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Course 2: Macroeconomic Modelling and Forecasting

Date:
Location:
Course duration:
Software:
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Delivered by:

Course Code:
23-25 July 2013
Clare College, University of Cambridge, UK
2.5-days
EViews
Intermediate
Prof. Sean Holly, University of Cambridge
CSS-120-UK
Clare College Website

This 2.5-day course forms part of our 2013 Econometrics Summer School at the University of Cambridge.

Contents

 

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Course overview

This course is designed to cover the elements of economic theory and econometrics that are needed to construct a macroeconometric model that can be used for forecasting and for macroeconomic policy analysis. Several topics will be covered including cointegration, macroeconomic forecasting, nowcasting and structural VARs and applied to real life case studies using macro data. The techniques will be demonstrated in EViews econometric software (no previous experience with EViews is required).

 

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Topics

  • Non-stationarity
  • Cointegration
  • Model specification and construction
  • Macroeconomic Forecasting
  • Nowcasting
  • Conjunctural analysis
  • Vector Autoregressive modelling
  • Structural VARS
  • Forecasting with VARS

 

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Who should attend?

This course is aimed at economists and applied econometricians who work with macroeconomic data. Individuals who are interested to learn different techniques and raise their awareness of possible methodologies that can be used in their current or future projects will greatly benefit from this course.

 

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Prerequisites

Basic knowledge of statistics and regression analysis. Previous work experience with econometrics would be highly advantageous.

 

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Accommodation

Accommodation will be available for the duration of the Summer School at Memorial Court (part of Clare College, University of Cambridge). Click here for the digital brochure (PDF) »

 

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Prices

Cost (per participant):

The following prices also include accommodation at the Memorial Court site on Clare College (see Accommodation for more information).

  Price
Non-academic (single course) £1,400.00
Non-academic (2 courses) £2,150.00
Non-academic (3 courses) £2,750.00
Academic and Student (single course) £675.00
Academic and Student (2 courses) £1,125.00
Academic and Student (3 courses) £1,650.00
  • All costs exclude local taxes, where applicable
  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrollment)
  • Additional discounts are available for multiple registrations (non-academic only)
  • Cost includes course materials, lunch and refreshments (please advise us if you have any dietary requirements)

The number of delegates is restricted. Please register early to guarantee your place.

 

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Registration

We welcome delegates to find out more and register for the course by contacting our sales and training team either by email: training@timberlake.co.uk, phone: +44 (0) 20 8697 3377 or by filling out an online registration form.

 

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Terms & Conditions

Payment of course fees required prior to the course start date.

Registration closes 5-calendar days prior to the start of the course.

  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course

 

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Last modified: 2013-05-16 18:09:24
Training | Headlines

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