ÍNDICE: List of Contributors. Preface. Acknowledgements. 1. An Overview of Economic Forecasting: Michael P. Clements (University of Warwick) and David F. Hendry (Nuffield College, Oxford University). 2. Predictable Uncertainty in Economic Forecasting: Neil Ericsson (Federal Reserve Board). 3. Density Forecasting: A Survey: Anthony S. Tay (National University of Singapore) and Kenneth F. Wallis (University of Warwick). 4. Statistical Approaches to Modeling and Forecasting Time Series: Diego J. Pedregal (Universidad de Castilla-La Mancha) and Peter C. Young (Lancaster University. 5. Forecasting with Structural Time-Series Models: Tommaso Proietti (Universita di Udine). 6. Judgmental Forecasting: Dilek Onkal-Atay (Bilkent University), Mary E. Thomson (Glasgow Caledonian Business School), and Andrew C. Pollock (Glasgow Caledonian University). 7. Forecasting for Policy: Adrian R. Pagan (Australian National University) and John Robertson (Federal Reserve Bank of Atlanta). 8. Forecasting Cointegrated VARMA Processes: Helmut Lutkepohl (Humboldt Universitat zu Berlin). 9. Multi-Step Forecasting: R. J. Bhansali (University of Liverpool). 10. The Rationality and Efficiency of Individuals' Forecasts: Herman O. Stekler (George Washington University). 11. Decision-Based Methods for Forecast Evaluation: M. Hashem Pesaran (University of Cambridge) and Spyros Skouros (Santa Fe Institute). 12. Forecast Combination and Encompassing: Paul Newbold (University of Nottingham) and David I. Harvey (Loughborough University). 13. Testing Forecast Accuracy: Roberto S. Mariano (University of Pennsylvania). 14. Inference About Predictive Ability: Michael W. McCracken (Louisiana State University) and Kenneth D. West (University of Wisconsin). 15. Forecasting Competitions: Their Role in Improving Forecasting Practice and Research: Robert Fildes (Lancaster University) and Keith Ord (Georgetown University). 16. Empirical Comparisons of Inflation Models' Forecast Accuracy: uyvind Eitrheim (Norges Ba