Economic Forecasting

Economic Forecasting

Graham Elliott, Allan Timmermann, "Economic Forecasting"
English | ISBN: 0691140138 | 2016 | 567 pages | PDF | 7 MB

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. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters.


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