: Provides practical tools for improving forecast accuracy and managing communication challenges.
For those looking to acquire these volumes, they are available as a set or individually through retailers like Elsevier and Amazon . Handbook of Economic Forecasting, Volume 2A - Elsevier
The set is split between theoretical innovation and real-world implementation:
The is a definitive resource for economists, published by Elsevier/North-Holland . Edited by Graham Elliott and Allan Timmermann, this two-volume set builds on the foundation of Volume 1 (2006) to address modern complexities in econometric modeling and financial planning. Core Focus Areas
: It brings together surveys of literature previously scattered across theoretical statistics, econometrics, and empirical economics journals.
: Chapters are authored by leading scholars, including Nobel laureate Clive Granger (who edited Vol. 1), Jon Faust, and Jonathan Wright.
– 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
: As a definitive source for the current state of forecasting theory.