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<図書>
Economic forecasting : an introduction

責任表示 K. Holden, D.A. Peel and J.L. Thompson
データ種別 図書
出版情報 Cambridge : Cambridge University Press , 1990
本文言語 英語
大きさ ix, 213 p. ; 24 cm
概要 This book provides an introduction to the methods employed in forecasting the future state of the economy. It provides a comprehensive coverage of methods and applications in this fast-growing area an... is intended for use in postgraduate and upper-level undergraduate courses. Part I outlines the available techniques, particularly those used in business forecasting and econometric forecasting. The state of the art in time series modelling is reviewed and includes a discussion of Box-Jenkins models, the vector autogressive approach and cointegration. Ways of combining forecasts are also examined in detail. Part II considers the most important applications of forecasting. Applications in microeconomics include demand and sales forecasting, the use of anticipations data, leading indicators and scenario analysis. In macroeconomics the emphasis is on why errors occur in forecasting asset market prices, including implications of the efficient markets hypothesis for foreign markets, stock market prices and commodity market prices. The book ends with a discussion of the appropriateness of various techniques, recent developments in forecasting, and the links between economic forecasting and government policy.
This book provides an introduction to the methods employed in forecasting the future state of the economy.
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所蔵情報



中央図 3B 337.9/H 83-1/1 1990
068172192013934

書誌詳細

一般注記 Includes bibliographical references and indexes
著者標目 *Holden, K. (Kenneth)
Peel, D. A. (David A.)
Thompson, John L., 1931-
件 名 PRECIS:Economic forecasting
LCSH:Economic forecasting
分 類 LCC:HB3730
DC19:338.5/44
書誌ID 1000112339
ISBN 0521356121
NCID BA1219249X
巻冊次 : ; ISBN:0521356121 ; PRICE:£35.00 : CIP entry (May)
: pbk ; ISBN:052135692X ; PRICE:£12.95
NBN B9001198
登録日 2009.09.10
更新日 2009.09.10