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040064 UK Forecasting (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. 50 participants
Language: English
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 07.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 14.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 21.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 28.10. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 04.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 11.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 18.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 25.11. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 02.12. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 09.12. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 16.12. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 13.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 20.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
- Tuesday 27.01. 13:15 - 14:45 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
A written test (40% weight) and a lesser 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.
Minimum requirements and assessment criteria
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
Examination topics
Lectures and a small empirical project that is elaborated by participants, preferably in small groups of up to three participants
Reading list
- 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.
- 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.
Association in the course directory
Last modified: Mo 07.09.2020 15:28
(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) Forecasting using econometric models
(6) Criteria for assessing forecasting accuracy