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Macroeconomic Forecasting In The Era Of Big Data: Theory And Practice – Peter Fuleky

By Peter Fuleky (Author)

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic …



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Bert Lester

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.

Language: english
ISBN 10: 303031149X
ISBN 13: 9783030311506
Year: 2020
Pages: 716
File Type: PDF

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