Macroeconomic Survey Expectations

Michael P. Clements (Autor)

Buch | Hardcover

XVI, 196 Seiten

2019 | 1st ed. 2019
Springer International Publishing (Verlag)
978-3-319-97222-0 (ISBN)

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Why should we be interested in macroeconomic survey expectations? This important book offers an in-depth treatment of this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements presents the nature of survey data, addresses some of the difficulties posed by the way in which survey expectations are elicited and considers the evaluation of point predictions and probability distributions. He outlines how, from a behavioural perspective, surveys offer insight into how economic agents form their expectations.

Michael Clements is Professor of Econometrics at the ICMA Centre, Henley Business School, University of Reading, UK. He is Series Editor of Palgrave Texts in Econometrics and Palgrave Advanced Texts in Econometrics, and has published extensively on time series econometrics, modelling and forecasting.

Chapter 1: Introduction.- Chapter 2: The Nature of Survey Expectations.- Chapter 3: Working with Forecast Data.- Chapter 4: Assessing the Point Predictions.- Chapter 5: Assessing the Accuracy of the Probability Distributions.- Chapter 6: Consistency of the Point Forecasts and Probability Distributions.- Chapter 7: Macroeconomic Uncertainty - Surveys versus Models?.- Chapter 8: Behavioural Models of Expectations Formation.- Chapter 9: Expectations Shocks and the Macroeconomy.

Erscheinungsdatum	18.01.2019
Reihe/Serie	Palgrave Texts in Econometrics
Zusatzinfo	XVI, 196 p. 5 illus., 2 illus. in color.
Verlagsort	Cham
Sprache	englisch
Maße	148 x 210 mm
Gewicht	406 g
Themenwelt	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
	Wirtschaft ► Volkswirtschaftslehre ► Mikroökonomie
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
Schlagworte	Behavioural Models of Expectations Formation • Density evaluation • economic forecasting • Expectations shocks • Forecast data • Macroeconometrics • Macroeconomic survey expectations • Macroeconomic uncertainty • Point Forecasts • probability distributions • Time Series Econometrics
ISBN-10	3-319-97222-7 / 3319972227
ISBN-13	978-3-319-97222-0 / 9783319972220
Zustand	Neuware