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Turning Points In Economic Time Series Loss Structures And Bayesian Forecasting
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Book Synopsis The Structural Econometric Time Series Analysis Approach by : Arnold Zellner
Download or read book The Structural Econometric Time Series Analysis Approach written by Arnold Zellner and published by Cambridge University Press. This book was released on 2004-10-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.
Book Synopsis Handbook of Economic Forecasting by : G. Elliott
Download or read book Handbook of Economic Forecasting written by G. Elliott and published by Elsevier. This book was released on 2006-05-30 with total page 1071 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.*Addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods *Insights within this volume can be applied to economics, finance and marketing disciplines
Book Synopsis Nonlinear Time Series Analysis of Economic and Financial Data by : Philip Rothman
Download or read book Nonlinear Time Series Analysis of Economic and Financial Data written by Philip Rothman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.
Book Synopsis Simplicity, Inference and Modelling by : Arnold Zellner
Download or read book Simplicity, Inference and Modelling written by Arnold Zellner and published by Cambridge University Press. This book was released on 2002-02-07 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: The idea that simplicity matters in science is as old as science itself, with the much cited example of Ockham's Razor, 'entia non sunt multiplicanda praeter necessitatem': entities are not to be multiplied beyond necessity. A problem with Ockham's razor is that nearly everybody seems to accept it, but few are able to define its exact meaning and to make it operational in a non-arbitrary way. Using a multidisciplinary perspective including philosophers, mathematicians, econometricians and economists, this 2002 monograph examines simplicity by asking six questions: what is meant by simplicity? How is simplicity measured? Is there an optimum trade-off between simplicity and goodness-of-fit? What is the relation between simplicity and empirical modelling? What is the relation between simplicity and prediction? What is the connection between simplicity and convenience? The book concludes with reflections on simplicity by Nobel Laureates in Economics.
Book Synopsis Bayesian Analysis in Statistics and Econometrics by : Donald A. Berry
Download or read book Bayesian Analysis in Statistics and Econometrics written by Donald A. Berry and published by John Wiley & Sons. This book was released on 1996 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
Book Synopsis Economic Structural Change by : Peter Hackl
Download or read book Economic Structural Change written by Peter Hackl and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structural change is a fundamental concept in economic model building. Statistics and econometrics provide the tools for identification of change, for estimating the onset of a change, for assessing its extent and relevance. Statistics and econometrics also have de veloped models that are suitable for picturing the data-generating process in the presence of structural change by assimilating the changes or due to the robustness to its presence. Important subjects in this context are forecasting methods. The need for such methods became obvious when, as a consequence of the oil price shock, the results of empirical analyses suddenly seemed to be much less reliable than before. Nowadays, economists agree that models with fixed structure that picture reality over longer periods are illusions. An example for less dramatic causes than the oil price shock with similarly profound effects is economic growth and its impacts on the economic system. Indeed, economic growth was a motivating concept for this volume. In 1983, the International Institute for Applied Systems Analysis (IIASA) in Laxen burg/ Austria initiated an ambitious project on "Economic Growth and Structural Change".
Book Synopsis Bayesian Economics Through Numerical Methods by : Jeffrey H. Dorfman
Download or read book Bayesian Economics Through Numerical Methods written by Jeffrey H. Dorfman and published by Springer Science & Business Media. This book was released on 2006-03-31 with total page 115 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies, this book covers the full range of the new numerical techniques which have been developed over the last thirty years. Notably, these are: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The author covers both advances in theory and modern approaches to numerical and applied problems, and includes applications drawn from a variety of different fields within economics, while also providing a quick overview of the underlying statistical ideas of Bayesian thought. The result is a book which presents a roadmap of applied economic questions that can now be addressed empirically with Bayesian methods. Consequently, many researchers will find this a readily readable survey of this growing topic.
Book Synopsis Leading Economic Indicators by : Kajal Lahiri
Download or read book Leading Economic Indicators written by Kajal Lahiri and published by Cambridge University Press. This book was released on 1991 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed fifty years ago by the National Bureau of Economic Research, the analytic methods of business cycles and economic indicators enable economists to forecast economic trends by examining the repetitive sequences that occur in business cycles. The methodology has proven to be an inexpensive and useful tool that is now used extensively throughout the world. In recent years, however, significant new developments have emerged in the field of business cycles and economic indicators. This volume contains twenty-two articles by international experts who are working with new and innovative approaches to indicator research. They cover advances in three broad areas of research: the use of new developments in economic theory and time-series analysis to rationalise existing systems of indicators; more appropriate methods to evaluate the forecasting records of leading indicators, particularly of turning point probability; and the development of new indicators.
Book Synopsis NBER Macroeconomics Annual 1989 by : Oliver J. Blanchard
Download or read book NBER Macroeconomics Annual 1989 written by Oliver J. Blanchard and published by MIT Press. This book was released on 1989 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the fourth in a series of annuals from the National Bureau of Economic Research that are designed to stimulate research on problems in applied economics, to bring frontier theoretical developments to a wider audience, and to accelerate the interaction between analytical and empirical research in macroeconomics. Contents: The Monetary History After Twenty-Five Years: New Evidence on the Money-Output Relationship, Christina Romer and David Romer Restrictions on Financial Intermediaries and Implecations for Aggregate Fluctuations: Canada and the U.S., 1870-1908, Stephen Williamson The Thatcher "Miracle", Charles Bean with Jim Symons The Revised NBER Indexes of Coincident and Leading Economic Indicators, James Stock and Mark Watson Consumption, Income, and Interest Rates: The Euler Equation Approach Ten Years Later, John Campbell and N. Gregory Mankiw U.S. Earnings and Income Inequality: Recent Trends, Frank Levy Business Cycle Models with Increasing Returns, Kevin Murphy, Andrei Shleifer, and Robert Vishny
Book Synopsis Proceedings of the 8th International Conference on the Applications of Science and Mathematics by : Aida Mustapha
Download or read book Proceedings of the 8th International Conference on the Applications of Science and Mathematics written by Aida Mustapha and published by Springer Nature. This book was released on 2023-08-01 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents peer-reviewed articles and recent advances on the potential applications of Science and Mathematics for future technologies, from the 8th International Conference on the Applications of Science and Mathematics (SCIEMATHIC 2022), held in Malaysia. It provides an insight about the leading trends in sustainable Science and Technology. Topics included in this proceedings are in the areas of Mathematics and Statistics, including Natural Science, Engineering and Artificial Intelligence.
Book Synopsis Statistics, Econometrics and Forecasting by : Arnold Zellner
Download or read book Statistics, Econometrics and Forecasting written by Arnold Zellner and published by Cambridge University Press. This book was released on 2004-02-19 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many. Written by one of the foremost practitioners of econometrics, this book will have wide academic and professional appeal.
Book Synopsis Maximum Entropy and Bayesian Methods by : W.T. Grandy Jr.
Download or read book Maximum Entropy and Bayesian Methods written by W.T. Grandy Jr. and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 10th International Workshop on Maximum Entropy and Bayesian Methods, MaxEnt 90, was held in Laramie, Wyoming from 30 July to 3 August 1990. This volume contains the scientific presentations given at that meeting. This series of workshops originated in Laramie in 1981, where the first three of what were to become annual workshops were held. The fourth meeting was held in Calgary. the fifth in Laramie, the sixth and seventh in Seattle, the eighth in Cambridge, England, and the ninth at Hanover, New Hampshire. It is most appropriate that the tenth workshop, occurring in the centennial year of Wyoming's statehood, was once again held in Laramie. The original purpose of these workshops was twofold. The first was to bring together workers from diverse fields of scientific research who individually had been using either some form of the maximum entropy method for treating ill-posed problems or the more general Bayesian analysis, but who, because of the narrow focus that intra-disciplinary work tends to impose upon most of us, might be unaware of progress being made by others using these same techniques in other areas. The second was to introduce to those who were somewhat aware of maximum entropy and Bayesian analysis and wanted to learn more, the foundations, the gestalt, and the power of these analyses. To further the first of these ends, presenters at these workshops have included workers from area. s as varied as astronomy, economics, environmenta.
Book Synopsis A History of Econometrics by : Duo Qin
Download or read book A History of Econometrics written by Duo Qin and published by OUP Oxford. This book was released on 2013-07-25 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960. This book provides an account of the advances in the field of econometrics since the 1970s. Based on original research, it focuses on the reformists' movement and schools of thought and practices that attempted a paradigm shift in econometrics in the 1970s and 1980s. It describes the formation and consolidation of the Cowles Commission (CC) paradigm and traces and analyses the three major methodological attempts to resolve problems involved in model choice and specification of the CC paradigm. These attempts have reoriented the focus of econometric research from internal questions (how to optimally estimate a priori given structural parameters) to external questions (how to choose, design, and specify models). It also examines various modelling issues and problems through two case studies - modelling the Phillips curve and business cycles. The third part of the book delves into the development of three key aspects of model specification in detail - structural parameters, error terms, and model selection and design procedures. The final chapter uses citation analyses to study the impact of the CC paradigm over the span of three and half decades (1970-2005). The citation statistics show that the impact has remained extensive and relatively strong in spite of certain weakening signs. It implies that the reformative attempts have fallen short of causing a paradigm shift.
Book Synopsis JOURNAL OF BUSINESS & ECONOMIC STATISTICS VOLUME 9 NUMBER 1 JANUARY 1991 by :
Download or read book JOURNAL OF BUSINESS & ECONOMIC STATISTICS VOLUME 9 NUMBER 1 JANUARY 1991 written by and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Business Cycles, Indicators, and Forecasting by : James H. Stock
Download or read book Business Cycles, Indicators, and Forecasting written by James H. Stock and published by University of Chicago Press. This book was released on 2008-04-15 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: The inability of forecasters to predict accurately the 1990-1991 recession emphasizes the need for better ways for charting the course of the economy. In this volume, leading economists examine forecasting techniques developed over the past ten years, compare their performance to traditional econometric models, and discuss new methods for forecasting and time series analysis.
Book Synopsis Bayesian and Likelihood Methods in Statistics and Econometrics by : Seymour Geisser
Download or read book Bayesian and Likelihood Methods in Statistics and Econometrics written by Seymour Geisser and published by North Holland. This book was released on 1990 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: On Bayesian econometrics
Book Synopsis Bayesian Analysis in Econometrics and Statistics by : Arnold Zellner
Download or read book Bayesian Analysis in Econometrics and Statistics written by Arnold Zellner and published by Edward Elgar Publishing. This book was released on 1997 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a collection of the author's contributions to the philosophy, theory and application of Bayesian analysis as it relates to statistics, econometrics, and economics. It shows how Bayesians have helped researchers and analysts to become more effective in learning from data and making decisions. Bayesian and non-Bayesian approaches are compared in several papers.
