Essays in honor of M. Hashem Pesaran. Part A, Prediction and macro modeling /

The collection of chapters in Volume 43 Part A of Advances in Econometricsserves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

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Bibliographic Details
Other Authors: Chudik, Alexander (Editor), Hsiao, Cheng, 1943- (Editor), Timmermann, Allan (Editor), Pesaran, M. Hashem, 1946- (honouree.)
Format: Electronic eBook
Language:English
Published: United Kingdom : Emerald Publishing, 2022.
Series:Advances in Econometrics Ser.
Subjects:
Online Access:CONNECT

MARC

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520 |a The collection of chapters in Volume 43 Part A of Advances in Econometricsserves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran. 
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. 
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