-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to … find the book useful. “How to best start learning time series econometrics? Learning by doing. This is the ethos of this …, no-nonsense, practical approach that students will love when they start learning time series econometrics. I recommend …

investors. The moments of this distribution condense important characteristics of these expectations into just a few key figures …'s expectations) evolve over time. It covers three parts. An analysis of the data, an analysis of a correction method if insufficient …

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … the adjustment of exchange rate expectations. Our findings are robust to different forecasting horizons and point to an …

We propose an imperfect information model for the expectations of macroeconomic forecasters that explains differences …