2023-2024 Catalog

ECON 407 Macroeconomic Forecasting

This course builds upon econometrics and macroeconomic theory to create and evaluate forecasts of macroeconomic variables. First we will focus on time series econometric techniques to create forecasts and develop methods, statistics, and empirical tests to evaluate and compare forecasts. Next we will explore a range of topics in the literature focusing on different strategies and methods for improvement. You will create and evaluate your own forecasts emphasizing the merits and limitations of various approaches. [W]


ECON 251, 252, 253