Recent Developments in Forecasting

About

Barbara Rossi

Course leader

Barbara Rossi, ICREA Professor at Universitat Pompeu Fabra (UPF), Affiliated Professor at Barcelona GSE, and Research Associate at the Center for Research in International Economics (CREI).

Target group

Graduate students as well as more senior researchers willing to brush up their knowledge and expose themselves to the latest advances in academic research.

Course aim

Selected Topics:
- Recent developments in forecasting methodologies (e.g. forecasting with many predictors)
- New methods for evaluating models' forecasts
- Application 1: How well can we forecast inflation and output growth?
- Application 2: Do reduced-form models forecast better than DSGE models?

Computer Lab practicals*
* The computer lab offers practical sessions where students will implement the material discussed in class using Matlab, gaining valuable firsthand experience. Empirical examples will illustrate practical issues that researchers encounter while applying the techniques in practice to real data; the examples will focus on forecasting exchange rates, output growth, inflation and asset prices, among others.

Fee info