Applied Econometric Forecasting with Python (Paperback)
Language: English
Published by Independently Published, 2026
Series: Book 5 of 11 - Quantitative Economics & Python Series
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 34.99
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Seller Inventory # 9798245339887
- Title
- Applied Econometric Forecasting with Python (Paperback)
- Author
- Alice Schwartz
- Publisher
- Independently Published
- Publication year
- 2026
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 13
- 9798245339887
- Series
- Book 5 of 11: Quantitative Economics & Python Series
Modern forecasting is no longer about guessing the future. It is about engineering it. Economists, analysts, and quantitative leaders now demand models that explain why, not just what. This book shows how to build causal and predictive forecasting systems using the full power of econometrics and Python, bridging classical statistical tools with machine learning, structural modeling, and real-world business applications.
Readers learn how to design time series pipelines, estimate causal effects, and translate empirical models into operational forecasts that drive executive decisions. From ARIMA to VAR, from causal inference to Bayesian time series, and from model selection to forecast evaluation, the book provides a rigorous yet accessible framework for forecasting markets, macroeconomic indicators, commodities, operational demand, financial performance, and policy scenarios.
Beyond the theory, Applied Econometric Forecasting with Python emphasizes implementation. Full workflows demonstrate how to structure data, choose the correct econometric formulation, evaluate forecast accuracy, and deploy models at scale. The book closes with advanced chapters on structural breaks, adaptive forecasting, rolling horizons, scenario analysis, and machine learning augmentation.
You will learn:
• How to construct causal models that isolate drivers and explain economic behavior
• How to implement econometric time series forecasting pipelines in Python
• How to integrate machine learning with classical econometrics for more robust predictions
• How to evaluate forecast performance and uncertainty
• How to build rolling, scenario-based, and probabilistic forecasts
• How to translate empirical models into operational decision frameworks
Ideal for:
Finance professionals, economists, data scientists, policy analysts, enterprise planning teams, academic researchers, and quantitative practitioners seeking a rigorous applied forecasting playbook.
The future belongs to those who can quantify uncertainty, measure causality, and model change. This book shows you how.
"Synopsis" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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