Course Details
Country:
Germany
Institution:
Goethe - University Frankfurt
Course Title:
Introduction to Econometric Forecasting: Predicting Exchange Rates
Course Number:
WPME:IEFP
Course Description:
This course will provide (i) a thorough yet accessible presentation of some of the key models and methods that econometrics currently has to offer for the analysis of exchange rates, and (ii) the application of these models and methods to the forecasting of exchange rates. Many classes will involve empirical illustration of the models and methods discussed in STATA, and course participants will be expected to complete assignments in STATA. At the end of the course, participants should feel comfortable to do independent, theory-based empirical work using time series data as arising specifically in many areas of finance and macroeconomics.
Language:
English
Approved Equivalent:
ECON 3---
Attachment Files:
