Economic Forecasts
Herausgegeben von Ralf Brüggemann, Winfried Pohlmeier, Werner Smolny
Themenheft Jahrbücher für Nationalökonomie und Statistik 1/2011 (Vol. 231)
2011. € 68,-. 176 S., kt. ISBN 978-3-8282-0535-2
Forecasts guide decisions in all areas of economics and finance. Economic policy makers base their decisions on business cycle forecasts, investment decisions of firms are based on demand forecasts, and portfolio managers try to outperform the market based on financial market forecasts. Forecasts extract relevant information from the past and help to reduce the inherent uncertainty of the future.
The topic of this special issue of the Journal of Economics and Statistics is the theory and practise of forecasting and forecast evaluation and an overview of the state of the art of forecasting.
Contents
Döhrn, Roland, Christoph M. Schmidt
Information or Institution?
On the Determinants of Forecast Accuracy
Schumacher, Christian
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP
Lenza, Michele, Thomas Warmedinger
A Factor Model for Euro-area
Short-term Inflation Analysis
Krüger, Fabian, Frieder Mokinski, Winfried Pohlmeier
Combining Survey Forecasts and Time Series Models: The Case of the Euribor
Carstensen, Kai, Klaus Wohlrabe, Christina Ziegler
Predictive Ability of Business Cycle Indicators under Test
Lütkepohl, Helmut
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
Halbleib, Roxana, Valeri Voev
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
Hofer, Helmut, Torsten Schmidt, Klaus Weyerstrass
Practice and Prospects of Medium-term Economic Forecasting
