Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (Advanced Studies in Theoretical and Applied Econometrics, 52)
ISBN-13:
9783030311490
ISBN-10:
303031149X
Edition:
1st ed. 2020
Author:
Peter Fuleky
Publication date:
2019
Publisher:
Springer
Format:
Hardcover
732 pages
Category:
Econometrics & Statistics
,
Economics
FREE US shipping
Book details
ISBN-13:
9783030311490
ISBN-10:
303031149X
Edition:
1st ed. 2020
Author:
Peter Fuleky
Publication date:
2019
Publisher:
Springer
Format:
Hardcover
732 pages
Category:
Econometrics & Statistics
,
Economics
Summary
Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (Advanced Studies in Theoretical and Applied Econometrics, 52) (ISBN-13: 9783030311490 and ISBN-10: 303031149X), written by authors
Peter Fuleky, was published by Springer in 2019.
With an overall rating of 4.1 stars, it's a notable title among other
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Description
This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.
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