Economic Forecasting

by Allan Timmermann and Graham Elliott

A comprehensive and integrated approach to economic forecasting problems

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...

• Format: Hardcover
• Language: English
• ISBN: 0691140138
• ISBN13: 9780691140131
• Release Date: April 2016
• Publisher: Princeton University Press
• Length: 568 Pages
• Weight: 2.95 lbs.
• Dimensions: 1.6" x 7.2" x 10.1"