Home › eBooks Download › economic forecasts

Economic Forecasts

Download Economic Forecasts PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Economic Forecasts book now. This site is like a library, Use search box in the widget to get ebook that you want.

If the content Economic Forecasts not Found or Blank , you must refresh this page manually

Economic Forecasts

DOWNLOAD
READ

Download Economic Forecasts PDF/ePub, Mobi eBooks by Click Download or Read Online button. Instant access to millions of titles from Our Library and it’s FREE to try! All books are in clear copy here, and all files are secure so don't worry about it.

Economic Forecasting

DOWNLOAD
READ

Author : N. Carnot
language : en
Publisher: Palgrave Macmillan
Release Date : 2005-08-12

Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range of theories as well as empirical methods: business cycle analysis, time series methods, macroeconomic models, medium and long-run projections, fiscal and financial forecasts, and sectoral forecasting. In addition, the book addresses the main issues surrounding the use of forecasts (accuracy, communication challenges) and their policy implications. A tour of the economic data and forecasting institutions is also provided.

Overfitting In Judgment Based Economic Forecasts The Case Of Imf Growth Projections

DOWNLOAD
READ

Author : Klaus-Peter Hellwig
language : en
Publisher: International Monetary Fund
Release Date : 2018-12-07

I regress real GDP growth rates on the IMF’s growth forecasts and find that IMF forecasts behave similarly to those generated by overfitted models, placing too much weight on observable predictors and underestimating the forces of mean reversion. I identify several such variables that explain forecasts well but are not predictors of actual growth. I show that, at long horizons, IMF forecasts are little better than a forecasting rule that uses no information other than the historical global sample average growth rate (i.e., a constant). Given the large noise component in forecasts, particularly at longer horizons, the paper calls into question the usefulness of judgment-based medium and long-run forecasts for policy analysis, including for debt sustainability assessments, and points to statistical methods to improve forecast accuracy by taking into account the risk of overfitting.

The Oxford Handbook Of Economic Forecasting

DOWNLOAD
READ

Author : Michael P. Clements
language : en
Publisher: Oxford University Press
Release Date : 2011-06-29

This Handbook provides up-to-date coverage of both new and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter, and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, in terms of the frequency of observations, the number of variables, and the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic analysis to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high-frequency data, multiple data vintages, methods for forecasting when there are structural breaks, and how breaks might be forecast. Also covered are areas which are less commonly associated with economic forecasting, such as climate change, health economics, long-horizon growth forecasting, and political elections. Econometric forecasting has important contributions to make in these areas along with how their developments inform the mainstream.

Economic Forecasts

Economic Forecasts

Economic Forecasting

Overfitting In Judgment Based Economic Forecasts The Case Of Imf Growth Projections

The Oxford Handbook Of Economic Forecasting

Economic Forecasts For The Candidate Countries

The Production And Use Of Economic Forecasts

An Appraisal Of Short Term Economic Forecasts

Tsp Handbook To Accompany Econometric Models And Economic Forecasts

Advertisement

Recent Posts

Ads