Macroeconomic Forecasting in the Era of Big Data
Theory and Practice
Format:Hardback
Publisher:Springer Nature Switzerland AG
Published:12th Dec '19
Currently unavailable, and unfortunately no date known when it will be back
This hardback is available in another edition too:
- Paperback£199.99(9783030311520)

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