Economic Forecasting - Allan Timmermann,Graham Elliott
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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 ... Full description
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Description
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
More Information
| Author | Allan Timmermann, Graham Elliott |
|---|---|
| Publisher | Princeton University Press |
| Release year | 2016 |
| Cover type | Hardcover |
| EAN | 9780691140131 |