Table of Contents

Introduction, Michael Clements and David Hendry

Part 1. Forecasting models and methods
1. VARs, cointegration and common cycle restrictions, Heather Anderson and Farshid Vahid
2. Dynamic factor models, James Stock and Mark Watson
3. Forecasting with non-linear models, Anders Kock and Timo Terasvirta
4. Forecasting with DSGE models, Kai Christoffel, Gunter Coenen and Anders Warne
5. Unobserved components, Siem Jan Koopman and Marius Ooms
6. Judgmental forecasting, Paul Goodwin, Dilek Onkal and Michael Lawrence

Part 2. Data issues
7. Nowcasting, Marta Banbura, Domenico Giannone and Lucrezia Reichlin
8. Forecasting with mixed-frequency data, Elena Andreou, Eric Ghysels and Andros Kourtellos
9. Forecasting with real-time data vintages, Dean Croushore

Part 3. Forecasting and structural breaks
10. Forecasting and structural breaks, Michael Clements and David Hendry
11. Forecasting breaks and forecasting during breaks, Jennifer Castle, David Hendry, and Nicholas Fawcett
12. Forecast combination, Marco Aiolfi, Carlos Capistran and Allan Timmermann

Part 4. Forecast evaluation
13. Multiple forecast model evaluation, Valentina Corradi and Walter Distaso
14. Testing for unconditional predictive ability, Todd Clark and Michael McCracken
15. Testing for conditional predictive ability, Raffaella Giacomini
16. Interpreting and Combining Heterogeneous Survey Forecasts, Charles Manski
17. Use and Evaluation of Panels of Forecasts, Antony Davies, Kajal Lahiri and Xuguang Sheng

Part 5. Financial forecasting
18. Forecasting Financial Time Series, Terence Mills
19. Volatility Forecasting Using High Frequency Data, Peter Hansen and Asger Lunde

Part 6. Special interest areas
20. Economic value of weather and climate forecasts, Richard Katz and Jeff Lazo
21. Long-horizon growth forecasting and demography, Thomas Lindh
22. Energy market forecasting, Derek Bunn and Nektaria Karakatsani
23 Models for health care, Andrew Jones
24 Political and election forecasting, Michael Lewis-Beck and Charles Tien
25 Marketing & sales, Philip-Hans Franses