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 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