Consistent with Hashem’s contributions, this volume comprises of chapters on a variety of topics covering prediction and macroeconomic modelling. The list of topics includes studies on Bayesian Quantile regression methods, forecasting implications from the economic impact of global warming, assessment of DSGE models, and parameter estimation in the presence of multiple breaks.
Alexander Chudik works as an Economic Policy Advisor and Senior Economist at the Federal Reserve Bank of Dallas, USA. His main research interests are theoretical and applied econometrics.
Cheng Hsiao is Professor of Economics at the University of Southern California, USA. His main research interests are theoretical and applied econometrics.
Alan Timmerman is Professor of Finance and Economics at the University of California, San Diego, USA. His main research interests are financial modelling, time-series econometrics as well as economic forecasting.