Macroeconomic Forecasting in the Era of Big Data
ISBN:
978-3-03-031152-0
Auflage:
1st ed. 2020
Verlag:
Springer International Publishing
Land des Verlags:
Schweiz
Erscheinungsdatum:
19.12.2020
Herausgeber:
Reihe:
Advanced Studies in Theoretical and Applied Econometrics
Format:
Softcover
Seitenanzahl:
719
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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.
Schlagwörter
Biografische Anmerkung
Peter Fuleky is an Associate Professor of Economics with a joint appointment at the University of Hawaii Economic Research Organization (UHERO), and the Department of Economics at the University of Hawaii at Manoa. His research focuses on econometrics, time series analysis, and forecasting. He is a co-author of UHERO's quarterly forecast reports on Hawaii's economy. He obtained his Ph.D. degree in Economics at the University of Washington, USA.
