Advances in Economic Forecasting

Authors

Matthew L. Higgins Editor, Western Michigan University

Publication Date

1-1-2011

DOI

10.17848/9780880993937

Abstract

This book's contributors assess the performance of economic forecasting methods, argue that data can be better exploited through model and forecast combination, and advocate for models that are adaptive and perform well in the presence of nonlinearity and structural change. The contributors are: Michael D. Bradley, Dean Croshure, Dennis W. Jansen, Kajal Lahiri, Tae-Hwy Lee, David E. Rapach, and H.O. Stekler.

Files

Contents

1. Advances in Economic Forecasting / Matthew L. Higgins
2. Real-Time Forecasting / Dean Croushore
3. Limits to Economic Forecasting / Kajal Lahiri
4. Forecasting Regional and Industry-Level Variables: Challenges and Strategies / David E. Rapach
5. Forecasting Asset Prices Using Nonlinear Models / Michael D. Bradley and Dennis W. Jansen
6. Perspectives on Evaluating Macroeconomic Forecasts / H.O. Stekler
7. Combining Forecasts with Many Predictors / Tae-Hwy Lee

Note

The chapters in this volume are based on lectures from the forty-sixth Werner Sichel Lecture Series in 2009-2010 at Western Michigan University.

ISBN

9780880993845 (cloth) ; 9780880993838 (pbk.) ; 9780880993937 (book)

Subject Areas

ECONOMIC DEVELOPMENT