Interesting book on "Macroeconomic Forecasting in the Era of Big Data: theory and practice".
Editor: P. Fuleky
It is available here: https://www.springer.com/gp/book/9783030311490#aboutBook
Presents a comprehensive collection of big data tools used in macroeconomic forecasting.
Surveys the most recent developments in the field.
Offers algorithmic descriptions of big data techniques for forecasting.
Useful as a reference, a textbook, and a resource for professional forecasters.
Includes Dynamic Factor Models, BVARs, FAVARs, GVARs, Bayesian Model Averaging, Unit Roots and Cointegration, and much more!
[Thanks to Carlos Montes-Galdon for the suggestion!]
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