Author: C. W. J. Granger

Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This …

Forecasting in Business and Economics presents a variety of forecasting techniques and problems. This book discusses the importance of the selection of a relevant information set. Organized into 12 c …

Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in …