Applied Econometrics: Macroeconomic and Finance Forecasting

Subject Code (deprecated): 
ECON
Course Number: 
439
Section Number: 
01
Description: 

This course has an applied econometrics focus. The focus is on forecasting macroeconomic and financial variables. Macroeconomic forecasting concerns forecasting variables like GDP, components of GDP like consumption, investment, and imports, inflation, the unemployment rate, interest rates, the government deficit, and exchange rates. There are various forecasting methods, some purely statistical time series techniques and some using economic theory. We consider both. Financial forecasting is more problematic, since changes in asset prices may be roughly unpredictable. We also examine topics like momentum forecasting to see if some asset prices are predictable.

Instructor(s) from Econ Site: 
Ray Fair
Instructor Name from WEN: 
Ray Fair
Meeting Pattern (deprecated): 
MW 1.00-2.15
Term Code: 
202001
Category from Feed: 
YCSO