Forecasting Interest Rates With Economic And Time Series Models
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Author | : Jackie Bernard Rosner |
Publisher | : |
Total Pages | : 224 |
Release | : 1993 |
Genre | : |
ISBN | : |
Download Forecasting Interest Rates with Economic and Time Series Models Book in PDF, Epub and Kindle
Author | : Terence C. Mills |
Publisher | : Cambridge University Press |
Total Pages | : 392 |
Release | : 1990 |
Genre | : Business & Economics |
ISBN | : 9780521405744 |
Download Time Series Techniques for Economists Book in PDF, Epub and Kindle
The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.
Author | : Elia Kacapyr |
Publisher | : M.E. Sharpe |
Total Pages | : 224 |
Release | : 1996 |
Genre | : Business & Economics |
ISBN | : 9781563247651 |
Download Economic Forecasting Book in PDF, Epub and Kindle
Widening the focus from the usual business forecasts, explains the techniques for predicting macroeconomic factors such as economic growth, interest rates, and employment. Reviews the concepts of business cycles and long waves, then describes techniques using economic indicators, time series, econometric models, and consensus. Also considers the evaluation of forecasts. Readers with a solid background in mathematics and statistics should learn now to make forecasts; others should get an intuitive understanding that will improve their interpretation of forecasts by others. Paper edition (unseen), $29.95. Annotation copyright by Book News, Inc., Portland, OR
Author | : C. W. J. Granger |
Publisher | : Academic Press |
Total Pages | : 353 |
Release | : 2014-05-10 |
Genre | : Business & Economics |
ISBN | : 1483273245 |
Download Forecasting Economic Time Series Book in PDF, Epub and Kindle
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 | : Elia Xacapyr |
Publisher | : Routledge |
Total Pages | : 220 |
Release | : 2016-09-16 |
Genre | : Business & Economics |
ISBN | : 1315480689 |
Download Economic Forecasting: The State of the Art Book in PDF, Epub and Kindle
An overview of the macroeconomic forecasting industry in the United States that explains and evaluates the forecasting techniques used to make predictions about various aspects of the national economy.
Author | : Robert S. Pindyck |
Publisher | : McGraw-Hill Companies |
Total Pages | : 630 |
Release | : 1991 |
Genre | : Business & Economics |
ISBN | : |
Download Econometric Models and Economic Forecasts Book in PDF, Epub and Kindle
First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. Includes data disk.
Author | : Philip Hans Franses |
Publisher | : Cambridge University Press |
Total Pages | : 421 |
Release | : 2014-04-24 |
Genre | : Business & Economics |
ISBN | : 1139952129 |
Download Time Series Models for Business and Economic Forecasting Book in PDF, Epub and Kindle
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
Author | : Michael K. Evans |
Publisher | : John Wiley & Sons |
Total Pages | : 556 |
Release | : 2002-05-06 |
Genre | : Business & Economics |
ISBN | : 9780631220657 |
Download Practical Business Forecasting Book in PDF, Epub and Kindle
Stressing the concrete applications of economic forecasting, Practical Business Forecasting is accessible to a wide-range of readers, requiring only a familiarity with basic statistics. The text focuses on the use of models in forecasting, explaining how to build practical forecasting models that produce optimal results. In a clear and detailed format, the text covers estimating and forecasting with single and multi- equation models, univariate time-series modeling, and determining forecasting accuracy. Additionally, case studies throughout the book illustrate how the models are actually estimated and adjusted to generate accurate forecasts. After reading this text, students and readers should have a clearer idea of the reasoning and choices involved in building models, and a deeper foundation in estimating econometric models used in practical business forecasting.
Author | : James H. Stock |
Publisher | : University of Chicago Press |
Total Pages | : 350 |
Release | : 2008-04-15 |
Genre | : Business & Economics |
ISBN | : 0226774740 |
Download Business Cycles, Indicators, and Forecasting Book in PDF, Epub and Kindle
The inability of forecasters to predict accurately the 1990-1991 recession emphasizes the need for better ways for charting the course of the economy. In this volume, leading economists examine forecasting techniques developed over the past ten years, compare their performance to traditional econometric models, and discuss new methods for forecasting and time series analysis.
Author | : Robert S. Pindyck |
Publisher | : McGraw-Hill/Irwin |
Total Pages | : 664 |
Release | : 1998 |
Genre | : Business & Economics |
ISBN | : 9780079132925 |
Download Econometric Models and Economic Forecasts Book in PDF, Epub and Kindle
This well known text helps students understand the art of model building - what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis.