Description
In this course, you will learn :
- Macroeconomic models are evaluated.
- Uncertainty forecasting and policy analysis forecasting
- Time series data properties and model design
- Dynamic specification, as well as the application of vector auto-regression models (VARs) and error correction models (VECMs).
Syllabus :
- EViews Basics
- Introduction to Forecasting with EViews
- Statistical Properties of Times Series Data
- Statistical Properties of Times Series Data
- Forecast Uncertainty and Model Evaluation
- Vector Auto-Regressions (VARs)
- Cointegration and Vector Error Correction Models (VECMs)
- Evaluating Regressions Models