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. We begin softly by reviewing some classic time series methods and standard point and density forecasting tools (fan charts), but rapidly turn to the state-of-the-art forecasting methods such as Mixed Frequency Data Sampling (MIDAS), Regime (or Markov) Switching models, and Bayesian forecasting techniques.
The focus will be more on the empirical implementation of the techniques than on their theoretical underpinnings. The techniques will be illustrated with several empirical applications, and then implemented in EViews 10. While experience in forecasting is advantageous, the course is equally suitable for professionals who have just recently began to forecast macroeconomic and financial indicators. We are flexible and the course can easily be accommodated to the level of the participants. Previous knowledge and experience in econometrics is however, essential.
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
Students are able to apply for a 50% discount off the listed course fees - see website for details
New Horizons Computer Learning Centre, 7th Ave
New York City , United States