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Elements of Forecasting,4ed

Diebold, Francis

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ISBN 10: 0324359047 / ISBN 13: 9780324359046
Published by Thomson/South-Western, 2007
Used Condition: Good Hardcover
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Bibliographic Details

Title: Elements of Forecasting,4ed

Publisher: Thomson/South-Western

Publication Date: 2007

Binding: Hardcover

Book Condition:Good

Edition: 4th Edition

About this title

Synopsis:

Elements of Forecasting is a concise, modern survey of business and economics forecasting methods. Written by a leading expert on forecasting, it focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. It is applications-oriented and illustrates all methods with detailed examples and case studies.
-- Covers standard material (trend, seasonality, cycles) as well as more modern topics such as model selection, volatility models, unit roots and stochastic trends, vector autoregressions, and cointegration
-- Highly applications-oriented, and numerous detailed real-world examples chosen from a variety of fields (including economics, economics, public policy, and engineering) to illustrate all methods.
-- Integrates modern modeling and forecasting software, using Eviews output throughout to illustrate concepts. All the data analyzed is included on a disk packaged with the book
-- Drives home the limits of forecasting through realistic examples in which not everything works perfectly

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.

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