Whether you deal with forecasting at a Central Bank, public institution, bank or consultancy firm; or you use forecasting techniques in your research, this is the perfect course to bring you up to date with the latest methods in the forecasting profession.
The course begins by reviewing classic time series methods and standard point and density forecasting tools (fan charts), before moving on to focus on state-of-the-art forecasting methods such as Mixed Frequency Data Sampling (MIDAS), Regime (or Markov) Switching models, and Bayesian forecasting techniques.
The techniques will be illustrated with several empirical applications, and then implemented in EViews 9.
This course is aimed at:
- Economists and statisticians at Central Banks, public institutions, financial institutions, consultancy firms, or firms who deal with forecasting in their daily work;
- Academics and research economists who use, or are interested in forecasting techniques for their research;
- Professionals involved in rating activities.
Certificate of attendance
Cass Business School, Bunhill Row, London, EC1Y 8TZ
London , United Kingdom