LEADER 05525nam 2200733 450 001 9910813515703321 005 20200520144314.0 010 $a1-118-56954-7 010 $a1-118-56980-6 035 $a(CKB)3710000000093431 035 $a(EBL)1651151 035 $a(SSID)ssj0001132062 035 $a(PQKBManifestationID)11641068 035 $a(PQKBTitleCode)TC0001132062 035 $a(PQKBWorkID)11147420 035 $a(PQKB)10340450 035 $a(DLC) 2013041640 035 $a(Au-PeEL)EBL1651151 035 $a(CaPaEBR)ebr10849218 035 $a(OCoLC)861120022 035 $a(CaSebORM)9781118497098 035 $a(MiAaPQ)EBC1651151 035 $a(EXLCZ)993710000000093431 100 $a20140326h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aEconomic and business forecasting $eanalyzing and interpreting econometric results /$fJohn Silvia [and four others] 205 $a1st edition 210 1$aHoboken, New Jersey :$cWiley,$d2014. 210 4$dİ2014 215 $a1 online resource (402 p.) 225 1 $aWiley & SAS Business Series 300 $aIncludes index. 311 $a1-118-49709-0 320 $aIncludes bibliographical references and index. 327 $aEconomic and Business Forecasting: Analyzing and Interpreting Econometric Results; Copyright; Contents; Preface; Acknowledgments; Chapter 1: Creating Harmony Out of Noisy Data; Effective Decision Making: Characterize the Data; Part IA: Identifying Trend in a Time Series: GDP and Public Deficits; Part IB: Identifying the Cycle for a Time Series; Part IC: Identifying the Subcycles of Economic Behavior: Use of the HP Filter; Part ID: Spotting Structural Breaks in a Time Series; Part IE: Unit Root Tests; Part IF: Modeling the Cycle; Part IG: Cointegration and Error Correction Model 327 $aPart IH: Causality-What Drives What?Part II: Measuring Volatility: ARCH/GARCH; Part IIA: Forecasting with a Regression Model; Part IIB: Forecasting Recession/Regime Switch as Either/or Outcomes; Part IIC: Forecasting with Vector Autoregression; Part IID: Forecast Evaluation; Chapter 2: First, Understand 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; The Labor Market: Always a Core Issue; Establishment Survey 327 $aData Revision: A Special ConsiderationThe 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; The Dollar and Exchange Rates: The United States in a Global Economy; Corporate Profits; Summary; Chapter 3: Financial Ratios; Profitability Ratios; Return on Equity; Return on Assets; Corporate Profits as a Percentage of GDP; Liquidity Ratios; Leverage Ratios 327 $aInvestment Valuation RatioSummary; Chapter 4: Characterizing a Time Series; Why Characterize a Time Series?; How to Characterize a Time Series; Putting Simple Statistical Measures to Work; Identifying a Time Trend in a Series; Identifying the Cycle in a Time Series; Testing for a Unit Root; Structural Change: A New Normal?; Separating Cycle and Trend in a Time Series: The Hodrick-Prescott Filter; Application: Judging Economic Volatility; Look at the Data; Putting Simple Statistical Measures to Work; Corporate Profits; Focus on the Labor Market Using Monthly Data 327 $aFinancial Market Volatility: Assessing RiskSummary; Chapter 5: Characterizing a Relationship between Time Series; Important Test Statistics in Identifying Statistically Significant Relationships; Level of Significance and p-value; The t-Value or t-Test; The F-Test; R2 and Adjusted R2; White Noise/Autocorrelation Detection Tests; Model Selection Criteria: The AIC and SIC; Simple Econometric Techniques to Determine a Statistical Relationship; Correlation Analysis; Regression Analysis; Advanced Econometric Techniques to Determine a Statistical Relationship; Cointegration Analysis 327 $aThe Error Correction Model 330 $aDiscover the secrets to applying simple econometric techniques to improve forecasting Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, Economic and Business Forecasting offers a comprehensive and practical approach to quantifying and accurate forecasting of key variables. Using simple econometric techniques, author John E. Silvia focuses on a select set of major economic and financial variables, revealing how to optimally use statistical software 410 0$aWiley and SAS business series. 606 $aEconomic forecasting 606 $aBusiness forecasting 606 $aDecision making 606 $aEconometrics 615 0$aEconomic forecasting. 615 0$aBusiness forecasting. 615 0$aDecision making. 615 0$aEconometrics. 676 $a330.01/5195 700 $aSilvia$b John$0877403 702 $aSilvia$b John 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910813515703321 996 $aEconomic and business forecasting$94091396 997 $aUNINA