Economic and business forecasting

analyzing and interpreting economoetric results

You can 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 Forecasting offers a comprehensive and ...

Time series models for business and economic forecasting

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises ...

The Map and the territory 2.0

risk, human nature, and the future of forecasting

Like all of us, though few so visibly, Alan Greenspan was forced by the financial crisis of 2008 to question some fundamental assumptions about risk management and economic forecasting. How had our models so utterly failed us? Virtually every day, we make wagers on the ...

Computation and modelling in insurance and finance

Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling ...

Models of economic liberalization

business, workers, and compensation in Latin America, Spain and Portugal

This book aims to explain the variation in the models of economic liberalization across Ibero-America in the last quarter of the twentieth century, and the legacies they produced for the current organization of the political economies. Although the macroeconomics of effective market adjustment evolved in ...

Recursive models of dynamic linear economies

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present examples from ...

Multivariate time series analysis

with R and financial applications

An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through ...

Econometric analysis of panel data

Panel data econometrics has evolved rapidly over the last decade. Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners. Written by one of the world's leading researchers and writers in ...

An introduction to econometrics

a self-contained approach

This unique introduction to econometrics provides undergraduate students with a command of regression analysis in one semester, enabling them to grasp the empirical literature and undertake serious quantitative projects of their own. It does not assume any previous exposure to probability and statistics but does ...

The map and the territory

risk, human nature, and the future of forecasting

Like all of us, though few so visibly, Alan Greenspan was forced by the financial crisis of 2008 to question some fundamental assumptions about risk management and economic forecasting. No one with any meaningful role in economic decision making in the world saw beforehand the ...

Using econometrics

a practical guide

For beginning econometrics students or practitioners interested in updates and a refresher. A thorough and beginner-friendly introduction to econometrics. Using Econometrics: A Practical Guide provides students with a practical introduction that combines single-equation linear regression analysis with real-world examples and exercises. This text also avoids ...

A history of econometrics

therReformation from the 1970s

Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960. This book provides an account of the advances in the field of econometrics since the 1970s. Based on ...

Regression analysis of count data

Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models ...

The Oxford handbook of Bayesian econometrics

Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for ...

Introductory econometrics

a modern approach

This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate ...

Econometrics for dummies

Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies ...

Big data analytics

turning big data into big money

Unique insights to implement big data analytics and reap big returns to your bottom line Focusing on the business and financial value of big data analytics, respected technology journalist Frank J. Ohlhorst shares his insights on the newly emerging field of big data analytics in ...

Análisis de datos con Stata

Stata es uno de los paquetes estadísticos de referencia en las comunidades científicas de muy diversas ramas, como la economía, la ciencia política y la sociología. Este Cuaderno Metodológico tiene como finalidad enseñar los rudimentos de su uso mediante explicaciones sustantivas y aplicaciones prácticas de ...

Analysis of economic data

Introduces students to basic econometric techniques and shows the reader how to apply these techniques in the context of real-world empirical problems.

Prácticas de econometría dinámica

Con la edición de Prácticas de Econometría dinámica, Jorge V. Pérez Rodríguez nos ofrece una colección de ejercicios resueltos teóricos y aplicados que, en la mayoría de los casos, son utilizados en el seguimiento habitual de las clases de teoría para el aprendizaje en esta ...