ECON 460: Economic Forecasting
Spring 2017
Bruce Hansen
TuesdayThursday, 2:30  3:45. Social Science 5231
email: bruce.hansen@wisc.edu
Classlist econ4601s17@lists.wisc.edu
Office Hours: Thursdays 10:00  12:00, or by appointment
The prerequite is Econ 410 (Econometrics).
This is a one semester introduction to econometric time series analysis, forecasting methods, and forecast evaluation. The course will cover theoretical, methodological and applied topics, and much of the work will be handson computer analysis in Stata.
Topics covered will include: Trends, Seasonality, Cycles, autoregressive models, nonstationarity, volatility, forecast criteria, point forecasting, interval forecasts, fan charts, and forecast combination.
Textbook Forecasting in Economics, Business, Finance and Beyond, by Francis X Diebold
Supplemental Text The Signal and the Noise, by Nate Silver

