Econometric Forecasting

Catalog description

Econometric Forecasting (3-0) A survey of univariate time series, single equation, and multi-equation systems approaches to applied econometric forecasting analysis. Topics to be covered include autoregressive-moving storage average (ARIMA) modeling, model identification, estimation, diagnostic checking and out-of- sample simulation. Applications will be drawn from Latin American business conditions, exchange rate, inflation, national income, and balance of payments forecasting methods.