The set is split between theoretical innovation and real-world implementation:
– This volume focuses on advanced forecasting techniques, specifically for macroeconomics and financial variables. It covers high-level concepts like Bayesian vector autoregressions, DSGE model-based forecasting, and forecasting inflation. Handbook of Economic Forecasting SET 2A-2B, Vol...
– This volume dives into the practical side of forecasting, examining the objectives and strategies of professional forecasters. Key topics include prediction markets, exchange rate forecasting from an investor's perspective, and variable selection in predictive regressions. Key Features & Contributions The set is split between theoretical innovation and
: Serves as a supplementary reading for advanced economics and finance courses. DSGE model-based forecasting