The Resource Financial forecasting for business and economics, Eduard Jan Bomhoff

Financial forecasting for business and economics, Eduard Jan Bomhoff

Label
Financial forecasting for business and economics
Title
Financial forecasting for business and economics
Statement of responsibility
Eduard Jan Bomhoff
Creator
Subject
Language
eng
Summary
  • Until recently a formidable gap separated practical business economists, who forecast economic growth and exchange and interest rate fluctuations, from academic researchers Academic journals focused on statistical techniques which were inappropriate for practical business forecasting. Economic theory, especially in the field of business cycle research became more and more abstract and harder to apply. These twin developments drove many practitioners to technical analysis. Fortunately, the gap is being bridged. New scholarly research offers much more scope for useful forecasts of exchange rates and stock market indices. Advances in statistics, especially in the estimation of Kalman filters, allows for better treatment of non-stationary variables
  • Financial Forecasting for Business and Economics summarizes the important new thinking on financial market forecasting and on the statistical modelling of non-stationary series in a clear and readable manner. The first four chapters deal with forecasting economic and financial indicators. In addition there are separate chapters on the forecasting of economic growth, stock market indices, exchange rates and on the relationship between short and long term interest rates. The emphasis throughout is on real-life examples using data from a wide variety of countries and sources. Readers who have a basic familiarity with statistical analysis will use this book to learn through practical examples which pitfalls to avoid in economic and financial forecasting and how to construct a sensible forecasting model
Cataloging source
CTC
http://library.link/vocab/creatorDate
1944-
http://library.link/vocab/creatorName
Bomhoff, Eduard Jan
Illustrations
  • illustrations
  • charts
Index
index present
LC call number
HB3730
LC item number
.B65 1994
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Business forecasting
  • Economic forecasting
  • Prognoseverfahren
  • Business forecasting
  • Economic forecasting
  • Finanzierung
  • Prognoseverfahren
  • Wirtschaft
Label
Financial forecasting for business and economics, Eduard Jan Bomhoff
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 212-216) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Ch. 1. Introduction -- Ch. 2. Analysis of a Single Time Series -- Ch. 3. Analysis of Multivariate Time Series -- Ch. 4. Introducing the Multivariate Kalman Filter -- Ch. 5. Forecasting Economic Growth -- Ch. 6. Forecasting with the Term Structure of Interest Rates -- Ch. 7. Forecasting Returns on the Stock Market Index -- Ch. 8. Forecasting Exchange Rates -- Ch. 9. Four Econometric Fashions and the Kalman Filter Alternative
Dimensions
24 cm
Extent
x, 224 pages
Isbn
9780121128906
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other control number
ZBWT00540865
Other physical details
illustrations, graph.
System control number
  • (OCoLC)31942318
  • (OCoLC)ocm31942318
Label
Financial forecasting for business and economics, Eduard Jan Bomhoff
Publication
Bibliography note
Includes bibliographical references (p. 212-216) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Ch. 1. Introduction -- Ch. 2. Analysis of a Single Time Series -- Ch. 3. Analysis of Multivariate Time Series -- Ch. 4. Introducing the Multivariate Kalman Filter -- Ch. 5. Forecasting Economic Growth -- Ch. 6. Forecasting with the Term Structure of Interest Rates -- Ch. 7. Forecasting Returns on the Stock Market Index -- Ch. 8. Forecasting Exchange Rates -- Ch. 9. Four Econometric Fashions and the Kalman Filter Alternative
Dimensions
24 cm
Extent
x, 224 pages
Isbn
9780121128906
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other control number
ZBWT00540865
Other physical details
illustrations, graph.
System control number
  • (OCoLC)31942318
  • (OCoLC)ocm31942318

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