Essays in Honor of M. Hashem Pesaran
portes grátis
Essays in Honor of M. Hashem Pesaran
Prediction and Macro Modeling
Timmermann, Allan; Chudik, Alexander; Hsiao, Cheng
Emerald Publishing Limited
01/2022
360
Dura
Inglês
9781802620627
15 a 20 dias
640
Descrição não disponível.
Introduction; Alexander Chudik, Cheng Hsiao, and Allan Timmermann
Part A1. Prediction
Chapter 1. On the Evolution of U.S. Temperature Dynamics; Francis X. Diebold and Glenn D. Rudebusch
Chapter 2. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity; Kajal Lahiri, Huaming Peng, and Xuguang Simon Sheng
Chapter 3. Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression; James Mitchell, Aubrey Poon, and Gian Luigi Mazzi
Chapter 4. Multi-step Forecasting with Large Vector Autoregressions; Andreas Pick and Matthijs Carpay
Chapter 5. Gains from Switching Between Forecasts; Allan Timmermann and Yinchu Zhu
Part A2. Model Instability and Breaks
Chapter 6. Efficient Combined Estimation under Structural Breaks; Tae-Hwy Lee, Shahnaz Parsaeian, and Aman Ullah
Chapter 7. Smooth Robust Multi-Horizon Forecasts; Andrew B. Martinez, Jennifer L. Castle, and David F. Hendry
Chapter 8. Finite Sample Forecast Properties and Window Length under Breaks in Cointegrated Systems; Luca Nocciola
Part A3. Macro Modeling and Policy Analysis
Chapter 9. A Meta Model Analysis of Exchange Rate Determination; Chrystalleni Aristidou, Kevin Lee, and Kalvinder Shields
Chapter 10. Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies; Povilas Lastauskas and Julius Stakenas
Chapter 11. Measuring Productivity Growth and Technology Spillovers through Global Value Chains: Analysis of a US-Sino Decoupling; Weilin Liu, Robin C. Sickles, and Yao Zhao
Chapter 12. Checking if the Straightjacket Fits; Adrian Pagan and Michael Wickens
Chapter 13. An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies; Alessandro Rebucci, Jonathan S. Hartley, and Daniel Jimenez
Chapter 14. Government Debt, Deficits and Interest Rates 1870-2016; Ron Smith
Part A1. Prediction
Chapter 1. On the Evolution of U.S. Temperature Dynamics; Francis X. Diebold and Glenn D. Rudebusch
Chapter 2. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity; Kajal Lahiri, Huaming Peng, and Xuguang Simon Sheng
Chapter 3. Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression; James Mitchell, Aubrey Poon, and Gian Luigi Mazzi
Chapter 4. Multi-step Forecasting with Large Vector Autoregressions; Andreas Pick and Matthijs Carpay
Chapter 5. Gains from Switching Between Forecasts; Allan Timmermann and Yinchu Zhu
Part A2. Model Instability and Breaks
Chapter 6. Efficient Combined Estimation under Structural Breaks; Tae-Hwy Lee, Shahnaz Parsaeian, and Aman Ullah
Chapter 7. Smooth Robust Multi-Horizon Forecasts; Andrew B. Martinez, Jennifer L. Castle, and David F. Hendry
Chapter 8. Finite Sample Forecast Properties and Window Length under Breaks in Cointegrated Systems; Luca Nocciola
Part A3. Macro Modeling and Policy Analysis
Chapter 9. A Meta Model Analysis of Exchange Rate Determination; Chrystalleni Aristidou, Kevin Lee, and Kalvinder Shields
Chapter 10. Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies; Povilas Lastauskas and Julius Stakenas
Chapter 11. Measuring Productivity Growth and Technology Spillovers through Global Value Chains: Analysis of a US-Sino Decoupling; Weilin Liu, Robin C. Sickles, and Yao Zhao
Chapter 12. Checking if the Straightjacket Fits; Adrian Pagan and Michael Wickens
Chapter 13. An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies; Alessandro Rebucci, Jonathan S. Hartley, and Daniel Jimenez
Chapter 14. Government Debt, Deficits and Interest Rates 1870-2016; Ron Smith
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Global Value Chain; US-Sino Decoupling; Robust Forecasts; Bayesian Quantile Regression; Recursive Estimation; Copula; Growth Regressions
Introduction; Alexander Chudik, Cheng Hsiao, and Allan Timmermann
Part A1. Prediction
Chapter 1. On the Evolution of U.S. Temperature Dynamics; Francis X. Diebold and Glenn D. Rudebusch
Chapter 2. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity; Kajal Lahiri, Huaming Peng, and Xuguang Simon Sheng
Chapter 3. Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression; James Mitchell, Aubrey Poon, and Gian Luigi Mazzi
Chapter 4. Multi-step Forecasting with Large Vector Autoregressions; Andreas Pick and Matthijs Carpay
Chapter 5. Gains from Switching Between Forecasts; Allan Timmermann and Yinchu Zhu
Part A2. Model Instability and Breaks
Chapter 6. Efficient Combined Estimation under Structural Breaks; Tae-Hwy Lee, Shahnaz Parsaeian, and Aman Ullah
Chapter 7. Smooth Robust Multi-Horizon Forecasts; Andrew B. Martinez, Jennifer L. Castle, and David F. Hendry
Chapter 8. Finite Sample Forecast Properties and Window Length under Breaks in Cointegrated Systems; Luca Nocciola
Part A3. Macro Modeling and Policy Analysis
Chapter 9. A Meta Model Analysis of Exchange Rate Determination; Chrystalleni Aristidou, Kevin Lee, and Kalvinder Shields
Chapter 10. Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies; Povilas Lastauskas and Julius Stakenas
Chapter 11. Measuring Productivity Growth and Technology Spillovers through Global Value Chains: Analysis of a US-Sino Decoupling; Weilin Liu, Robin C. Sickles, and Yao Zhao
Chapter 12. Checking if the Straightjacket Fits; Adrian Pagan and Michael Wickens
Chapter 13. An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies; Alessandro Rebucci, Jonathan S. Hartley, and Daniel Jimenez
Chapter 14. Government Debt, Deficits and Interest Rates 1870-2016; Ron Smith
Part A1. Prediction
Chapter 1. On the Evolution of U.S. Temperature Dynamics; Francis X. Diebold and Glenn D. Rudebusch
Chapter 2. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity; Kajal Lahiri, Huaming Peng, and Xuguang Simon Sheng
Chapter 3. Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression; James Mitchell, Aubrey Poon, and Gian Luigi Mazzi
Chapter 4. Multi-step Forecasting with Large Vector Autoregressions; Andreas Pick and Matthijs Carpay
Chapter 5. Gains from Switching Between Forecasts; Allan Timmermann and Yinchu Zhu
Part A2. Model Instability and Breaks
Chapter 6. Efficient Combined Estimation under Structural Breaks; Tae-Hwy Lee, Shahnaz Parsaeian, and Aman Ullah
Chapter 7. Smooth Robust Multi-Horizon Forecasts; Andrew B. Martinez, Jennifer L. Castle, and David F. Hendry
Chapter 8. Finite Sample Forecast Properties and Window Length under Breaks in Cointegrated Systems; Luca Nocciola
Part A3. Macro Modeling and Policy Analysis
Chapter 9. A Meta Model Analysis of Exchange Rate Determination; Chrystalleni Aristidou, Kevin Lee, and Kalvinder Shields
Chapter 10. Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies; Povilas Lastauskas and Julius Stakenas
Chapter 11. Measuring Productivity Growth and Technology Spillovers through Global Value Chains: Analysis of a US-Sino Decoupling; Weilin Liu, Robin C. Sickles, and Yao Zhao
Chapter 12. Checking if the Straightjacket Fits; Adrian Pagan and Michael Wickens
Chapter 13. An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies; Alessandro Rebucci, Jonathan S. Hartley, and Daniel Jimenez
Chapter 14. Government Debt, Deficits and Interest Rates 1870-2016; Ron Smith
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
