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	Non disponible
ISBN 13	9783030311520
ISBN 10	303031152X
Titre	Macroeconomic Forecasting in the Era of Big Data
Auteur	Peter Fuleky
Série	Advanced Studies In Theoretical And Applied Econometrics
État	Non disponible
Type de reliure	Paperback
Éditeur	Springer Nature Switzerland AG
Année de publication	2020-12-19
Nombre de pages	719
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible