The Oxford Handbook of Economic Forecasting (Oxford Handbooks)
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.
Clements is Professor of Economics at the University of Warwick. His research interests include econometric modelling and forecasting, with recent publications in the areas of forecast evaluation, the analysis of high frequency data and mixed data frequency models, real-time vintage data, and survey expectations.
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- Edited by Michael P. Clements and David F. Hendry;
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He currently serves as an editor of the International Journal of Forecasting. David F. He was Knighted in , and holds seven Honorary Doctorates. Please choose whether or not you want other users to be able to see on your profile that this library is a favorite of yours. Finding libraries that hold this item The Oxford Handbook of Economic Forecasting by Clements and Hendry is an impressive collection of surveys by some of the leaders in the profession.
These surveys explain and update many of the important intellectual contributions to the theory of forecasting.
The Oxford Handbook of Economic Forecasting
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