Macroeconomic Forecasting in the Era of Big Data

Theory and Practice

Paperback Engels 2020 9783030311520
€ 264,99
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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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ISBN13:9783030311520
Taal:Engels
Bindwijze:Paperback
Uitgever:Springer International Publishing

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          Macroeconomic Forecasting in the Era of Big Data