To view prices and purchase online, please login or create an account now.



Economic Forecasting

Hardback

Main Details

Title Economic Forecasting
Authors and Contributors      By (author) Graham Elliott
By (author) Allan Timmermann
Physical Properties
Format:Hardback
Pages:568
Dimensions(mm): Height 254,Width 178
Category/GenreEconometrics
Economic forecasting
ISBN/Barcode 9780691140131
ClassificationsDewey:330.015195
Audience
Postgraduate, Research & Scholarly
Illustrations 80 line illus. 25 tables.

Publishing Details

Publisher Princeton University Press
Imprint Princeton University Press
Publication Date 5 April 2016
Publication Country United States

Description

Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economi

Author Biography

Graham Elliott is professor of economics at the University of California, San Diego. Allan Timmermann holds the Atkinson/Epstein Chair at the Rady School of Management at the University of California, San Diego, where he is also professor of finance and economics.

Reviews

"This book is an excellent and valuable one on economic forecasting for academics as well as practitioners. Specifically, the decision-theoretical approach employed by the book successfully conveys a new insight into the forecasting literature by making a clear connection between forecasting and decision-making. In addition, the book's comprehensive arguments with numerous examples have no equal in other forecasting books."---Tatsuyoshi Okimoto, Economic Record