040039 UK Macroeconomic Forecasting with Theory-Based Models (MA) (2014W)
Continuous assessment of course work
Labels
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 15.09.2014 09:00 to We 24.09.2014 14:00
- Deregistration possible until Tu 14.10.2014 23:59
Details
max. 60 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Thursday 02.10. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 09.10. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 16.10. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 23.10. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 30.10. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 06.11. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 13.11. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
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Thursday
20.11.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß -
Thursday
27.11.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß - Thursday 04.12. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 11.12. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
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Thursday
18.12.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
PC-Seminarraum 2 Oskar-Morgenstern-Platz 1 1.Untergeschoß -
Thursday
08.01.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß - Thursday 15.01. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Thursday 22.01. 15:00 - 16:30 Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
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Thursday
29.01.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
Seminarraum 17 Oskar-Morgenstern-Platz 1 3.Stock
Information
Aims, contents and method of the course
This course introduces tools for forecasting macroeconomic time series using theory-based DSGE models. The course will be split into two parts. The first part is a series of lectures covering topics such as (i) DSGE modeling, (ii) (Log-)linearization, (iii) The Kalman filter, (iv) Classical and Bayesian inference in linearized DSGE models, (v) Forecasting with linearized DSGE models, (vii) Forecast evaluation, (viii) applied forecasting using MATLAB/DYNARE. The second part will include presentations by students of (i) selected research papers and (ii) of their individual applied forecasting project.
Assessment and permitted materials
problem sets, written midterm exam, presentations, forecasting project
Minimum requirements and assessment criteria
Examination topics
Reading list
Association in the course directory
Last modified: We 18.09.2024 00:09