tailieunhanh - Handbook of Economic Forecasting part 17

Handbook of Economic Forecasting part 17. Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing | 134 . West Meese . Rogoff K. 1983 . Empirical exchange rate models of the seventies Do they fit out of sample . Journal of International Economics 14 3-24. Meese . Rogoff K. 1988 . Was it real The exchange rate - interest differential over the modern floating rate period . Journal of Finance 43 933-948. Mizrach B. 1995 . Forecast comparison in 2 . Manuscript Rutgers University. Morgan . 1939 . A test for significance of the difference between two variances in a sample from a normal bivariate population . Biometrika 31 13-19. Newey . West . 1987 . A simple positive semidefinite heteroskedasticity and autocorrelation consistent covariance matrix . Econometrica 55 703-708. Newey . West . 1994 . Automatic lag selection in covariance matrix estimation . Review of Economic Studies 61 631-654. Pagan . Hall . 1983 . Diagnostic tests as residual analysis . Econometric Reviews 2 159-218. Politis . Romano . 1994 . The stationary bootstrap . Journal of the American Statistical Association 89 1301-1313. Romano . Wolf M. 2003 . Stepwise multiple testing as formalize data snooping . Manuscript Stanford University. Rossi B. 2003 . Testing long-horizon predictive ability with high persistence the Meese-Rogoff puzzle . International Economic Review. In press. Sarno L. Thornton . Valente G. 2005 . Federal funds rate prediction . Journal of Money Credit and Banking. In press. Shintani M. 2004 . Nonlinear analysis of business cycles using diffusion indexes Applications to Japan and the US . Journal of Money Credit and Banking. In press. Stock . Watson . 1999 . Forecasting inflation . Journal of Monetary Economics 44 293-335. Stock . Watson . 2002 . Macroeconomic forecasting using diffusion indexes . Journal of Business and Economic Statistics 20 147-162. Storey . 2002 . A direct approach to false discovery rates . Journal of the Royal Statistical Society Series B 64 479-498. West . 1996 . Asymptotic inference about predictive