link Source : www.edx.org
list 9 séquences
assignment Niveau : Intermédiaire
chat_bubble_outline Langue : Anglais
card_giftcard 450 points
Logo My Mooc Business

Ils choisissent Edflex pour développer les compétences en entreprise.

En savoir plus
Avis de la communauté
-
starstarstarstarstar
Voir l'avis

Les infos clés

credit_card Formation gratuite
verified_user Certification payante
timer 45 heures de cours

En résumé

In this macroeconomics course, you will learn to predict macroeconomic variables such as inflation, growth or consumption, and to create statistical models in economics and use them to predict responses to economic policy.

You will learn from hands-on demonstrations of model-building, forecasting and policy analysis, using data sets from a wide variety of countries. Demonstrations and applications will be conducted using EViews —a popular software for estimating and simulating forecasting models on Windows. Free, temporary licenses for EViews will be made available for the duration of the course.

Macroeconometric Forecasting is offered by the IMF with financial support from the Government of Japan.

  • Evaluation of macroeconometric models
  • Forecasting of uncertainty and forecasting for policy analysis
  • Properties of time series data and model design
  • Dynamic specification and the use of vector auto-regression models (VARs) and error correction models (VECMs)

more_horiz Lire plus
more_horiz Lire moins
report_problem

Les prérequis

A background in statistics and economics at the undergraduate level is assumed.

dns

Le programme

Module 1: EViews Basics (Optional)
Review of the main EViews commands to manage data.

Module 2: Introduction to Forecasting with EViews
Introduction to the EViews model simulator to estimate and forecast multiple equation models.

Module 3: Statistical Properties of Times Series Data
The concept of stationarity is defined as well as how to test for it. Box-Jenkins (ARMA) methodology to study time series is introduced.

Module 4: Forecast Uncertainty and Model Evaluation
How best to choose between forecasts from competing models or sources. Participants will learn the main forecast evaluation statistics and how to calculate them in EViews.

Module 5: Vector Auto-Regressions (VARs)
Understand VARs, how they used for forecasting and structural analysis, and how to estimate a well-specified VAR and generate forecasts.

Module 6: Cointegration and Vector Error Correction Models (VECMs)
Define and understand the concept of cointegration among unit-root variables and its implications for forecasting. Learn how to test for cointegration using the Johansen method and how to estimate and forecast using a VECM.

Module 7: Evaluating Regressions Models
What does it mean to have a “good model” (model evaluation and key model assumptions) and the consequences for forecasting. Introduction to model testing and dealing with error irregularities and structural breaks.

Module 8: Final Assignment: Bringing It All Together
An overview of the techniques studied is provided using a case study focused on private saving-consumption behavior in the U.S. before and after the global financial crisis.

record_voice_over

Les intervenants

Adolfo Barajas
Senior Economist in the Institute for Capacity Development
The International Monetary Fund

Adina Popescu
Economista del Departamento de Estrategia, Políticas y Revisión
Fondo Monetario Internacional

Sam Ouliaris

Reda Cherif
Senior Economist
The International Monetary Fund

Jorge Restrepo

Dmitry Plotnikov

Mikhail Pranovich
Economist
The International Monetary Fund

store

Le concepteur

The International Monetary Fund
The International Monetary Fund
assistant

La plateforme

Edx

EdX est une plateforme d'apprentissage en ligne (dite FLOT ou MOOC). Elle héberge et met gratuitement à disposition des cours en ligne de niveau universitaire à travers le monde entier. Elle mène également des recherches sur l'apprentissage en ligne et la façon dont les utilisateurs utilisent celle-ci. Elle est à but non lucratif et la plateforme utilise un logiciel open source.

EdX a été fondée par le Massachusetts Institute of Technology et par l'université Harvard en mai 2012. En 2014, environ 50 écoles, associations et organisations internationales offrent ou projettent d'offrir des cours sur EdX. En juillet 2014, elle avait plus de 2,5 millions d'utilisateurs suivant plus de 200 cours en ligne.

Les deux universités américaines qui financent la plateforme ont investi 60 millions USD dans son développement. La plateforme France Université Numérique utilise la technologie openedX, supportée par Google.

Vous êtes le concepteur de ce MOOC ?
Quelle note donnez-vous à cette ressource ?
Contenu
5/5
Plateforme
5/5
Animation
5/5