Macroeconomic Forecasting in the Era of Big Data by Peter Fuleky

Macroeconomic Forecasting in the Era of Big Data by Peter Fuleky

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.

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.

SKU	Nicht verfügbar
ISBN 13	9783030311520
ISBN 10	303031152X
Titel	Macroeconomic Forecasting in the Era of Big Data
Autor	Peter Fuleky
Serie	Advanced Studies In Theoretical And Applied Econometrics
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Springer Nature Switzerland AG
Erscheinungsjahr	2020-12-19
Seitenanzahl	719
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
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