Economic Forecasting (2nd Edition)

Author: Francis X. Diebold (USA)
Publisher:
Publish Date: 2003-11-08
Features: The book Economic Forecasting concisely introduces the advancements in forecasting techniques since Box and Jenkins using modern perspectives, covering trends, seasonality, cycles, random trends, vector autoregression, cointegration, selection criteria and evaluation of forecasting models, as well as traditional and modern forecasting techniques like combination forecasting. This book is application-oriented, providing numerous forecasting examples in the fields of business, finance, and economics. It serves as a standard textbook and reference for econometrics and forecasting research. Forecasting serves decision-making. To give you an intuitive understanding of forecasting, we first briefly describe the application areas of forecasting and explain how it supports decision-making.