Economics, Macroeconomic Forecasting, Second Cycle

Utbildningsfakta

Kod: NA437A

Macroeconomic forecasting typically relies on time series data. This course intends to provide skills regarding time series econometrics and time series analysis in order to be able to model and forecast macroeconomic variables. During the course, we will cover both the fundamental univariate ARIMA model and the more advanced multivariate VAR model. Topics such as unit roots, cointegration and structural breaks will also be discussed. The focus of the course is objective forecasting methods but we will also touch upon judgemental forecasting, Finally, tools for forecast evaluation will be addressed. Additional information: The course overlaps with Statistics, Time Series Analysis, Second cycle, 5 credits and these courses cannot be used together in a degree.

Behörighet

75 credits of economics courses on the first cycle, as well as Statistics, Basic Course, 15 credits. Alternatively 75 credits of business administration courses on the first cycle, as well as Statistics, Basic Course, 15 credits, and Economics, Basic Course, 30 credits. Alternatively 75 credits of statistics courses on the first cycle, as well as Economics, Basic Course, 30 credits. In addition, the applicant must have completed an independent project of 15 credits in the main field of study as well as Statistics, Econometrics, Intermediate Course, 7.5 credits, and Statistics, Time Series Analysis and Forecasting, Intermediate Course, 7.5 credits or Economics, Financial econometrics 15 credits. The applicant must also have qualifications corresponding to the course English 6/ English level 2 from the Swedish Upper Secondary School.

Utbildningstillfällen

Varje tillfälle har egna datum och villkor. Avslutade tillfällen behålls som historik och innebär inte att en ny ansökan är öppen.

• Economics, Macroeconomic Forecasting, Second Cycle

  Örebro University

  Örebro

  Startdatum: 9 november 2026

  Slutdatum: 17 januari 2027

  Studietakt: 50 %