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Author:   Alexander Chudik (Federal Reserve Bank of Dallas, USA) ,  Cheng Hsiao (University of Southern California, USA) ,  Allan Timmermann (University of California, USA)
Publisher:   Emerald Publishing Limited
Imprint:   Emerald Publishing Limited
Volume:   V43, Part A
Dimensions:   Width: 15.20cm , Height: 2.40cm , Length: 22.90cm
Weight:   0.640kg
ISBN:  

9781802620627

ISBN 10:   1802620621
Pages:   360
Publication Date:   18 January 2022
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

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

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Author Information

Alexander Chudik works as an Economic Policy Advisor and Senior Economist at the Federal Reserve Bank of Dallas, USA. His main research interests are theoretical and applied econometrics. Cheng Hsiao is Professor of Economics at the University of Southern California, USA. His main research interests are theoretical and applied econometrics. Alan Timmerman is Professor of Finance and Economics at the University of California, San Diego, USA. His main research interests are financial modelling, time-series econometrics as well as economic forecasting.

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