Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (Advanced Studies in Theoretical and Applied Econometrics, 52)
Brand: Springer
Categories: Books, Science & Math, Mathematics



Dimensions: 6.14 x 1.56 x 9.21 inches
Language: English
ISBN-10: 303031149X
Publisher: Springer
Print length: 732 pages
Publication date: December 12, 2019
ISBN-13: 978-3030311490
Edition: 1st ed. 2020
Part of series: Advanced Studies in Theoretical and Applied Econometrics
subtitle: 1st ed. 2020 Edition
author: Peter Fuleky
review: Editorial Reviews From the Back Cover 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. About the Author 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.