From 2007 to 2021, I have taught Economic Forecasting for the Master of Economics program every year. I am no longer teaching the course. However, I believe that some students may find my video lectures useful. Videos Forecast20190118 Forecast20190125 Forecast20190201 Forecast20190215 Forecast20190222 Forecast20190301 Forecast20190308 Forecast20190315 Forecast20190322 Forecast20190329 Forecast20190412 Forecast20190426 Slides (PDF) An Introduction Basic Considerations of Forecasting Modeling and Forecasting Trends Modeling and Forecasting Seasonality Characterizing the Cyclical Com Modeling Cycles: MA, AR and ARMA Models Interval Forecasts for MA and AR Models Pulling Things Together Forecasting with Regression Models Unit Roots, Stochastic Trends, ARIMA Forecasting Models Smoothing for Forecasting Evaluating and Combining Forecasts Volatility Measurement, Modeling, and Forecasting
I am no longer teaching the course. However, I believe that some students may find my video lectures useful.