Macroeconometric Forecasting Essentials

This optional module introduces students to fundamental EViews commands for data management, providing essential software skills needed for macroeconometric analysis and forecasting

This module focuses on using the EViews model simulator to estimate and forecast multiple equation models, introducing students to practical forecasting techniques in macroeconomics

This module covers the concept of stationarity, testing methods, and Box-Jenkins methodology for time series analysis. Students learn fundamental statistical concepts essential for economic data analysis

This module teaches methods for comparing and choosing between competing forecast models, including calculation and interpretation of key forecast evaluation statistics using EViews

This module explores Vector Auto-Regression models, their application in forecasting and structural analysis, and techniques for estimating well-specified VARs to generate accurate forecasts

This module covers cointegration concepts among unit-root variables, Johansen testing methods, and the estimation and forecasting using Vector Error Correction Models (VECM)

This module focuses on model evaluation, key assumptions, and techniques for handling error irregularities and structural breaks in regression models used for forecasting

This concluding module provides a comprehensive case study of private saving-consumption behavior in the U.S., applying various techniques learned throughout the course to analyze economic behavior before and after the global financial crisis