This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and...

Key Features:Written by experts in the areas of macroeconometric forecasting and high-frequency data analysisAccessible to research students, yet of interest to expertsCovers topics of interest for both practitioners and academia.