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Macroeconometric Forecasting
Barajas et al.
Level: advanced
"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:
- EViews Basics (Optional)
- Introduction to Forecasting with EViews
- Statistical Properties of Times Series Data
- Forecast Uncertainty and Model Evaluation
- Vector Auto-Regressions (VARs)
- Cointegration and Vector Error Correction Models (VECMs)
- Evaluating Regressions Models
- 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: