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Acknowledgements | p. vii |
Introduction | p. ix |
Early Attempts | |
'Some Fundamental Concepts of Statistics', Journal of the American Statistical Association, XIX (145), March, 1-8 (1924) | p. 3 |
'Paradise Lost and Refound: The Harvard ABC Barometers', Journal of Portfolio Management, 4, Spring, 4-9 (1987) | p. 11 |
'Morgenstern on the Methodology of Economic Forecasting', Journal of Political Economy, XXXVII (3), June, 312-39 (1929) | p. 17 |
Macroeconomic Forecasting and Policy Making | |
'The Position of Economics and Economists in the Government Machine: A Comparative Critique of the United Kingdom and the Netherlands', Economic Journal, LXIV (256), December, 759-83 (1954) | p. 47 |
'Forecasting and Analysis with an Econometric Model', American Economic Review, LII (1), March, 104-32 (1962) | p. 72 |
'Economic Forecasting', Economic Journal, LXXIX (316), December, 797-812 (1969) | p. 101 |
'The Role of Macroeconometric Models in Forecasting and Policy Analysis in the United States', Journal of Forecasting, 1 (1), 37-48 (1982) | p. 117 |
'The Interpretation and Use of Economic Predictions' and discussion, Proceedings of the Royal Society of London, Series A, 407, 103-25 (1986) | p. 129 |
'Macroeconomic Forecasting: A Survey,' in Andrew J. Oswald (ed.), Surveys in Economics, Volume I, Chapter 2, Oxford: Basil Blackwell Ltd, 48-81 (1991) | p. 152 |
Time Series Forecasting | |
'Lagged Relationships in Economic Forecasting' and discussion, Journal of the Royal Statistical Society, Series A, 132 (1), 133-63 (1969) | p. 189 |
'Dynamic Equations for Economic Forecasting with the G.D.P.-Unemployment Relation and the Growth of G.D.P. in the United Kingdom as an Example' and discussion, Journal of the Royal Statistical Society, Series A, 134 (2), 167-227 (1971) | p. 220 |
'Some Comments on a Paper of Coen, Gomme and Kendall', Journal of the Royal Statistical Society, Series A, 134 (2), 229-40 (1971) | p. 281 |
'Experience with Forecasting Univariate Time Series and the Combination of Forecasts' and discussion, Journal of the Royal Statistical Society, Series A, 137 (2), 131-64 (1974) | p. 293 |
'A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series', Journal of Business and Economic Statistics, 2 (3), July, 191-200 (1984) | p. 327 |
'Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study', comments by Craig F. Ansley, David F. Findley and Paul Newbold and 'Response' by A.C. Harvey and P.H.J. Todd, Journal of Business and Economic Statistics, 1 (4), October, 299-315 (1983) | p. 337 |
'Forecasting With Bayesian Vector Autoregressions - Five Years of Experience', Journal of Business and Economic Statistics, 4 (1), January, 25-38 (1986) | p. 354 |
'Forecasting with Generalized Bayesian Vector Autoregressions', Journal of Forecasting, 12, 365-78 (1993) | p. 386 |
'Forecasting from Nonlinear Models in Practice', Journal of Forecasting, 13 (1), January, 1-9 (1994) | p. 400 |
'Forecasting in the 1990s', The Statistician, 46 (4), 461-73 (1997) | p. 409 |
The Econometrics of Forecasting | |
'Prediction in Dynamic Models with Time-dependent Conditional Variances', Journal of Econometrics, 52, 91-113 (1992) | p. 425 |
'On the Limitations of Comparing Mean Square Forecast Errors', Journal of Forecasting, 12, 617-37 (1993) | p. 448 |
'Forecasting in Cointegrated Systems', Journal of Applied Econometrics, 10, 127-46 (1995) | p. 469 |
'The Econometrics of Macroeconomic Forecasting', Economic Journal, 107 (444), September, 1330-57 (1997) | p. 489 |
Name Index | p. 517 |
Acknowledgements | p. ix |
An Introduction by the editor to both volumes appears in Volume I | |
Forecast Evaluation | |
'Forecasting Short-term Economic Change', Journal of the American Statistical Association, 64 (325), March, 1-22 (1969) | p. 3 |
'An Analysis of Annual and Multiperiod Quarterly Forecasts of Aggregate Income, Output, and the Price Level', Journal of Business, 52 (1), 1-33 (1979) | p. 25 |
'Forecasting with Econometric Models: An Evaluation', Econometrica, 36 (3-4), July-October, 437-63 (1968) | p. 58 |
'The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy', American Economic Review, 62, December, 902-17 (1972) | p. 85 |
'The Combination of Forecasts', Operational Research Quarterly, 20 (4), 451-68 (1969) | p. 101 |
'Some Comments on the Evaluation of Economic Forecasts', Applied Economics, 5 (1), March, 35-47 (1973) | p. 119 |
'Combining Forecasts: A Review and Annotated Bibliography', International Journal of Forecasting, 5 (4), 559-83 (1989) | p. 132 |
'Notes on Testing the Predictive Performance of Econometric Models', International Economic Review, 15 (2), June, 366-83 (1974) | p. 157 |
'An Evaluation of a Short-run Forecasting Model', International Economic Review, 15 (2), June, 285-303 (1974) | p. 175 |
'An Analysis of the Accuracy of Four Macroeconometric Models', Journal of Political Economy, 87 (4), August, 701-18 (1979) | p. 194 |
'Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts', Journal of Business and Economic Statistics, 4 (1), January, 5-15 (1986) | p. 212 |
'The Lead and Accuracy of Macroeconomic Forecasts', Journal of Macroeconomics, 12 (1), Winter, 111-23 (1990) | p. 223 |
'Forecaster Ideology, Forecasting Technique, and the Accuracy of Economic Forecasts', International Journal of Forecasting, 6 (1), 3-10 (1990) | p. 236 |
'The Uses and Abuses of "Consensus" Forecasts', Journal of Forecasting, 11, 703-10 (1992) | p. 244 |
'Economic Forecast Evaluation: Profits Versus the Conventional Error Measures', American Economic Review, 81 (3), June, 580-90 (1991) | p. 252 |
'Comparing Predictive Accuracy', Journal of Business and Economic Statistics, 13 (3), July, 253-63 (1995) | p. 263 |
'Tests for Forecast Encompassing', Journal of Business and Economic Statistics, 16 (2), April, 254-9 (1998) | p. 274 |
'Can We Improve the Perceived Quality of Economic Forecasts?', Journal of Applied Econometrics, 11, 455-73 (1996) | p. 280 |
Forecasting With Leading Indicators | |
'Forecasting Industrial Production - Leading Series Versus Autoregression', Journal of Political Economy, LXVII (4), August, 402-9 (1959) | p. 301 |
'On the Use of Leading Indicators to Predict Cyclical Turning Points' and 'Comments and Discussion', Brookings Papers on Economic Activity, 2, 339-84 (1973) | p. 309 |
'The Index of Leading Indicators: "Measurement Without Theory", Thirty-five Years Later', Review of Economics and Statistics, LXIV (4), November, 589-95 | p. 355 |
'Forecasting Output With the Composite Leading Index: A Real-time Analysis', Journal of the American Statistical Association, 86 (415), September, 603-10 (1991) | p. 362 |
'An Evaluation of Forecasting Using Leading Indicators', Journal of Forecasting, 15 (4), July, 271-91 (1996) | p. 370 |
Forecasting in Finance | |
'Can Stock Market Forecasters Forecast?', Econometrical, 1 (3), July, 309-24 (1933) | p. 393 |
'Stock-market "Patterns" and Financial Analysis: Methodological Suggestions', Journal of Finance, XIV (1), March, 1-10 (1959) | p. 409 |
'Analysis of Stock Market Price Data', Bulletin of the Institute of Mathematics and its Applications, 8, August, 229-32 (1972) | p. 419 |
'Forecasting Stock Market Prices: Lessons for Forecasters', International Journal of Forecasting, 8, 3-13 (1992) | p. 427 |
'Forecasting Stock-return Variance: Toward an Understanding of Stochastic Implied Volatilities', Review of Financial Studies, 6 (2), 293-326 (1993) | p. 438 |
'Forecasting Volatility and Option Prices of the SandP 500 Index', Journal of Derivatives, 2, Fall, 17-30 (1994) | p. 472 |
'Forecasting Volatility in Commodity Markets', Journal of Forecasting, 14 (2), March, 77-95 (1995) | p. 486 |
'The Predictive Ability of Several Models of Exchange Rate Volatility', Journal of Econometrics, 69, 367-91 (1995) | p. 505 |
'An Assessment of the Economic Value of Non-linear Foreign Exchange Rate Forecasts', Journal of Forecasting, 14 (6), 477-97 (1995) | p. 530 |
Economic Forecasting Using Surveys | |
'Forecasting Accuracy of the McGraw-Hill Anticipatory Data', Journal of the American Statistical Association, 69 (348), December, 849-58 (1974) | p. 553 |
'A Study of Price Forecasts', Annals of Economic and Social Measurement, 6 (1), Winter, 27-56 (1977) | p. 563 |
'Rational Expectations and Macroeconomic Forecasts', Journal of Business and Economic Statistics, 3 (4), October, 293-311 (1985) | p. 593 |
Name Index | p. 613 |
Table of Contents provided by Syndetics. All Rights Reserved. |
ISBN: 9781852788667
ISBN-10: 1852788666
Series: International Library of Critical Writings in Economics
Published: 1st January 1999
Format: Hardcover
Language: English
Number of Pages: 1192
Audience: Professional and Scholarly
Publisher: Edward Elgar Publishing Ltd
Country of Publication: GB
Dimensions (cm): 26.04 x 17.78 x 8.89
Weight (kg): 2.56
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