Forecasting in Economics, Business, Finance and Beyond

By Francis X. Diebold et al

Published on June 10, 2017

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Table of Contents

About the Author
About the Cover
Preface
I Getting Started
1 Introduction
2 Universal Considerations
II Cross Sections: Basics
3 Predictive Regression: Review and Interpretation
4 Forecast Model Building and Use
III Time Series: A Components Perspective
5 Trend and Seasonality
6 Cycles I: Autoregressions and Wold's Chain Rule
7 Cycles II: The Wold Representation and Its Approximation
8 Noise: Conditional Variance Dynamics
IV Forecast Evaluation and Combination
10 Point Forecast Evaluation
11 Interval and Density Forecast Evaluation
12 Model-Based Forecast Combination
13 Market-Based Forecast Combination
14 Survey-Based Forecast Combination
V More
15 Selection, Shrinkage, and Distillation
16 Multivariate: Vector Autoregression
VI Appendices
A Elements of Probability and Statistics
B Elements of Nonparametrics
C Problems and Complements Data
D Some Pop and Cross-Over Books and Sites Worth Examining
E Construction of the Wage Datasets

Summary

Forecasting in Economics, Business, Finance and Beyond by Francis X. Diebold et al is a comprehensive book that covers various aspects of forecasting in different domains. The book emphasizes the importance of forecasting in decision-making processes and provides insights into predictive regression, model building, time series analysis, and forecast evaluation. With detailed discussions on trend analysis, seasonality, cycles, noise dynamics, and forecast combination techniques, this book serves as a valuable resource for students and professionals interested in the field of forecasting. The appendices offer additional information on probability, statistics, nonparametrics, and practical datasets for analysis. Overall, Forecasting in Economics, Business, Finance and Beyond is a must-read for those looking to enhance their forecasting skills and knowledge.