040211 KU Forecasting (MA) (2021W)
Prüfungsimmanente Lehrveranstaltung
Labels
VOR-ORT
An/Abmeldung
Hinweis: Ihr Anmeldezeitpunkt innerhalb der Frist hat keine Auswirkungen auf die Platzvergabe (kein "first come, first served").
- Anmeldung von Mo 13.09.2021 09:00 bis Do 23.09.2021 12:00
- Anmeldung von Mo 27.09.2021 09:00 bis Mi 29.09.2021 12:00
- Abmeldung bis Fr 15.10.2021 23:59
Details
max. 50 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine (iCal) - nächster Termin ist mit N markiert
Donnerstag
07.10.
16:45 - 18:15
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Donnerstag
14.10.
16:45 - 18:15
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Donnerstag
21.10.
16:45 - 18:15
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Donnerstag
28.10.
16:45 - 18:15
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Donnerstag
04.11.
16:45 - 18:15
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Donnerstag
11.11.
16:45 - 18:15
Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Donnerstag
25.11.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag
02.12.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag
09.12.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag
16.12.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag
13.01.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Donnerstag
20.01.
16:45 - 18:15
Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Art der Leistungskontrolle und erlaubte Hilfsmittel
A written closed-book test (40% weight) and a small empirical forecasting project (60%); a positive grade on the course requires taking part in the test and at least 50% of the maximum achievable score.
At this time, restrictions in place due to the virus situation in Austria are unknown. If necessary, tests will be virtual, on-line, and open-book.
At this time, restrictions in place due to the virus situation in Austria are unknown. If necessary, tests will be virtual, on-line, and open-book.
Mindestanforderungen und Beurteilungsmaßstab
Participants are familiar with the main procedures that are currently used in empirical economic forecasting and also with the main issues of the related research field
Prüfungsstoff
Lectures and a small empirical project that is elaborated by participants, preferably in small groups of up to three participants
Literatur
- Michael P. Clements and David F. Hendry: Forecasting Economic Time Series. Cambridge University Press.
- Michael P. Clements and David F. Hendry: Forecasting Non-Stationary Economic Time Series. Cambridge University Press.
- Michael P. Clements: Evaluating Econometric Forecasts of Economic and Financial Variables. Palgrave-Macmillan.
- Philip H. Franses, Dick van Dijk, Anne Opschoor: Time Series Models for Business and Economic Forecasting. Cambridge University Press.
- Rob J. Hyndman and George Athanasopoulos: Forecasting: principles and practice. On-line open access.
- David Hendry, Jennifer Castle, Michael Clements: Forecasting
- Michael P. Clements and David F. Hendry: Forecasting Non-Stationary Economic Time Series. Cambridge University Press.
- Michael P. Clements: Evaluating Econometric Forecasts of Economic and Financial Variables. Palgrave-Macmillan.
- Philip H. Franses, Dick van Dijk, Anne Opschoor: Time Series Models for Business and Economic Forecasting. Cambridge University Press.
- Rob J. Hyndman and George Athanasopoulos: Forecasting: principles and practice. On-line open access.
- David Hendry, Jennifer Castle, Michael Clements: Forecasting
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mi 06.10.2021 18:48
(2) Technical model-free extrapolation (exponential smoothing, ad-hoc prediction etc.)
(3) Univariate time-series techniques (one variable on its own)
(4) Multivariate time-series techniques (several variables together: vector autoregressions, cointegration)
(5) Criteria for assessing forecasting accuracy