Economic and business forecasting : analyzing and interpreting econometric results /

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Discover the secrets to applying simple econometric techniques to improve forecasting. Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, Economic and Business Forecast...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Silvia, John
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
Colección:Wiley & SAS business series
Temas:
Economic forecasting.
Business forecasting.
Decision making.
Econometrics.
Decision Making
Prévision économique.
Prévision commerciale.
Prise de décision.
Économétrie.
decision making.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Business forecasting
Decision making
Econometrics
Economic forecasting
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Machine generated contents note: Effective Decision Making: Characterize the Data
  • Growth: How Is the Economy Doing Overall?
  • Personal Consumption
  • Gross Private Domestic Investment
  • Government Purchases
  • Net Exports of Goods and Services
  • Real Final Sales and Gross Domestic Purchases
  • Labor Market: Always a Core Issue
  • Establishment Survey
  • Data Revision: A Special Consideration
  • Household Survey
  • Marrying the Labor Market Indicators Together
  • Jobless Claims
  • Inflation
  • Consumer Price Index: A Society's Inflation Benchmark
  • Producer Price Index
  • Personal Consumption Expenditure Deflator: The Inflation Benchmark for Monetary Policy
  • Interest Rates: Price of Credit
  • Dollar and Exchange Rates: The United States in a Global Economy
  • Corporate Profits
  • Summary
  • Profitability Ratios
  • Summary
  • Why Characterize a Time Series?
  • How to Characterize a Time Series
  • Application: Judging Economic Volatility
  • Summary
  • Important Test Statistics in Identifying Statistically Significant Relationships
  • Simple Econometric Techniques to Determine a Statistical Relationship
  • Advanced Econometric Techniques to Determine a Statistical Relationship
  • Summary
  • Additional Reading
  • Tips for SAS Users
  • DATA Step
  • PROC Step
  • Summary
  • Testing a Unit Root in a Time Series: A Case Study of the U.S. CPI
  • Identifying a Structural Change in a Time Series
  • Application of the HP Filter
  • Application: Benchmarking the Housing Bust, Bear Stearns, and Lehman Brothers
  • Summary
  • Useful Tips for an Applied Time Series Analysis
  • Converting a Dataset from One Frequency to Another
  • Application: Did the Great Recession Alter Credit Benchmarks?
  • Summary
  • Commandment 1: Know What You Are Forecasting
  • Commandment 2: Understand the Purpose of Forecasting
  • Commandment 3: Acknowledge the Cost of the Forecast Error
  • Commandment 4: Rationalize the Forecast Horizon
  • Commandment 5: Understand the Choice of Variables
  • Commandment 6: Rationalize the Forecasting Model Used
  • Commandment 7: Know How to Present the Results
  • Commandment 8: Know How to Decipher the Forecast Results
  • Commandment 9: Understand the Importance of Recursive Methods
  • Commandment 10: Understand Forecasting Models Evolve over Time
  • Summary
  • Unconditional (Atheoretical) Approach
  • Conditional (Theoretical) Approach
  • Recession Forecast Using a Probit Model
  • Summary
  • Importance of the Real-Time Short-Term Forecasting
  • Individual Forecast versus Consensus Forecast: Is There an Advantage?
  • Econometrics of Real-Time Short-Term Forecasting: The BVAR Approach
  • Forecasting in Real Time: Issues Related to the Data and the Model Selection
  • Case Study: WFC versus Bloomberg
  • Summary
  • Appendix 11A: List of Variables
  • Unconditional Long-Term Forecasting: The BVAR Model
  • BVAR Model with Housing Starts
  • Model without Oil Price Shock
  • Model with Oil Price Shock
  • Summary
  • Risks to Short-Term Forecasting: There Is No Magic Bullet
  • Risks of Long-Term Forecasting: Black Swan versus a Group of Black Swans
  • Model-Based Forecasting and the Great Recession/Financial Crisis: Worst-Case Scenario versus Panic
  • Summary
  • Benchmarking Economic Growth
  • Industrial Production: Another Case of Stationary Behavior
  • Employment: Jobs in the Twenty-First Century
  • Inflation
  • Interest Rates
  • Imbalances between Bond Yields and Equity Earnings
  • Note of Caution on Patterns of Interest Rates
  • Business Credit: Patterns Reminiscent of Cyclical Recovery
  • Profits
  • Financial Market Volatility: Assessing Risk
  • Dollar
  • Economic Policy: Impact of Fiscal Policy and the Evolution of the U.S. Economy
  • Long-Term Deficit Bias and Its Economic Implications
  • Summary.

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