Macroeconomic forecasting in the era of Big Data : theory and practice

dc.contributor.author	Fuleky, Peter (editor)
dc.date.issued	2020
dc.identifier.isbn	978-3-030-31150-6
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/10258
dc.description	xiii, 719 p. : ill.
dc.description.abstract	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.
dc.language.iso	en
dc.publisher	Springer
dc.relation.ispartofseries	Advanced Studies in Theoretical and Applied Econometrics ; 52
dc.subject	Macroeconomics
dc.subject.other	Big Data
dc.title	Macroeconomic forecasting in the era of Big Data : theory and practice
dc.type	Book