We analyze output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multi-level quantile regression approach, we find strong heterogeneity in growth risk, particularly between the more vulnerable durable goods sector and the more resilient nondurable...

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and...

This book has grown out of half a century of experience of teaching undergraduate econometrics at the Econometric Institute in Rotterdam. It combines a solid exposition of econometric methods with the application-oriented approach that is characteristic of the Rotterdam tradition in...

We ask various experts, who produce sales forecasts that can differ from earlier received model-based forecasts, what they do and why they do so. A questionnaire with a range of questions was completed by no less than forty-two such experts who are located in twenty different countries. We...