Course Schedule and Catalog
Course Catalog - 2015-2016
ECON 418 - ECONOMIC FORECASTING
Long Title: ECONOMIC FORECASTING
Department: Economics
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
May not be enrolled in one of the following Level(s):
Graduate
Prerequisite(s): (ECON 203 OR ECON 303 OR ECON 375) AND (ECON 209 OR ECON 309 OR ECON 446)
Description: Application of econometric techniques to problems in macroeconomics and financial economics. The course focuses on macroeconomic forecasting and test of economic theories using stationary and non-stationary time-series data. Methods include predictive regressions, vector autoregressions, impulse response functions, and variance decomposition. Tests and comparisons of forecast accuracy are also included. Projects will be completed in STATA.