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Macroeconomic Forecasting Using Alternative Data

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Macroeconomic Forecasting Using Alternative Data

Macroeconomic Forecasting Using Alternative Data Book
Author : Apurv Jain
Publisher : Academic Press
Release : 2020-08
ISBN : 9780128191217
Language : En, Es, Fr & De

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Book Description :

Macroeconomic Forecasting Using Alternative Data 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 improve forecasting accuracy when controlled for traditional data sources Provides new innovative methods for handling large databases and improving forecasting accuracy

Macroeconomic Forecasting in the Era of Big Data

Macroeconomic Forecasting in the Era of Big Data Book
Author : Peter Fuleky
Publisher : Springer Nature
Release : 2019-11-28
ISBN : 3030311503
Language : En, Es, Fr & De

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Book Description :

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.

Handbook of US Consumer Economics

Handbook of US Consumer Economics Book
Author : Andrew Haughwout,Benjamin Mandel
Publisher : Academic Press
Release : 2019-08-15
ISBN : 0128135247
Language : En, Es, Fr & De

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Book Description :

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

Fintech with Artificial Intelligence Big Data and Blockchain

Fintech with Artificial Intelligence  Big Data  and Blockchain Book
Author : Paul Moon Sub Choi
Publisher : Springer Nature
Release : 2021-10-19
ISBN : 9813361379
Language : En, Es, Fr & De

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Book Description :

Download Fintech with Artificial Intelligence Big Data and Blockchain book written by Paul Moon Sub Choi, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Alternative Economic Indicators

Alternative Economic Indicators Book
Author : C. James Hueng
Publisher : W.E. Upjohn Institute
Release : 2020-09-08
ISBN : 0880996765
Language : En, Es, Fr & De

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Book Description :

Policymakers and business practitioners are eager to gain access to reliable information on the state of the economy for timely decision making. More so now than ever. Traditional economic indicators have been criticized for delayed reporting, out-of-date methodology, and neglecting some aspects of the economy. Recent advances in economic theory, econometrics, and information technology have fueled research in building broader, more accurate, and higher-frequency economic indicators. This volume contains contributions from a group of prominent economists who address alternative economic indicators, including indicators in the financial market, indicators for business cycles, and indicators of economic uncertainty.

A Companion to Economic Forecasting

A Companion to Economic Forecasting Book
Author : Michael P. Clements,David F. Hendry
Publisher : John Wiley & Sons
Release : 2008-04-15
ISBN : 140517191X
Language : En, Es, Fr & De

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Book Description :

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 Book
Author : Alexander Denev,Saeed Amen
Publisher : John Wiley & Sons
Release : 2020-06-29
ISBN : 1119601800
Language : En, Es, Fr & De

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Book Description :

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.

Has Macro forecasting Failed

Has Macro forecasting Failed  Book
Author : Victor Zarnowitz
Publisher : Unknown
Release : 1991
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

The answer to this question depends on the treatment of logically and empirically prior questions about (1) what the forecasts are and why they are needed, and (2) what can reasonably be expected of them. Further, what forecasters can and should do cannot be established without studying the record and assessing the probable future of their endeavors. Accordingly, the basic approach taken in this paper is to ask of the assembled data what professional standards have economists engaged in macro-forecasting been able to attain and maintain in competing with each other and alternative methods. There is much disenchantment with economic forecasting. The difficult question is how much of it is due to unacceptably poor performance and how much to unrealistically high prior expectations. My argument is that the latter is a major factor. In times of continuing expansion with restrained inflation, as in the 1960s, macro-forecasts looked good and economists were held in high repute. Later when inflation accelerated, serious recessions reappeared, and long-term growth of productivity and total output slackened, the errors of macroeconomic models and forecasts, and the old and new controversies among the economists, received increased public attention. The reputation of the profession suffered, and the interest of academic economists in forecasting, never very strong, weakened still more. Yet the performance of professional economic forecasters, when assessed proper relative terms, has been considerably better in recent times than in the earlier post-World War II period. What happened is that the improvements fell short of enabling the forecasters to cope with the new problems they faced.

The Oxford Handbook of Economic Forecasting

The Oxford Handbook of Economic Forecasting Book
Author : Michael P. Clements,David F. Hendry
Publisher : OUP USA
Release : 2011-07-08
ISBN : 0195398645
Language : En, Es, Fr & De

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Book Description :

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

Economic Forecasts

Economic Forecasts Book
Author : Ralf Brüggemann,Winfried Pohlmeier,Werner Smolny
Publisher : Walter de Gruyter GmbH & Co KG
Release : 2016-11-21
ISBN : 3110510847
Language : En, Es, Fr & De

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Book Description :

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.

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 Book
Author : Nazim Belhocine,Mr.Salvatore Dell'Erba
Publisher : International Monetary Fund
Release : 2013-05-01
ISBN : 1484382765
Language : En, Es, Fr & De

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Book Description :

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.

Macroeconomic Forecasting

Macroeconomic Forecasting Book
Author : Robert Evans
Publisher : Routledge
Release : 2002-01-22
ISBN : 1134623461
Language : En, Es, Fr & De

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Book Description :

Drawing on interviews with the UK government's Panel of Independent Forecasters, the author shows how economic models, forecasts and policy analysis depend crucially upon the judgements of economists.

Data Science for Economics and Finance

Data Science for Economics and Finance Book
Author : Sergio Consoli
Publisher : Springer Nature
Release : 2021-10-19
ISBN : 3030668916
Language : En, Es, Fr & De

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Book Description :

Download Data Science for Economics and Finance book written by Sergio Consoli, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Budget Baselines Historical Data and Alternatives for the Future

Budget Baselines  Historical Data  and Alternatives for the Future Book
Author : United States. President (1989-1993 : Bush),United States. Office of Management and Budget
Publisher : United States Government Printing
Release : 1993
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Budget Baselines Historical Data and Alternatives for the Future book written by United States. President (1989-1993 : Bush),United States. Office of Management and Budget, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

The Palgrave Handbook of FinTech and Blockchain

The Palgrave Handbook of FinTech and Blockchain Book
Author : Maurizio Pompella,Roman Matousek
Publisher : Springer Nature
Release : 2021-06-01
ISBN : 3030664333
Language : En, Es, Fr & De

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Book Description :

Financial services technology and its effect on the field of finance and banking has been of major importance within the last few years. The spread of these so-called disruptive technologies, including Blockchain, has radically changed financial markets and transformed the operation of the industry as a whole. This is the first multidisciplinary handbook of FinTech and Blockchain covering finance, economics, and legal aspects globally. With comprehensive coverage of the current landscape of financial technology alongside a forward-looking approach, the chapters are devoted to the spread of structured finance, ICT, distributed ledger technology (DLT), cybersecurity, data protection, artificial intelligence, and cryptocurrencies. Given an unprecedented 2020, the contributions also address the consequences of the current emergency, and the pandemic stroke, which is revolutionizing social and economic paradigms and heavily affecting Fintech, Blockchain, and the banking sector as well, and would be of particular interest to finance academics and researchers alongside banking and financial services professionals.

Prudential Supervision

Prudential Supervision Book
Author : Frederic S. Mishkin
Publisher : University of Chicago Press
Release : 2009-02-15
ISBN : 9780226531939
Language : En, Es, Fr & De

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Book Description :

Since banking systems play a crucial role in maintaining the overall health of the economy, the adverse effects of poorly supervised systems may be quite severe. Without some form of vigilant external oversight, banking systems could fall prey to excessive risk taking, moral hazard, and corruption. Prudential supervision provides that oversight, using government regulation and monitoring to ensure the soundness of the banking system and, by extension, the economy at large. The contributors to this thoughtful volume examine the current state of prudential supervision, focusing on fundamental issues and key pragmatic concerns. Why is prudential supervision so important? What kinds of excess must it guard against? What particular forms does it take? Which of these are the most effective deterrents against mismanagement and system overload in today's rapidly shifting financial climate? The contributors foresee a continued movement beyond simple regulatory rules in banking and toward a more active evaluation and supervision of a bank's risk management practices.

Annual Report to Congress

Annual Report to Congress Book
Author : United States. Energy Information Administration
Publisher : Unknown
Release : 1982
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Annual Report to Congress book written by United States. Energy Information Administration, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

EIA Data Index

EIA Data Index Book
Author : Anonim
Publisher : Unknown
Release : 1980
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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

The Structural Econometric Time Series Analysis Approach

The Structural Econometric Time Series Analysis Approach Book
Author : Arnold Zellner,Franz C. Palm
Publisher : Cambridge University Press
Release : 2004-10-21
ISBN : 9781139453431
Language : En, Es, Fr & De

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Book Description :

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.

Forecasting in the Presence of Structural Breaks and Model Uncertainty

Forecasting in the Presence of Structural Breaks and Model Uncertainty Book
Author : David E. Rapach,Mark E. Wohar,Hamid Beladi,Kwan Choi
Publisher : Emerald Group Publishing
Release : 2008-02-29
ISBN : 1849505403
Language : En, Es, Fr & De

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Book Description :

Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.