Click Here to Download: https://ouo.io/FhaHNV Macroeconomic Forecasting in the Era of Big Data Theory and Practice By: Peter Fuleky Publisher: Springer Print ISBN: 9783030311490, 303031149X eText ISBN: 9783030311506, 3030311503 Copyright year: 2020 Format: EPUB Available from $ 209.00 USD SKU 9783030311506 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.
