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Advanced Studies in Theoretical and Applied Econometrics
cover

Macroeconomic Forecasting in the Era of Big Data

Theory and Practice

Editors: Fuleky, Peter (Ed.)

  • Presents a comprehensive collection of big data tools used in macroeconomic forecastingSurveys the most recent developments in the fieldOffers algorithmic descriptions of big data techniques for forecastingUseful as a reference, a textbook, and a resource for professional forecasters

Buy this book

eBook 101,14 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: January 27, 2020
  • ISBN 978-3-030-31150-6
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 176,79 €
price for Spain (gross)
  • Due: January 27, 2020
  • ISBN 978-3-030-31149-0
  • Free shipping for individuals worldwide
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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 authors

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.

Buy this book

eBook 101,14 €
price for Spain (gross)
  • The eBook version of this title will be available soon
  • Due: January 27, 2020
  • ISBN 978-3-030-31150-6
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover 176,79 €
price for Spain (gross)
  • Due: January 27, 2020
  • ISBN 978-3-030-31149-0
  • Free shipping for individuals worldwide
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Macroeconomic Forecasting in the Era of Big Data
Book Subtitle
Theory and Practice
Editors
  • Peter Fuleky
Series Title
Advanced Studies in Theoretical and Applied Econometrics
Series Volume
52
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-31150-6
DOI
10.1007/978-3-030-31150-6
Hardcover ISBN
978-3-030-31149-0
Series ISSN
1570-5811
Edition Number
1
Number of Pages
X, 725
Number of Illustrations
20 b/w illustrations, 61 illustrations in colour
Topics