Forecasting in Economics, Business and Government
Professor Francis X. Diebold
Readings:
Reading 1: Diebold, Rudebusch and Aruoba (2006) (Slides here.)
Reading 2: Andersen, Bollerslev, Diebold and Labys (2003) (Slides here.)
IMPORTANT DATES (subject to change):
Problem set 1, Thurs Feb 19
Exam 1, Tues Feb 24
Problem set 2, Thurs March 19
Exam 2, Tues March 24
Problem set 3, Thurs Apr 23
Exam 3, Tues Apr 28