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

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Download 1. Advances in Economic Forecasting / Matthew L. Higgins (205 KB)

Download 2. Real-Time Forecasting / Dean Croushore (267 KB)

Download 3. Limits to Economic Forecasting / Kajal Lahiri (318 KB)

Download 4. Forecasting Regional and Industry-Level Variables / David E. Rapach (212 KB)

Download 5. Forecasting Asset Prices Using Nonlinear Models / Michael D. Bradley and Dennis W. Jansen (888 KB)

Download 6. Perspectives on Evaluating Macroeconomic Forecasts / H.O. Stekler (315 KB)

Download 7. Combining Forecasts with Many Predictors / Tae-Hwy Lee (289 KB)

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

Advances in Economic Forecasting

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Citation

Higgins, Matthew L., ed. 2011. Advances in Economic Forecasting. Kalamazoo, MI: W.E. Upjohn Institute for Employment Research. https://doi.org/10.17848/9780880993937

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