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Macroeconomic Forecasting Using Alternative Data

Macroeconomic Forecasting Using Alternative Data
  • Author : Apurv Jain
  • Publisher :Unknown
  • Release Date :2020-12-01
  • Total pages :250
  • ISBN : 9780128191224
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Summary : 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
  • Publisher :Unknown
  • Release Date :2019-08-15
  • Total pages :550
  • ISBN : 9780128135242
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Summary : 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

Alternative Economic Indicators

Alternative Economic Indicators
  • Author : C. James Hueng
  • Publisher :Unknown
  • Release Date :2020-09-08
  • Total pages :132
  • ISBN : 9780880996761
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Summary : 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
  • Author : Michael P. Clements,David F. Hendry
  • Publisher :Unknown
  • Release Date :2008-04-15
  • Total pages :616
  • ISBN : 9781405171915
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Summary : 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
  • Publisher :Unknown
  • Release Date :2020-06-29
  • Total pages :416
  • ISBN : 9781119601807
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Summary : 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.

Macroeconomic Forecasting in the Era of Big Data

Macroeconomic Forecasting in the Era of Big Data
  • Author : Peter Fuleky
  • Publisher :Unknown
  • Release Date :2019-11-28
  • Total pages :719
  • ISBN : 9783030311506
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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; 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.

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
  • Publisher :Unknown
  • Release Date :2013-05-01
  • Total pages :31
  • ISBN : 9781484335888
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Summary : 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
  • Publisher :Unknown
  • Release Date :2004-10-21
  • Total pages :229
  • ISBN : 1139453432
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Summary : 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.

Economic Forecasts

Economic Forecasts
  • Author : Ralf Brüggemann,Winfried Pohlmeier,Werner Smolny
  • Publisher :Unknown
  • Release Date :2011
  • Total pages :176
  • ISBN : 9783828205352
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Summary : 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.

Economic Forecasting

Economic Forecasting
  • Author : Ken Holden,David A. Peel,John L. Thompson
  • Publisher :Unknown
  • Release Date :1990
  • Total pages :213
  • ISBN : 052135692X
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Summary : This work is the only currently available text that provides comprehensive coverage of the methods and applications in the rapidly developing field of forecasting the future state of the economy.

CBO's Economic Forecasting Record

CBO's Economic Forecasting Record
  • Author : Holly Battelle
  • Publisher :Unknown
  • Release Date :2010-11
  • Total pages :41
  • ISBN : 9781437936865
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Summary : The Congressional Budget Office (CBO) regularly evaluates the accuracy of its economic forecasts by comparing them with the economy¿s actual performance and with others¿ forecasts. Such evaluations help guide CBO¿s efforts to improve the quality of its forecasts and are also intended to assist Members of Congress in their use of the agency¿s estimates. Contents of this report: (1) Choice of Forecasts for the Evaluation; (2) Measuring the Quality of Forecasts: Statistical Bias; Accuracy; Alternative Measures of Forecast Quality; (3) Limitations of Forecast Evaluations: (4) The Effects of Bus. Cycles, Changes in the Trend Rate of Productivity Growth, and Oil Price Shocks; (5) Forecasting Record: 2-Year Forecasts; 5-Year Projections; (6) Historical and Forecast Data.

Current Index to Statistics, Applications, Methods and Theory

Current Index to Statistics, Applications, Methods and Theory
  • Author : Anonim
  • Publisher :Unknown
  • Release Date :1990
  • Total pages :229
  • ISBN : UOM:39015051242785
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Summary :

Economic—Environmental—Energy Interactions

Economic—Environmental—Energy Interactions
  • Author : T R. Lakshmanan
  • Publisher :Unknown
  • Release Date :1980-03-31
  • Total pages :198
  • ISBN : 0898380235
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Summary : This publication is concerned with two major current debates in public policy in all affluent societies. One is the widespread concern with the quality of the natural environment-the quality of air, water, land, and wilderness areas-which has expressed itself in the passage and implementation in recent years of a variety of environmental laws and regulations. A second debate concerns the adequacy of energy resources to meet the requirements of a growing economy. The requirement that industries must abate environmental pollution leads to increased costs of production and, in turn, to higher prices, falling output in those industries, and reduced employment and income in the region where such industries are located. There may be, at the same time, growth in indus tries that supply pollution abatement equipment and services in those or other regions. Over time, the health and economic benefits of higher envi ronmental quality express themselves in changing patterns of consumption.

Multiple-Aspect Analysis of Semantic Trajectories

Multiple-Aspect Analysis of Semantic Trajectories
  • Author : Konstantinos Tserpes,Chiara Renso,Stan Matwin
  • Publisher :Unknown
  • Release Date :2020-01-01
  • Total pages :133
  • ISBN : 9783030380816
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Summary : 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.

JOUNRAL OF MONETARY ECONOMICS

JOUNRAL OF MONETARY ECONOMICS
  • Author : Anonim
  • Publisher :Unknown
  • Release Date :2003
  • Total pages :229
  • ISBN : 1230987654XX
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Summary :

Brookings Papers on Economic Activity: Fall 2010

Brookings Papers on Economic Activity: Fall 2010
  • Author : David H. Romer,Justin Wolfers
  • Publisher :Unknown
  • Release Date :2011-03
  • Total pages :350
  • ISBN : 9780815721574
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Summary : Brookings Papers on Economic Activity (BPEA) provides academic and business economists, government officials, and members of the financial and business communities with timely research on current economic issues. Contents: • Editors' Summary • The Increase in Income Cyclicality of High-Income Households and Its Relation to the Rise in Top Income SharesBy Jonathan A. Parker and Annette Vissing-Jorgensen (Northwestern University) • The State of the Social Safety Net in the Post-Welfare Reform EraBy Marianne P. Bitler (University of California, Irvine) and Hilary W. Hoynes (University of California, Davis) • The Impact of No Child Left Behind on Students, Teacheres, and SchoolsBy Thomas S. Dee (University of Virginia) and Brian A. Jacob (University of Michigan) • How Useful Are Estimated DSGE Model Forecasts for Central Bankers? By Rochelle M. Edge (Board of Governors of the Federal Reserve System) and Refet S. Gürkaynak (Bilkent University) • Regulating the Shadow Banking SystemBy Gary Gorton and Andrew Metrick (Yale University) • State Fiscal Policies and Transitory Income FluctuationsBy James R. Hines, Jr. (University of Michigan)

Methods for Applied Macroeconomic Research

Methods for Applied Macroeconomic Research
  • Author : Fabio Canova
  • Publisher :Unknown
  • Release Date :2011-09-19
  • Total pages :512
  • ISBN : 9781400841028
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Summary : The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods--which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises. Today's economic analysts need a strong foundation in both theory and application. Methods for Applied Macroeconomic Research offers the essential tools for the next generation of macroeconomists.

Economic Forecasting

Economic Forecasting
  • Author : Elia Kacapyr
  • Publisher :Unknown
  • Release Date :1996
  • Total pages :201
  • ISBN : 1563247658
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Summary : An overview of the macroeconomic forecasting industry in the United States that explains and evaluates the forecasting techniques used to make predictions about various aspects of the national economy.

The Business Review

The Business Review
  • Author : Federal Reserve Bank of Philadelphia
  • Publisher :Unknown
  • Release Date :2005
  • Total pages :229
  • ISBN : NWU:35556037547080
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Summary :

Working Paper Series

Working Paper Series
  • Author : Anonim
  • Publisher :Unknown
  • Release Date :2001
  • Total pages :229
  • ISBN : STANFORD:36105110588469
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Summary :

Economic and Business Forecasting

Economic and Business Forecasting
  • Author : John E. Silvia,Azhar Iqbal,Kaylyn Swankoski,Sarah Watt,Sam Bullard
  • Publisher :Unknown
  • Release Date :2014-03-10
  • Total pages :400
  • ISBN : 9781118569542
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Summary : Discover the secrets to applying simple econometric techniques to improve forecasting Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, Economic and Business Forecasting offers a comprehensive and practical approach to quantifying and accurate forecasting of key variables. Using simple econometric techniques, author John E. Silvia focuses on a select set of major economic and financial variables, revealing how to optimally use statistical software as a template to apply to your own variables of interest. Presents the economic and financial variables that offer unique insights into economic performance Highlights the econometric techniques that can be used to characterize variables Explores the application of SAS software, complete with simple explanations of SAS-code and output Identifies key econometric issues with practical solutions to those problems Presenting the "ten commandments" for economic and business forecasting, this book provides you with a practical forecasting framework you can use for important everyday business applications.