ECON 475: Economic Forecasting

ECON University of Illinois at Urbana-Champaign 3.0 credits

Course Description

Overview of modern, quantitative, statistical and econometric methods for forecasting and evaluating forecasts. Topics include linear regressions; modeling and forecasting trends and seasonality; characterizing and forecasting cycles; MA, AR, and ARMA models; forecasting with regressions; evaluating and combining forecasts. Advanced topics include unit roots, stochastic trends, ARIMA models, and smoothing will be covered as time permits. 3 undergraduate hours. 4 graduate hours. Prerequisite: ECON 203; ECON 302; MATH 220/MATH 221 are required. MATH 231 is recommended.

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