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OverviewThe 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. Full Product DetailsAuthor: James H. Stock , Mark W. WatsonPublisher: The University of Chicago Press Imprint: University of Chicago Press Edition: 2nd ed. Volume: Vol 28 Dimensions: Width: 1.60cm , Height: 0.30cm , Length: 2.30cm Weight: 0.652kg ISBN: 9780226774886ISBN 10: 0226774880 Pages: 348 Publication Date: 15 November 1993 Audience: College/higher education , Professional and scholarly , Undergraduate , Postgraduate, Research & Scholarly Format: Hardback Publisher's Status: Active Availability: Out of stock  The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available. Table of ContentsAcknowledgments Introduction James H. Stock And Mark W. Watson 1. Twenty-Two Years Of The NBER-ASA Quarterly Economic Outlook Surveys: Aspects And Comparisons Of Forecasting Performance Victor Zarnowitz And Phillip Braun Comment: Allen Sinai 2. A Procedure For Predicting Recessions With Leading Indicators: Econometric Issues And Recent Experience James H. Stock And Mark W. Watson Comment: Kenneth F. Wallis 3. Estimating Event Probabilities From Macroeconometric Models Using Stochastic Simulation Ray C. Fair Comment: James D. Hamilton 4. A Nine Variable Probabilistic Macroeconomic Forecasting Model Christopher A. Sims Comment: Pierre Perron 5. Why Does The Paper-Bill Spread Predict Real Economic Activity? Benjamin M. Friedman And Kenneth N. Kuttner Comment: Ben S. Bernanke 6. Further Evidence On Business Cycle Duration Dependence Francis X. Diebold, Glenn D. Rudebusch, And Daniel E. Sichel Comment: Bruce E. Hansen 7. Dynamic Index Models For Large Cross Sections Danny Quah And Thomas J. Sargent Comment: John Geweke 8. Modelling Non-Linearity Over The Business Cycle Clive W.J. Granger, Timo Terdsvirta, And Heather Anderson Comment: Andrew Harvey Contributors Author Index Subject IndexReviewsAuthor InformationJames H. Stock is the Harold Hitchings Burbank Professor of Political Economy at Harvard University, faculty member of the Harvard Kennedy School, and a research associate of the National Bureau of Economic Research. Tab Content 6Author Website:Countries AvailableAll regions |
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