Macroeconomic Forecasting in the Era of Big Data: Theory and Practice edited by Peter Fuleky
Contributor(s): Peter Fuleky [Editor].
Publisher: Switzerland, Springer Nature: 2020Description: 719p.ISBN: 9783030311520.Subject(s): Macroeconomic -- Forecasting | Big Data -- StatisticsDDC classification: 332.601 Summary: 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. About the AuthorItem type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Books | NASSDOC Library | 332.601 MAC- (Browse shelf) | Available | 54348 |
Browsing NASSDOC Library Shelves Close shelf browser
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.
About the Author
There are no comments for this item.