Macroeconomic Forecasting in the Era of Big Data by Peter Fuleky

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Macroeconomic Forecasting in the Era of Big Data by Peter Fuleky

Regular price $299.99
Condition - New
40+ In stock
Regular price $299.99
Condition - New
40+ In stock

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Summary

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.

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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 NIN9783030311520
ISBN 13 9783030311520
ISBN 10 303031152X
Title Macroeconomic Forecasting in the Era of Big Data
Author Peter Fuleky
Series Advanced Studies In Theoretical And Applied Econometrics
Condition New
Binding Type Paperback
Publisher Springer Nature Switzerland AG
Year published 2020-12-19
Number of pages 719
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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