: It brings together surveys of literature previously scattered across theoretical statistics, econometrics, and empirical economics journals.
: The handbook addresses 21st-century developments, including data observed at mixed frequencies, high-frequency data, and methods for forecasting during structural breaks (like the Great Recession).
– This volume dives into the practical side of forecasting, examining the objectives and strategies of professional forecasters. Key topics include prediction markets, exchange rate forecasting from an investor's perspective, and variable selection in predictive regressions. Key Features & Contributions Handbook of Economic Forecasting SET 2A-2B, Vol...
: Beyond standard macroeconomics, it touches on less common areas such as climate change, health economics, and political election forecasting. Who Is This For?
: As a definitive source for the current state of forecasting theory. : It brings together surveys of literature previously
– This volume focuses on advanced forecasting techniques, specifically for macroeconomics and financial variables. It covers high-level concepts like Bayesian vector autoregressions, DSGE model-based forecasting, and forecasting inflation.
The is a definitive resource for economists, published by Elsevier/North-Holland . Edited by Graham Elliott and Allan Timmermann, this two-volume set builds on the foundation of Volume 1 (2006) to address modern complexities in econometric modeling and financial planning. Core Focus Areas : As a definitive source for the current
: Chapters are authored by leading scholars, including Nobel laureate Clive Granger (who edited Vol. 1), Jon Faust, and Jonathan Wright.