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Titolo: |
Economic and business forecasting : analyzing and interpreting econometric results / / John Silvia [and four others]
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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 | |
Soggetto genere / forma: | Electronic books. |
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.: | 9910464919103321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |