tailieunhanh - Handbook of Economic Forecasting part 99

Handbook of Economic Forecasting part 99. 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 | 954 M. Marcellino Chauvet M. 1998 . An econometric characterization of business cycle dynamics with factor structure and regime switching . International Economic Review 39 4 969-996. Chauvet M. Piger . 2003 . Identifying business cycle turning points in real time . Federal Reserve Bank of St. Louis Review 85 2 13-26. Chauvet M. Potter S. 2001 . Predicting a recession Evidence from the yield curve in the presence of structural breaks . Economic Letters 77 2 245-253. Chauvet M. Potter S. 2005 . Forecasting recessions using the yield curve . Journal of Forecasting 24 2 77-103. Chen . Lee . 1995 . Bayesian inference of threshold autoregressive models . Journal of Time Series Analysis 16 483-492. Chin D. Geweke J. Miller P. 2000 . Predicting turning points . Federal Reserve Bank of Minneapolis Staff Report No. 267. Christiano L. Fitzgerald T. 2003 . The bandpass filter . International Economic Review 44 2 435-465. Clark . McCracken . 2001 . Test of equal forecast accuracy and encompassing for nested models . Journal of Econometrics 105 85-100. Clements . Hendry . 1996 . Multi-step estimation for forecasting . Oxford Bulletin of Economics and Statistics 58 657-684. Clements . Hendry . 1999 . Forecasting Non-Stationary Economic Time Series. MIT Press Cambridge MA. Corradi V. Swanson . 2006 . Predictive density evaluation . In Elliott G. Granger . Timmer-mann A. Eds. Handbook of Economic Forecasting. Elsevier Amsterdam pp. 197-284. Chapter 5 in this volume. Croushore D. 2006 . Forecasting with real-time macroeconomic data . In Elliott G. Granger . Timmermann A. Eds. Handbook of Economic Forecasting. Elsevier Amsterdam pp. 961-982. Chapter 17 in this volume. Davis . Fagan G. 1997 . Are financial spreads useful indicators of future inflation and output growth in EU countries Journal of Applied Econometrics 12 701-714. Davis . Henry . 1994 . The use of financial spreads as indicator variables Evidence for the United .