000 00960nam a2200121 4500
999 _c39248
_d39248
020 _a9783030311520
245 _aMacroeconomic Forecasting in the Era of Big Data:
_bTheory and Practice
260 _bSpringer Nature
_c©2020
300 _a‎ 719 p.
520 _aThis 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. About the Author
700 _aPeter Fuleky
_eEditor
942 _2ddc
_cBK