Sumários

MACROECONOMIC MODELS

2 Maio 2024, 11:00 Luís Filipe Martins


Bagging (bagged forecasting)

Multi-Step Forecast Simulation/Bootstrapping
Artificial Neural Networks

MACROECONOMIC MODELS

2 Maio 2024, 09:30 Luís Filipe Martins


Equilibrium Correction Model

VAR-type Models

MACROECONOMIC MODELS

24 Abril 2024, 11:00 Luís Filipe Martins


Linear and Nonlinear Methods:

- Contemporaneous Regressors.
- Predictive Regression.

- ADL Models.

- ARIMA Models.

Applications with STATA.

MACROECONOMIC MODELS

24 Abril 2024, 09:30 Luís Filipe Martins


The Forecasting Problem:

- Simple Forecast Methods - no Trend.

- Simple Forecast Methods - with Trend.

- Simple Forecast Methods - Exponential Smoothing.

Applications with STATA.

MACROECONOMIC MODELS

17 Abril 2024, 14:30 Luís Filipe Martins


The Forecasting Problem:

- Forecast Evaluation - Statistics.

- Forecast Evaluation - Regressions.

Applications with STATA.