Elements of Forecasting (with InfoTrac 1-Semester, Economic Applications Online Product, Data Sets Printed Access Card) - Hardcover

Diebold, Francis X.

Hardcover

ISBN 10: 032432359X ISBN 13: 9780324323597

Publisher: Cengage Learning, 2006

Synopsis

ELEMENTARY FORECASTING focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.

About this title

About the Author

Francis X. Diebold is William Polk Carey Professor of Economics, and Professor of Finance and Statistics, at the University of Pennsylvania and its Wharton School, and Faculty Research Associate at the National Bureau of Economic Research in Cambridge, Mass. He is a leader in forecasting, econometrics, risk management, quantitative finance, and macroeconomics, with extensive experience simultaneously in academic, corporate, and policy circles. Dr. Diebold has published more than one hundred articles and ten books and edited volumes. He has received widespread recognition for his work, including election to Fellowship in the Econometric Society, Sloan and Guggenheim Fellowships, and election to advisory and editorial boards of numerous leading journals, including Econometrica and Review of Economics and Statistics. Dr. Diebold is equally active in corporate and policy affairs, and he is consulted regularly by financial firms, governments and multilateral organizations, worldwide. His latest book is Measuring and Forecasting Financial Market Volatilities and Correlations. Dr. Diebold is a popular lecturer, both in the U.S. and internationally. He has held visiting appointments in Economics and Finance at Princeton University, Cambridge University, the University of Chicago, the London School of Economics, and New York University. He is also active in executive education; his ongoing annual courses include those at the International Monetary Fund (Washington, DC) and FAME (Geneva). He has received several prizes for outstanding teaching. Dr. Diebold received his B.S. from the Wharton School in 1981 and his Ph.D. in 1986. Before returning to the University of Pennsylvania in 1989, he worked as an economist under Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System in Washington DC. He is married with three children and lives in Wayne, Pennsylvania.

Edition details

• Publisher: Cengage Learning
• Publication date: 2006
• Language: English
• ISBN 10: 032432359X
• ISBN 13: 9780324323597
• Binding: Hardcover
• Edition number: 4
• Number of pages: 384