Economic forecasting

by Molnar, Alan T.

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Title Statements

Full title :Economic forecasting / Alan T. Molnar, editor.

Edition Statements

Publication Date:©2010.

Publication Statements

Publisher(s):Nova Science Publishers
Place of Publication:New York
Language:eng
Publication Date:©2010.

The Physical Object

Description:1 online resource (x, 273 pages) : : illustrations

Edition Identifiers

ISBN:9781611224788, 1611224780
oclc:ocn727948489
LC Classification:HB3730
Dewey Decimal:330.01/5195

ECONOMIC FORECASTING; CONTENTS; PREFACE; TEMPORAL DISAGGREGATIONOF TIME SERIES-A REVIEW; Abstract; 1. Introduction; 2. Methods that Do not Use Indicators; 3. Methods Based on Indicators; 3.1. Adjusting Methods; 3.2. Structural and Econometrics Model Methods; 3.3. Optimal Methods; 4. Methods Based on the Representation in the State Space; 5. Approaches from the Frequency Domain; 6. Conclusion; References; ECONOMETRIC MODELLING AND FORECASTINGOF PRIVATE HOUSING DEMAND; Abstract; Introduction; Housing Demand and Macro-economic Variables; Methodology; The Econometric Model.

Impulse Response AnalysisSources of Data; Model Specification and Implications; Unit Root Tests; Weak Exogeneity; Cointegration Tests; Vector Error-Correction Model; Model Verification; Impulse Responses and Variance Decomposition; Limitations of the Forecasting Model; Conclusion; Acknowledgement; References; SIGNAL AND NOISE DECOMPOSITIONOF NONSTATIONARY TIME SERIES; Abstract; 1. Introduction; 2. A General Framework for Decomposing Time Series; 3. Signal Extraction from ARIMA Models; 3.1. The Beveridge-Nelson Signal Extraction Filter; 3.2. A Beveridge-Nelson Smoother.

3.3. A Canonical Decomposition3.4. ARIMA Com…

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