This website compiles teaching material for the subject of economic forecasting. The lecture slides and some supplementary reading material for each topic are presented below.

Introduction to Forecasting

• Lecture 1 slides
• Additional material:
  • The Birth of the Weather Forecast

Features of Time Series Data

• Lecture 2 slides

Forecasting Methods and Routines

• Lecture 3 slides

Trends and Seasonality

• Lecture 4 slides

Autoregression

• Lecture 5 slides

Moving Average

• Lecture 6 slides

Vector Autoregression

• Lecture 7 slides

Threshold Autoregression

• Lecture 8 slides

Forecast Evaluation

• Lecture 9 slides

Forecast Combination

• Lecture 10 slides