Macroeconomic Forecasting In The Era Of Big Data Theory And Practice

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Macroeconomic Forecasting In The Era Of Big Data Theory And Practice
pdf | 11.3 MB | English | Author :Peter Fuleky | B0825PNWCR | 2019 | Springer; 1st ed. 2020 edition

Book Description :

[spoiler]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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