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Final Draft of Volume

Download the pdf below.

Second Draft of Volume

Download the pdf and the source files below. The zipped source is password protected (I sent you the password by email on June 5).

Content Guidelines

  • The intended audience includes researchers, professional forecasters, instructors, and students. The volume should be well-suited for teaching state-of-the-art techniques in macroeconomic forecasting to graduate students.
  • Given the handbook-like character of the volume, each chapter should provide solid background information, but also review the most recent developments in the literature, and can of course contain new material as well.
  • The contents should focus on the big data aspects of the methodology and—if applicable—explain how they differ from the small data case.
  • To the extent possible, each chapter should outline the underlying assumptions behind the methods, provide algorithmic descriptions of presented techniques, compare competing approaches qualitatively and quantitatively, briefly survey existing empirical applications of the methods in the literature, and illustrate the methods via new examples.
  • The average chapter length should be about 30-35 pages, but chapters that cover a lot of ground can be up to 50 pages long.

Proposed Notation

Please follow the notation laid out in the pdf below and in Abadir, K., & Magnus, J. (2002). Notation in econometrics: a proposal for a standard. The Econometrics Journal, 5(1), 76-90 (the accompanying LaTeX package can be invoked by \usepackage{econometrics}).

LaTeX Templates

Please use the templates provided by Springer. The zip file below contains instructions, a reference guide, and a sample chapter. When submitting the chapter, please email the pdf, tex (LaTeX source), bbl (bibliography), and figures if any.

Due Dates

  • Preliminary draft by January 31, 2019.
  • Complete revisions by May 31, 2019.
  • Final submission of the camera ready manuscript to Springer by July 31, 2019.
  • Expected publication December, 2019.