Macroeconomic Forecasting in the Era of Big Data : Theory and Practice /
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;...
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| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2020.
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| Edition: | 1st ed. 2020. |
| Series: | Advanced Studies in Theoretical and Applied Econometrics,
52 |
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| Online Access: | Connect to the full text of this electronic book |
| 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. |
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| Physical Description: | 1 online resource (XIII, 719 pages 80 illustrations, 62 illustrations in color.) |
| ISBN: | 9783030311506 |
| ISSN: | 2214-7977 ; |
| DOI: | 10.1007/978-3-030-31150-6 |