Macroeconometric Forecasting

Level: advanced
Barajas et al.

"In this macroeconomics course, you will learn to predict macroeconomic variables such as inflation, growth or consumption, and to create statistical models in economics and use them to predict responses to economic policy."

This course offered by the International Monetary Fund (IMF) on edX provides an introduction in the major econometric tools used in standard Macroeconomics. 

Modules of this course are:

  1. EViews Basics (Optional)
  2. Introduction to Forecasting with EViews
  3. Statistical Properties of Times Series Data
  4. Forecast Uncertainty and Model Evaluation
  5. Vector Auto-Regressions (VARs)
  6. Cointegration and Vector Error Correction Models (VECMs)
  7. Evaluating Regressions Models
  8. Final Assignment: Bringing It All Together

While watching and learning about these frequently used and dominant methods, make sure that you are aware of the alternative streams of economic forecasting and model testing. Some of these are linked on Exploring Economics:

University: International Monetary Fund
Platform: edX
Start: 05-09-2019
Recurrence: none
Language: English
Discipline: Economics
Attendance: free
Certificate: 25.00 USD
Workload per week: 9.0 h
Tags econometrics , error correction , evaluation , forecast , macroeconomics , time series , vector auto-regression models

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This project is brought to you by the Network for Pluralist Economics (Netzwerk Plurale Ökonomik e.V.).  It is committed to diversity and independence and is dependent on donations from people like you. Regular or one-off donations would be greatly appreciated.