Time series forecasting: With an application to GDP - Jens Boysen-Hogrefe

Forecasting is a useful device for economic policy making. Numerous institutions like governments, central banks, the European Commission, the OECD, or the IMF regularly provide economic forecasts. This course aims at giving insights into the field of time series forecasting from a practitioner’s point of view. The course is additionally going to be augmented with short targeted presentations by the Forecasting team of the Kiel Institute for the World Economy and afternoon practical sessions.