Macroeconomic Forecasting in the Er - E-book

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Macroeconomic Forecasting In The Era Of Big Data - ENG

Theory And Practice

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$6,580.00

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Sinopsis

ISBN:	9783030311506
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Negocios y economía
Subtema:	Econometría
Año de publicación:	2019-11-28

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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