Macroeconomic Forecasting in the Era of Big Data: Theory and PracticeКНИГИ » БИЗНЕС И ЭКОНОМИКА
Название: Macroeconomic Forecasting in the Era of Big data: Theory and Practice Автор: Editor Peter Fuleky Издательство: Springer Год: 2020 Формат: PDF Страниц: 716 Размер: 11.3 МБ Язык: English
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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Macroeconomic Forecasting in the Era of Big Data: Theory and Practice 
