Economic and business forecasting : analyzing and interpreting econometric results / / John Silvia [and four others]

• Autore: Silvia John
• Pubblicazione: Hoboken, New Jersey : , : Wiley, , 2014; ©2014
• Edizione: 1st edition
• Descrizione fisica: 1 online resource (402 p.)
• Disciplina: 330.01/5195
• Soggetto topico: Economic forecasting; Business forecasting; Decision making; Econometrics
• Persona (resp. second.): SilviaJohn
• Note generali: Includes index.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Economic 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 ; Part 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 ; Data 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 ; Investment 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 ; Financial 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 ; The Error Correction Model
• Sommario/riassunto: 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 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
• Titolo autorizzato: Economic and business forecasting
• ISBN: 1-118-56954-7; 1-118-56980-6
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910789015103321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley and SAS business series.