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Essays in honor of M. Hashem Pesaran. Part A, Prediction and macro modeling /
The collection of chapters in Volume 43 Part A of Advances in Econometricsserves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
| Call Number: | Libro Electrónico |
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| Other Authors: | , , , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
United Kingdom :
Emerald Publishing,
2022.
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| Series: | Advances in Econometrics Ser.
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| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- Introduction; Alexander Chudik, Cheng Hsiao, and Allan Timmermann Part A1. Prediction Chapter 1. On the Evolution of U.S. Temperature Dynamics; Francis X. Diebold and Glenn D. Rudebusch Chapter 2. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity; Kajal Lahiri, Huaming Peng, and Xuguang Simon Sheng Chapter 3. Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression; James Mitchell, Aubrey Poon, and Gian Luigi Mazzi Chapter 4. Multi-step Forecasting with Large Vector Autoregressions; Andreas Pick and Matthijs Carpay Chapter 5. Gains from Switching Between Forecasts; Allan Timmermann and Yinchu Zhu Part A2. Model Instability and Breaks Chapter 6. Efficient Combined Estimation under Structural Breaks; Tae-Hwy Lee, Shahnaz Parsaeian, and Aman Ullah Chapter 7. Smooth Robust Multi-Horizon Forecasts; Andrew B. Martinez, Jennifer L. Castle, and David F. Hendry Chapter 8. Finite Sample Forecast Properties and Window Length under Breaks in Cointegrated Systems; Luca Nocciola Part A3. Macro Modeling and Policy Analysis Chapter 9. A Meta Model Analysis of Exchange Rate Determination; Chrystalleni Aristidou, Kevin Lee, and Kalvinder Shields Chapter 10. Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies; Povilas Lastauskas and Julius Stakenas Chapter 11. Measuring Productivity Growth and Technology Spillovers through Global Value Chains: Analysis of a US-Sino Decoupling; Weilin Liu, Robin C. Sickles, and Yao Zhao Chapter 12. Checking if the Straightjacket Fits; Adrian Pagan and Michael Wickens Chapter 13. An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies; Alessandro Rebucci, Jonathan S. Hartley, and Daniel Jiménez Chapter 14. Government Debt, Deficits and Interest Rates 1870-2016; Ron Smith.