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1st Edition

Forecasting for Economics and Business




ISBN 9780131474932
Published January 8, 2012 by Routledge
510 Pages

 
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Book Description

For junior/senior undergraduates in a variety of fields such as economics, business administration, applied mathematics and statistics, and for graduate students in quantitative masters programs such as MBA and MA/MS in economics.

A student-friendly approach to understanding forecasting.

Knowledge of forecasting methods is among the most demanded qualifications for professional economists, and business people working in either the private or public sectors of the economy. The general aim of this textbook is to carefully develop sophisticated professionals, who are able to critically analyze time series data and forecasting reports because they have experienced the merits and shortcomings of forecasting practice.

Table of Contents

1. Introduction and Context 

2. A Review of Basic Statistics Concepts and the Linear Regression Model 

3. Statistics and Time Series 

4. Tools of the Forecaster 

5. Understanding Linear Dependence: A Link to Economic Models 

6. Forecasting with Moving Average (MA) Processes 

7. Forecasting with AutoRegressive (AR) Processes 

8. Forecasting Practice: Modeling San Diego House Price Index 

9. Assessment of Forecasts and Combination of Forecasts 

10. Forecasting the Long Run: Deterministic and Stochastic Trends

11. Forecasting with a System of Equations: Vector AutoRegression 

12. Forecasting the Long Run and the Short Run Jointly: Cointegration and Error Correction Models 

13. Forecasting Volatility I 

14. Forecasting Volatility II  

15. Financial Applications of Time-varying Volatility  

16. Forecasting with Nonlinear Models

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Author(s)

Biography

Gloria Gonzalez-Rivera, University of California Riverside, USA

Support Material

Companion Website

Please visit our companion website for additional support materials.