Dr. Timmermann, holder of the Atkinson/Epstein Chair at the Rady School of Management at the University of California, San Diego, has published a new seminal book with Graham Elliott, entitled “Economic Forecasting”.
From the back cover: “Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters.”
This book is now shipping, and can conveniently be bought directly via Amazon at the following link: