Macroeconomic Forecasting Using Alternative Data

Macroeconomic Forecasting Using Alternative Data
Author: Apurv Jain
Publsiher: Academic Press
Total Pages: 250
Release: 2020-12-01
ISBN 10: 0128191228
ISBN 13: 9780128191224
Language: EN, FR, DE, ES & NL

Macroeconomic Forecasting Using Alternative Data Book Review:

Macroeconomic Forecasting Using Alternative Data: Techniques for Applying Big Data and Machine Learning applies computer science to the demands of macroeconomic forecasting. It is the first book to combine machine learning methods with macroeconomics. By using artificial intelligence and machine learning techniques, it unlocks the increased forecasting accuracy offered by alternative data sources. Through its interdisciplinary approach, readers learn how to use big datasets efficiently and effectively. Combines big data/machine learning with macroeconomic forecasting Explains how alternative data improves forecasting accuracy when controlled for traditional data sources Provides new innovative methods for handling large databases and improving forecasting accuracy

Handbook of US Consumer Economics

Handbook of US Consumer Economics
Author: Andrew Haughwout,Benjamin Mandel
Publsiher: Academic Press
Total Pages: 550
Release: 2019-08-15
ISBN 10: 0128135247
ISBN 13: 9780128135242
Language: EN, FR, DE, ES & NL

Handbook of US Consumer Economics Book Review:

Handbook of U.S. Consumer Economics presents a deep understanding on key, current topics and a primer on the landscape of contemporary research on the U.S. consumer. This volume reveals new insights into household decision-making on consumption and saving, borrowing and investing, portfolio allocation, demand of professional advice, and retirement choices. Nearly 70% of U.S. gross domestic product is devoted to consumption, making an understanding of the consumer a first order issue in macroeconomics. After all, understanding how households played an important role in the boom and bust cycle that led to the financial crisis and recent great recession is a key metric. Introduces household finance by examining consumption and borrowing choices Tackles macro-problems by observing new, original micro-data Looks into the future of consumer spending by using data, not questionnaires

Macroeconomic Forecasting in the Era of Big Data

Macroeconomic Forecasting in the Era of Big Data
Author: Peter Fuleky
Publsiher: Springer Nature
Total Pages: 719
Release: 2019-11-28
ISBN 10: 3030311503
ISBN 13: 9783030311506
Language: EN, FR, DE, ES & NL

Macroeconomic Forecasting in the Era of Big Data Book Review:

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.

EIA Data Index

EIA Data Index
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 1980
ISBN 10:
ISBN 13: IND:30000043855844
Language: EN, FR, DE, ES & NL

EIA Data Index Book Review:

Indexes the tables, graphs, and formatted data presented in the statistical publications of the EIA.

A Companion to Economic Forecasting

A Companion to Economic Forecasting
Author: Michael P. Clements,David F. Hendry
Publsiher: John Wiley & Sons
Total Pages: 616
Release: 2008-04-15
ISBN 10: 140517191X
ISBN 13: 9781405171915
Language: EN, FR, DE, ES & NL

A Companion to Economic Forecasting Book Review:

A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.

The Book of Alternative Data

The Book of Alternative Data
Author: Alexander Denev,Saeed Amen
Publsiher: John Wiley & Sons
Total Pages: 416
Release: 2020-06-29
ISBN 10: 1119601800
ISBN 13: 9781119601807
Language: EN, FR, DE, ES & NL

The Book of Alternative Data Book Review:

The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject. This groundbreaking volume provides readers with a roadmap for navigating the complexities of an array of alternative data sources, and delivers the appropriate techniques to analyze them. The authors—leading experts in financial modeling, machine learning, and quantitative research and analytics—employ a step-by-step approach to guide readers through the dense jungle of generated data. A first-of-its kind treatment of alternative data types, sources, and methodologies, this innovative book: Provides an integrated modeling approach to extract value from multiple types of datasets Treats the processes needed to make alternative data signals operational Helps investors and risk managers rethink how they engage with alternative datasets Features practical use case studies in many different financial markets and real-world techniques Describes how to avoid potential pitfalls and missteps in starting the alternative data journey Explains how to integrate information from different datasets to maximize informational value The Book of Alternative Data is an indispensable resource for anyone wishing to analyze or monetize different non-traditional datasets, including Chief Investment Officers, Chief Risk Officers, risk professionals, investment professionals, traders, economists, and machine learning developers and users.

The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads

The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads
Author: Nazim Belhocine,Mr. Salvatore Dell'Erba
Publsiher: International Monetary Fund
Total Pages: 31
Release: 2013-05-01
ISBN 10: 1484335880
ISBN 13: 9781484335888
Language: EN, FR, DE, ES & NL

The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads Book Review:

How do financial markets respond to concerns over debt sustainability and the level of public debt in emerging markets? We introduce a measure of debt sustainability – the difference between the debt stabilizing primary balance and the primary balance–in an otherwise standard spread regression model applied to a panel of 26 emerging market economies. We find that debt sustainability is an important determinant of spreads. In addition, using a panel smooth transition regression model, we find that the sensitivity of spreads to debt sustainability doubles as public debt increases above 45 percent of GDP. These results suggest that market interest rates react more to debt sustainability concerns in a country with a high level of debt compared to a country with a low level of debt.

The Structural Econometric Time Series Analysis Approach

The Structural Econometric Time Series Analysis Approach
Author: Arnold Zellner,Franz C. Palm
Publsiher: Cambridge University Press
Total Pages: 329
Release: 2004-10-21
ISBN 10: 9781139453431
ISBN 13: 1139453432
Language: EN, FR, DE, ES & NL

The Structural Econometric Time Series Analysis Approach Book Review:

Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.

Current Index to Statistics Applications Methods and Theory

Current Index to Statistics  Applications  Methods and Theory
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 1990
ISBN 10:
ISBN 13: UOM:39015051242785
Language: EN, FR, DE, ES & NL

Current Index to Statistics Applications Methods and Theory Book Review:

Economic Forecasts

Economic Forecasts
Author: Ralf Brüggemann,Winfried Pohlmeier,Werner Smolny
Publsiher: Lucius & Lucius DE
Total Pages: 176
Release: 2011
ISBN 10: 3828205356
ISBN 13: 9783828205352
Language: EN, FR, DE, ES & NL

Economic Forecasts Book Review:

Forecasts guide decisions in all areas of economics and finance. Economic policy makers base their decisions on business cycle forecasts, investment decisions of firms are based on demand forecasts, and portfolio managers try to outperform the market based on financial market forecasts. Forecasts extract relevant information from the past and help to reduce the inherent uncertainty of the future. The topic of this special issue of the Journal of Economics and Statistics is the theory and practise of forecasting and forecast evaluation and an overview of the state of the art of forecasting.

JOUNRAL OF MONETARY ECONOMICS

JOUNRAL OF MONETARY ECONOMICS
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 2003
ISBN 10:
ISBN 13:
Language: EN, FR, DE, ES & NL

JOUNRAL OF MONETARY ECONOMICS Book Review:

The Business Review

The Business Review
Author: Federal Reserve Bank of Philadelphia
Publsiher: Unknown
Total Pages: 329
Release: 2005
ISBN 10:
ISBN 13: NWU:35556037547080
Language: EN, FR, DE, ES & NL

The Business Review Book Review:

Working Paper Series

Working Paper Series
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 2001
ISBN 10:
ISBN 13: STANFORD:36105110588469
Language: EN, FR, DE, ES & NL

Working Paper Series Book Review:

Multiple Aspect Analysis of Semantic Trajectories

Multiple Aspect Analysis of Semantic Trajectories
Author: Konstantinos Tserpes,Chiara Renso,Stan Matwin
Publsiher: Springer Nature
Total Pages: 133
Release: 2020-01-01
ISBN 10: 3030380815
ISBN 13: 9783030380816
Language: EN, FR, DE, ES & NL

Multiple Aspect Analysis of Semantic Trajectories Book Review:

This open access book constitutes the refereed post-conference proceedings of the First International Workshop on Multiple-Aspect Analysis of Semantic Trajectories, MASTER 2019, held in conjunction with the 19th European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2019, in Würzburg, Germany, in September 2019. The 8 full papers presented were carefully reviewed and selected from 12 submissions. They represent an interesting mix of techniques to solve recurrent as well as new problems in the semantic trajectory domain, such as data representation models, data management systems, machine learning approaches for anomaly detection, and common pathways identification.

Rational Expectations and Macroeconomic Forecasts

Rational Expectations and Macroeconomic Forecasts
Author: Victor Zarnowitz
Publsiher: Unknown
Total Pages: 48
Release: 1983
ISBN 10:
ISBN 13: IND:39000000944129
Language: EN, FR, DE, ES & NL

Rational Expectations and Macroeconomic Forecasts Book Review:

This paper presents extensive results from testing for bias and serially correlated errors in a large collection of quarterly multiperiod predictions from surveys conducted since 1968 by the National Bureau of Economic Research and the American Statistical Association. The tests of the joint null hypothesis that the regressions of actual on predicted values have zero intercepts and unitary slope coefficients are very unfavorable to the expectations of inflation, but they show the forecasts of several other variables in a generally much better light. There have been strong tendencies for the forecasters in this period to underestimate inflation and overestimate real growth.Considerable attention is given to the effects of the sample size--the issue of the power of the tests--and also to the extent and role of autocorrelations among the residual errors from these regressions.Rationality in the sense of efficient use of relevant information implies the absence of systematic elements in series of errors from the forecaster's own predictions, measured strictly in the form in which such errors could have been known at the time of the forecast. The frequencies of significant auto-correlations among errors so measured vary greatly across the forecasts for different variables, being very high for inflation, high for inventory investment and the unemployment rate, and much lower for most of the predictions ofthe other variables covered (rates of change in nominal and real GNP and expenditures on consumer durables). The corresponding tests for the group meanforecasts show much less evidence of serially correlated ex ante errors, except for inflation.

Journal of Economic Literature

Journal of Economic Literature
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 2003
ISBN 10:
ISBN 13: UCSD:31822033810904
Language: EN, FR, DE, ES & NL

Journal of Economic Literature Book Review:

Economic Financial Computing

Economic   Financial Computing
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 1992
ISBN 10:
ISBN 13: IND:30000028803579
Language: EN, FR, DE, ES & NL

Economic Financial Computing Book Review:

Journal of Business Cycle Measurement and Analysis

Journal of Business Cycle Measurement and Analysis
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 2009
ISBN 10:
ISBN 13: STANFORD:36105134090757
Language: EN, FR, DE, ES & NL

Journal of Business Cycle Measurement and Analysis Book Review:

Applied Simulation and Modelling ASM 86

Applied Simulation and Modelling  ASM  86
Author: International Association of Science and Technology for Development
Publsiher: Anaheim [Calif.] ; Calgary : ACTA Press
Total Pages: 598
Release: 1986
ISBN 10:
ISBN 13: STANFORD:36105030013093
Language: EN, FR, DE, ES & NL

Applied Simulation and Modelling ASM 86 Book Review:

Index of Economic Articles in Journals and Collective Volumes

Index of Economic Articles in Journals and Collective Volumes
Author: Anonim
Publsiher: Unknown
Total Pages: 329
Release: 1979
ISBN 10:
ISBN 13: PSU:000015705266
Language: EN, FR, DE, ES & NL

Index of Economic Articles in Journals and Collective Volumes Book Review: