Handbook of research methods and applications in macroeconomic forecasting

edited by Michael P. Clements (Professor, ICMA Centre, Henley Business School, University of Reading) and Ana Beatriz Galvõ (Bloomberg Economics, London, UK)

"Bringing together the recent advances and innovative methods in macroeconomic forecasting, this erudite Handbook outlines how to forecast, including following world events such as the Covid-19 pandemic and the global financial crisis. With contributions from global experts, chapters explore the use of machine-learning techniques, the value of social media data, and climate change forecasting. Investigating the opportunities and challenges brought about by 'Big Data', it examines how data can be used for forecasting by economists and analysts in international organisations as well as private practice. Utilising econometric techniques, it helps quantify the uncertainties regarding the future. The insightful Handbook is an excellent resource for scholars of advanced macroeconomic forecasting, as well those requiring a better understanding of econometrics, statistics, and modelling approaches. Practitioners in both private and public sectors will greatly appreciate the expert guidance for good future forecasting practices"--

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Year of publication:	2024 ; First edition
Other Persons:	Clements, Michael P. (ed.) ; Galvão, Ana Beatriz C. (ed.)
Institutions:	Edward Elgar Publishing (publisher)
Publisher:	Cheltenham, UK : Edward Elgar Publishing
Subject:	Macroeconomic Forecasting \| Bayesian Vector Autoregressions \| Big Data \| Machine Learning \| Density Forecasts \| Prognoseverfahren \| Forecasting model \| Wirtschaftsprognose \| Economic forecast \| VAR-Modell \| VAR model \| Künstliche Intelligenz \| Artificial intelligence \| Big data \| Makroökonomik \| Macroeconomics \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis
Published items:	16 hits in ECONIS - Online Catalogue of the ZBW

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Extent:	1 Online-Ressource (490 pages)
Series:	Handbooks of research methods and applications series
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung
Language:	English
Notes:	Includes bibliographical references and index Contents: 1. Introduction to the handbook of research methods and applications in macroeconomic forecasting / Michael P. Clements and Ana Beatriz Galvô -- 2. Macroeconomic forecasting using bvars / Niko Hauzenberger, Florian Huber and Gary Koop -- 3. Bvars and stochastic volatility / Joshua C. C. Chan -- 4. Panel data forecasting / Andreas Pick and Allan Timmermann -- 5. Bayesian nonparametric methods for macroeconomic forecasting / Massimiliano Marcellino and Michael Pfarrhofer -- 6. Forecasting with dsge models / Edward Herbst -- 7. Nowcasting recession risk / Francesco Furno and Domenico Giannone -- 8. Lessons from nowcasting GDP across the world / Danilo Cascaldi-Garcia, Matteo Luciani and Michele Modugno -- 9. Forecasting inflation in the us and in the euro area / Marta Banbura, Michele Lenza and Joan Paredes -- 10. Econometrics of machine learning methods in economic forecasting / Andrii Babii, Eric Ghysels and Jonas Striaukas -- 11. Recent developments in forecast evaluation / Barbara Rossi -- 12. Survey expectations and forecast uncertainty / Todd E. Clark and Elmar Mertens -- 13. Real-time data and forecasting / Michael P. Clements and Ana Beatriz Galvô -- 14. Econometric forecasting of climate change / Jennifer L. Castle, David F. Hendry and J. Isaac Miller -- 15. Forecasting the macroeconomic effects of physical climate risk / Andrew B. Martinez and Andrew J. Wilson -- 16. Macroeconomic forecasting with text-based data / Juri Marcucci -- Index.
ISBN:	978-1-0353-1005-0 ; 978-1-0353-1004-3
Other identifiers:	10.4337/9781035310050 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015145188