TY - BOOK AU - Clements,Michael P. AU - Hendry,David F. TI - Oxford handbook of economic forecasting SN - 9780195398649 (cloth : alk. paper) U1 - 338.5442 23 PY - 2011/// CY - Oxford PB - Oxford University Press KW - Economic forecasting N1 - Includes bibliographical references and index; 1. VARs [vector autoregressive], cointegration, and common cycle restrictions / Heather M. Anderson, Farshid Vahid -- 2. Dynamic factor models / James H. Stock, Mark W. Watson -- 3. Forecasting with nonlinear time series models / Anders Bredahl Kock, Timo Teräsvirta -- 4. Forecasting with DSGE [dynamic stochastic general equilibrium] models / Kai Christoffel, Günter Coenen, Anders Warne -- 5. Forecasting economic time series using unobserved components time series models / Siem Jan Koopman, Marius Ooms -- 6. Improving the role of judgment in economic forecasting / Paul Goodwin, Dilek Önkal, Michael Lawrence -- 7. Nowcasting / Marta Bańbura, Domenico Giannone, Lucrezia Reichlin -- 8. Forecasting with mixed-frequency data / Elena Andreou, Eric Ghysels, Andros Kourtellos -- 9. Forecasting with real-time data vintages / Dean Croushore -- 10. Forecasting from misspecified models in the presence of unanticipated location shifts / Michael P. Clements, David F. Hendry -- 11. Forecasting breaks and forecasting during breaks / Jennifer L. Castle, Nicholas W.P. Fawcett, David F. Hendry -- 12. Forecast combinations / Marco Aiolfi, Carlos Capistrán, Allan Timmermann. 13. Multiple forecast model evaluation / Valentina Corradi, Walter Distaso -- 14. Testing for unconditional predictive ability / Todd E. Clark, Michael W. McCracken -- 15. Testing conditional predictive ability / Raffaella Giacomini -- 16. Interpreting and combining heterogeneous survey forecasts / Charles F. Manski -- 17. Analyzing three-dimensional panel data of forecasts / Antony Davies, Kajal Lahiri, Xuguang Sheng -- 18. Forecasting financial time series / Terence C. Mills -- 19. Forecasting volatility using high-frequency data / Peter Reinhard Hansen, Asger Lunde -- 20. Economic value of weather and climate forecasts / Richard W. Katz, Jeffrey K. Lazo -- 21. Long-horizon growth forecasting and demography / Thomas Lindh -- 22. Forecasting the energy markets / Derek W. Bunn, Nektaria V. Karakatsani -- 23. Models for health care / Andrew M. Jones -- 24. Election forecasting / Michael S. Lewis-Beck, Charles Tien -- 25. Marketing and sales / Philip Hans Franses N2 - This Handbook provides up-to-date coverage of both new developments and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and are authoritative yet accessible ER -