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005			20210303085312.0
006			m d
007			cr un|||||||||
008			101115s2008 enk o 001 0 eng d
020			_a9781849505406 (electronic bk.) : _c£100.00 ; €145.00 ; $175.00
040			_aUtOrBLW _cUtOrBLW
050		4	_aHB3730 _b.F67 2008
072		7	_aKJC _2bicssc
072		7	_aECO _2bicssc
072		7	_aBUS069000 _2bisacsh
080			_a338
082	0	4	_a338.5442 _222
245	0	0	_aForecasting in the presence of structural breaks and model uncertainty _h[electronic resource] / _cedited by David E. Raphach, Mark E. Wohar.
260			_aBingley, U.K. : _bEmerald, _c2008.
300			_a1 online resource (xxvii, 661 p.).
490	1		_aFrontiers of economics and globalization, _x1574-8715 ; _vv. 3
500			_aIncludes index.
505	0		_aForecasting macroeconomic variables using diffusion indexes in short samples with structural change / Anindya Banerjee, Massimiliano Marcellino, Igor Masten -- Predictive inference under model misspecification / Nii Ayi Armah, Norman R. Swanson -- Forecasting persistent data with possible structural breaks : old school and new school lessons using OECD unemployment rates / Walter Enders, Ruxandra Prodan -- What can we learn from comprehensive data revisions for forecasting inflation? Some US evidence / Pierre L. Siklos -- Forecasting annual UK inflation using an econometric model over 1875-1991 / Michael P. Clements, David F. Hendry -- Estimating and forecasting GARCH models in the presence of structural breaks and regime switches / Eric Hillebrand, Marcelo C. Medeiros -- A source of long memory in volatility / Namwon Hyung, Ser-Huang Poon, Clive W.J. Granger -- Forecasting stock return volatility in the presence of structural breaks / David E. Rapach, Jack K. Strauss, Mark E. Wohar -- Forecasting UK inflation : the roles of structural breaks and time disaggregation / Jennifer L. Castle, David F. Hendry -- Financial time series and volatility prediction using NoVaS transformations / Dimitris N. Politis, Dimitrios D. Thomakos -- Modeling foreign exchange rates with jumps / John M. Maheu, Thomas H. McCurdy -- Bagging binary and quantile predictors for time series : further issues / Tae-Hwy Lee, Yang Yang -- Forecasting interest rates : an application of the stochastic unit root and stochastic cointegration frameworks / Robert Sollis -- Bayesian model averaging in the presence of structural breaks / Francesco Ravazzolo, Richard Paap, Dick van Dijk, Philip Hans Franses -- The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns / Massimo Guidolin, Carrie Fangzhou Na -- Forecasting with small macroeconomic VARs in the presence of instabilities / Todd E. Clark, Michael W. McCracken -- Frontiers of economics and globalization / Hamid Beladi, E. Kwan Choi.
520			_aForecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. Forecasting in the Presence of Structural Breaks and Model Uncertainty presents findings from the recent literature and new findings in a way that will be very useful to academic researchers and practitioners alike.Each chapter includes detailed empirical applications that demonstrate the usefulness (and limitations) of different methods for generating forecasts when structural breaks and model uncertainty are of significant concern. The authors describe in detail their methods and their results, and the data and programs are made available on a web site devoted to the book. The volume addresses forecasting variables from both Macroeconomics and Finance, and considers many different methods of dealing with model instability and model uncertainty when forming forecasts.Authors are leading experts in the topics they survey and extend. This book is supported by a website detailing the data and programs used.
588	0		_aPrint version record
650		7	_aBusiness & Economics _xEconomics _xGeneral. _2bisacsh
650		7	_aBusiness strategy. _2bicssc
650		0	_aEconomic forecasting.
700	1		_aRapach, David E.
700	1		_aWohar, Mark E.
700	1		_aBeladi, Hamid.
700	1		_aChoi, Kwang, _d1947-
776	1		_z9780444529428
830		0	_aFrontiers of economics and globalization ; _vv. 3.
856	4	0	_uhttps://www.emerald.com/insight/publication/doi/10.1016/S1574-8715(2008)3
913			_1BMEbacklist
999			_c31528 _d31528