emet3007 商业和经济预测 Business and Economic Forecasting 澳大利亚国立大学

Accurate forecasting of future events and their outcomes is a crucial input into a successful business or economic planning process. This course provides an introduction to the application of various forecasting techniques. The methods include trend curve extrapolation smoothing, autoregressions, regression modelling, leading indicators. The course also looks at techniques for the evaluation of performance of forecasting methods and examines the role of forecasts in the decision making process. Students will learn how to use the various techniques in real world forecasting applications.

Content: Economic forecasting involves trying to predict future economic conditions by combining widely used indicators. Economic forecasts are used by government officials and business leaders to determine fiscal and monetary policy and to plan the future activities of companies, respectively.

emet3007 商业和经济预测 Business and Economic Forecasting 澳大利亚国立大学
问题 1.

Recall that $\phi_{j k}=\beta_j \alpha_{j k}$ and that the maximum lags on $\beta_j$ and $\alpha_{j k}$ are $M_b$ and $M_a$, respectively. Define $M_f=M_b+M_a$; this is the maximum lag on $\phi_{j k}$. From $M_g$, the maximum lag on $\Gamma$ in (5), define $M_h=\max \left(M_f, M_g\right)$, and let
\tilde{U}(t)=\left[U(t)^{\prime}, U(t-1)^{\prime}, \ldots, U\left(t-M_h\right)^{\prime}\right]^{\prime}
and conformably
\tilde{\eta}_U(t)=\left[\eta_U(t)^{\prime}, 0^{\prime}, \ldots, 0^{\prime}\right]^{\prime}

问题 2.

$b_{r, t}=\mu_r+\zeta_t, \quad b_{e, t}=\mu_e+\zeta_t, \quad \zeta_t$ i.i.d. $N\left(0, \sigma_t\right)$, where $\zeta_{\text {t }}$ is independent of $\left(\varepsilon_v, v_t\right)$.


针对 Business and Economic Forecasting 推荐三本教材:

✅ Business Cycles, Indicators, and Forecasting

✅ The Power of Profit: Business and Economic Analyses, Forecasting

✅ Time Series Models for Business and Economic Forecasting


  • 长期以来,提供可靠的经济预测一直是经济学家面临的主要挑战之一。这仍然是经济学专业为商业和政府运作做出贡献的重要方式。过去十年间,计算能力、数据可用性以及时间序列和计量经济学分析方法都取得了重大进步。这些技术进步反过来又促进了经济预测新方法的发展,其范围之广足以与更传统的结构计量经济学模型和判断预测相抗衡,至少在实际国内生产总值和国内生产总值平减指数等主要经济总量方面是如此。