Forecasts play a crucial role in the formation of economic policy and financial decisions. As a result, accurate predictions of the future are critical for the public and private sector alike. This course introduces students to the empirical techniques used by professional economists in business , government and financial sectors to model the complex processes generating data through time and to make real world forecasts. The steps and methods required to develop a forecast-from understanding the properties of time-series data to forecast evaluation-are defined. Topics include modeling trends, seasonality and cycles, ARMA and ARIMA models, forecast combination, vector-autoregression, and nonlinear methods. All these topics and the relevant techniques will be illustrated using economic and financial data.
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