tailieunhanh - Handbook of Economic Forecasting part 81

Handbook of Economic Forecasting part 81. 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 | 774 . Weale Keynes J. 1936 . The General Theory of Employment Interest and Money. Macmillan London. Klein P. Moore G. 1991 . Purchasing management survey data Their value as leading indicators . In Lahiri K. Moore . Eds. Leading Economic Indicators New Approaches and Forecasting Records. Cambridge University Press Cambridge pp. 403-428. Knight F. 1921 . Risk Uncertainty and Profit. Houghton Mifflin Co New York. Koyck L. 1954 . Distributed Lags and Investment Analysis. North-Holland Amsterdam. Kukuk M. 1994 . Haben Unternehmer Rationale Erwartungen Eine Empirische Untersuchung . Ifo-Studien40 111-125. Kurz M. 1994 . On the structure and diversity of rational beliefs . Economic Theory 4 877-900. Kurz M. 2001 . Heterogenous forecasting and Federal Reserve information . Working Paper 02-002 Department of Economics Stanford University. Lahiri K. Liu F. 2005 . Modelling multi-period inflation uncertainty using a panel of density forecasts . Journal of Applied Econometrics. In press. Lahiri K. Teigland C. Zaporowski M. 1988 . Interest rates and subjective probability distribution of inflation forecasts . Journal of Money Credit and Banking 20 233-248. Lee K. 1994 . Formation of price and cost inflation expectations in British manufacturing A multisectoral analysis . Economic Journal 104 372-386. Loffler G. 1999 . Refining the Carlson-Parkin method . Economics Letters 64 167-171. Lucas R. 1973 . Some international evidence on output-inflation trade-offs . American Economic Review 63 326-344. MacDonald R. 2000 . Expectations formation and risk in three financial markets Surveying what the surveys say . Journal of Economic Surveys 14 69-100. Maddala G. Fishe R. Lahiri K. 1983 . A time-series analysis of popular expectations data on inflation and interest rates . In Applied Time-series Analysis of Economic Data. US Census Bureau Washington pp. 278-290. Madsen J. 1993 . The predictive value of production expectations in manufacturing industry . Journal of .