Cover -- Title Page -- Copyright -- Contents -- Author Biography -- Preface -- Part I Theory, Methods and Models -- Chapter 1 The -legacy -- 1.1 The Origins… -- 1.1.1 The Quest for Causality -- 1.2 The Original Concept: THETA as in THErmosTAt -- 1.2.1 Background: A Decomposition Approach to...

We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results are more statistically significant using more recently...

This study presents extensive results on the benefits of rolling window and model averaging. Building on the recent work on rolling window averaging by Pesaran et al (2010, 2009) and on exchange rate forecasting by Molodtsova and Papell (2009), we explore whether rolling window averaging can be...