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Macroeconomic Forecasting in the Era of Big Data: Theory and Practice

Posted By: roxul
Date: 28 Nov 2019 16:55:00
Macroeconomic Forecasting in the Era of Big Data: Theory and Practice

Peter Fuleky, "Macroeconomic Forecasting in the Era of Big Data: Theory and Practice "
English | ISBN: 303031149X | 2020 | 719 pages | PDF | 11 MB

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.
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