Two Essays on Econometric Forecasting with an Econometric Model PDF Download

Author: A. C. Fenwick
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 40

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Author: Alec Cairncross
Publisher: Psychology Press
ISBN: 9780415314039
Category : Economic forecasting
Languages : en
Pages : 234

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Book Description
The papers in this volume cover the following areas: * Government and Industry * the Managed Economy * Monetary Policy * Fiscal Policy * Economic Forecasting and Economic Planning * Economists in Government

Author: Alexander K. Cairncross
Publisher: State University of New York Press
ISBN: 0791498328
Category : Business & Economics
Languages : en
Pages : 226

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Book Description
This collection of essays covers the whole field of the relations between government and industry and the ways in which government attempts nowadays to control the economy. It considers the possibilities of monetary and fiscal policy in demand management and outlines their limitations; it also deals with economic forecasting and planning and the role of economists in government. Since the death of Sir Dennis Robertson there has been a dearth of economic essays of this readability. Once again, we have a book which a large public will enjoy—both the informed reader and the non-expert—and which students are likely to find in their lists of recommended reading. This is the authentic voice of experience.

Author: Lawrence Robert Klein
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 140

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Author: Lawrence Robert Klein
Publisher: Chicago : Markham Publishing Company
ISBN:
Category : Business & Economics
Languages : en
Pages : 150

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Book Description

Author: C. W. J. Granger
Publisher: Academic Press
ISBN: 1483273245
Category : Business & Economics
Languages : en
Pages : 353

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Book Description
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: Roberto S. Mariano
Publisher: World Scientific
ISBN: 9812778969
Category : Business & Economics
Languages : en
Pages : 200

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Book Description
This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.

Author: Clive W. J. Granger
Publisher: Cambridge University Press
ISBN: 9780521774963
Category : Business & Economics
Languages : en
Pages : 548

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These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.

Author: Charles Wolf
Publisher:
ISBN:
Category : Soviet Union
Languages : en
Pages : 84

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Book Description
This paper is a collection of essays, all but one of which were previously published between November 1981 and November 1984 as op-ed pieces in the Wall Street Journal, the Los Angeles Times, the New York Times, the Washington Post, and Newsweek. The essays are grouped into two sections covering the broad areas of economic policy and foreign policy.

Author: Alexander Kouzmin
Publisher: IOS Press
ISBN: 9789051995046
Category : Business & Economics
Languages : en
Pages : 248

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Book Description
The liberalization of trade and its questionable benefit; the increasing fluidity in the movement of people and trade across geo-political divides; the emergence of unregulated virtual trade and its implications on domestic economic policy; and the social implications of the new world order are all issues demanding on-going critical examination from a perspective beyond the common lens of neo-liberal economics. Such an examination is pursued in Kouzmin and Hayne edited volume Essays in Economic Globalization, Transnational Policies and Vulnerability, a collection of 13 diverse, challenging and, often, cautionary chapters contributed by an international cohort of scholars.