Contributors
Introduction.

Part 1. Forecasting models and methods
1. VARs, cointegration and common cycle restrictions
2. Dynamic factor models
3 Forecasting with non-linear models
4 Forecasting with DSGE models
5 Unobserved components
6 Judgmental forecasting

Part 2. Data issues
7 Nowcasting
8 Forecasting with mixed-frequency data
9 Forecasting with real-time data vintages

Part 3. Forecasting and Structural breaks
10 Forecasting and structural breaks
11 Forecasting breaks and forecasting during breaks
12 Forecast combination

Part 4. Forecast evaluation
13 Multiple forecast model evaluation
14 Testing for unconditional predictive ability
15 Testing for conditional predictive ability
16 Interpreting and Combining Heterogeneous Survey Forecasts
17 Use and Evaluation of Panels of Forecasts

Part 5. Financial forecasting
18 Forecasting Financial Time Series
19 Volatility Forecasting Using High Frequency Data

Part 6. Special Interest Areas
20 Economic value of weather and climate Forecasts
21 Long-horizon Growth forecasting And Demography
22 Energy Market forecasting
23 Models for Health Care
24 Political and election forecasting
25 Marketing & sales

Index