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By R. Gencay, et al.

''There are many books on linear filters and wavelets, yet there's just one e-book, Gençay, Selçuk, and Whitcher, that offers an creation to the sector for economists and fiscal analysts and the incentive to review the subject…..[it] includes many sensible monetary and fiscal examples that might stimulate educational examine for years to come…a so much welcome boost to the wavelet literature.''James B. Ramsey, Professor of Economics, ny college, united states

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Example text

They include government finance ministries, central banks, large companies, banks, investment firms, universities, trade associations, and international bodies like the IMF and OECD. Some economic forecasts are secret. Companies employ forecasters in specific areas that may be relevant to their businesses. This can include forecasting currencies that may affect the profits of their businesses overseas, or predicting the prices of the raw materials they use. On the other hand, many economic forecasts either attract or seek publicity.

The monthly release calendar is of special importance to the time- sensitive bond and stock markets. Unfortunately major announcements from different countries are not synchronized. 8451 Chapter 3 p47-66 c 17/7/02 h a 9:35 AM p t Page 47 e r t h r e e Who forecasts them? T here is an old saying. However many economists you lay end to end, you will never reach a conclusion. A politician, exasperated by the equivocation for which Treasury economists are known, was once also heard to call for a ‘one-handed economist’ so that he would not say ‘on the other hand’.

That is one reason why I decided to write this book – to explain how market indicators and economic statistics work so you can make your own judgements. ’ 8451 Chapter 3 p47-66 17/7/02 9:35 AM Page 50 F I R S T S T E P S I N E C O N O M I C I N D I C AT O R S 50 It is probably right to be sceptical about any wholly quantitative approach to analyzing the UK economy – and any attempt to forecast its key components. It may be possible to correlate one economic variable with another for example, but as every statistician is taught on his mother’s knee, this does not prove there is any cause and effect in the relationship.

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