Essays in honor of M. Hashem Pesaran : prediction and macro modeling

The collection in Volume 43 Part A of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in leading scientific journals to his credit along wi...

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Other Authors: Chudik, Alexander, (Editor), Hsiao, Cheng, (Editor), Timmermann, Allan, (Editor)
Format: eBook
Language: English
Published: Bingley, U.K. : Emerald Publishing Limited, 2022.
Series: Advances in econometrics ; v. 43A.
Subjects:
Econometrics.
Business & Economics > Econometrics.
elektronické knihy
electronic books
ISBN: 9781802620634
Physical Description: 1 online resource (vi, 350 pages)

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245 0 0 |a Essays in honor of M. Hashem Pesaran :  |b prediction and macro modeling /  |c edited by Alexander Chudik (Federal Reserve Bank of Dallas, USA), Cheng Hsiao (University of Southern California, USA), Allan Timmermann (University of California, USA). 
264 1 |a Bingley, U.K. :  |b Emerald Publishing Limited,  |c 2022. 
264 4 |c ©2022 
300 |a 1 online resource (vi, 350 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Advances in econometrics ;  |v volume 43A 
500 |a Includes index. 
504 |a Includes bibliographical references. 
505 0 |a Introduction / Alexander Chudik, Cheng Hsiao, and Allan Timmermann -- Part a1. Prediction -- Chapter 1. On the evolution of u.s. Temperature dynamics / Francis X. Diebold and Glenn D. Rudebusch -- Chapter 2. Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity / Kajal Lahiri, Huaming Peng, and Xuguang Simon Sheng -- Chapter 3. Nowcasting euro area GDP growth using bayesian quantile regression / James Mitchell, Aubrey Poon, and Gian Luigi Mazzi -- Chapter 4. Multi-step forecasting with large vector autoregressions / Andreas Pick and Matthijs Carpay -- Chapter 5. Gains from switching between forecasts / Allan Timmermann and Yinchu Zhu -- Part a2. Model instability and breaks Chapter 6. Efficient combined estimation under structural breaks / Tae-Hwy Lee, Shahnaz Parsaeian, and Aman Ullah -- Chapter 7. Smooth robust multi-horizon forecasts / Andrew B. Martinez, Jennifer L. Castle, and David F. Hendry -- Chapter 8. Finite sample forecast properties and window length under breaks in cointegrated systems / Luca Nocciola Part A3. Macro Modeling and Policy Analysis -- Chapter 9. A meta model analysis of exchange rate determination / Chrystalleni Aristidou, Kevin Lee, and Kalvinder Shields -- Chapter 10. Dancing alone or together: The dynamic effects of independent and common monetary policies / Povilas Lastauskas and Julius Stakenas -- Chapter 11. Measuring productivity growth and technology spillovers through global value chains: Analysis of a us-sino decoupling / Weilin Liu, Robin C. Sickles, and Yao Zhao -- Chapter 12. Checking if the straightjacket fits / Adrian Pagan and Michael Wickens -- Chapter 13. An event study of COVID-19 central bank quantitative easing in advanced and emerging economies / Alessandro Rebucci, Jonathan S. Hartley, and Daniel Jiménez -- Chapter 14. Government debt, deficits and interest rates 1870-2016 / Ron Smith. 
520 |a The collection in Volume 43 Part A of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in leading scientific journals to his credit along with highly influential books on both theoretical and applied topics, significantly pushing forward the frontiers of knowledge in econometrics and economics. Thanks to his profound and pioneering work on theoretical and empirical questions, the economics profession has gained a much better understanding of both the power and limitations of econometric analysis. Consistent with Hashem's contributions, this volume comprises of chapters on a variety of topics covering prediction and macroeconomic modelling. The list of topics includes studies on Bayesian Quantile regression methods, forecasting implications from the economic impact of global warming, assessment of DSGE models, and parameter estimation in the presence of multiple breaks. 
588 0 |a Print version record. 
650 0 |a Econometrics. 
650 7 |a Business & Economics  |x Econometrics.  |2 bisacsh 
650 7 |a Econometrics.  |2 bicssc 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
700 1 |a Chudik, Alexander,  |e editor. 
700 1 |a Hsiao, Cheng,  |e editor. 
700 1 |a Timmermann, Allan,  |e editor. 
776 0 8 |i Print version:  |z 9781802620627 
776 0 8 |i PDF version:  |z 9781802620610 
830 0 |a Advances in econometrics ;  |v v. 43A. 
856 4 0 |u https://proxy.k.utb.cz/login?url=https://doi.org/10.1108/S0731-9053202143A  |y Full text 

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