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Macroeconomic Forecasting in the Era of Big Data

Theory and Practice

Peter Fuleky editor

Format:Hardback

Publisher:Springer Nature Switzerland AG

Published:12th Dec '19

Currently unavailable, and unfortunately no date known when it will be back

Macroeconomic Forecasting in the Era of Big Data cover

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.

ISBN: 9783030311490

Dimensions: unknown

Weight: 1262g

719 pages

1st ed. 2020