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
Thursday
20.11.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
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
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
Thursday
18.12.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
PC-Seminarraum 2 Oskar-Morgenstern-Platz 1 1.Untergeschoß
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
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
Thursday
29.01.
15:00 - 16:30
Hörsaal 3 Oskar-Morgenstern-Platz 1 Erdgeschoß
PC-Seminarraum 7 Oskar-Morgenstern-Platz 1 3.Stock
PC-Seminarraum 7 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: Mo 07.09.2020 15:28