examines recent developments in time series analysis. The early parts of the book focus on the typical features of time series data in business and economics. Part III is concerned with the discussion of some important concepts in time series analysis, the discussion focuses on the techniques which can be readily applied in practice. Parts IV-VIII suggest different modeling methods and model structures. Part IX extends the concepts in chapter three to multivariate time series. Part X examines common aspects across time series.

Analysis Of Economic Time Series

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Author : Marc Nerlove
language : en
Publisher: Academic Press
Release Date : 2014-05-10

Analysis Of Economic Time Series written by Marc Nerlove and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.

Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.

Forecasting Economic Time Series

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Author : Michael P. Clements
language : en
Publisher:
Release Date : 1998-10-08

Forecasting Economic Time Series written by Michael P. Clements and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-08 with Business & Economics categories.

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

Time Series Analysis And Adjustment

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Author : Haim Y Bleikh
language : en
Publisher: Ashgate Publishing, Ltd.
Release Date : 2014-07-01

Time Series Analysis And Adjustment written by Haim Y Bleikh and has been published by Ashgate Publishing, Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-01 with Business & Economics categories.

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 to provide statistics. An understanding of time series and the application and knowledge of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. 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 -- this is the first known published study to really deal with this issue of context.

Forecasting Economic Time Series Using Targeted Predictors

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Author : Fabian Bürkin
language : en
Publisher:
Release Date : 2016

Forecasting Economic Time Series Using Targeted Predictors written by Fabian Bürkin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.

Forecasting Economic Time Series

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Author : Henning Madsen
language : en
Publisher:
Release Date : 1992

Forecasting Economic Time Series written by Henning Madsen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.