Week 11: Forecasting using regression

What you will learn this week

  • Useful predictors for time series forecasting using regression
  • Selecting predictors
  • Ex ante and ex post forecasting

Pre-class activities

Read Chapter 7 of the textbook and watch all embedded videos

Exercises (on your own or in tutorial)

Monday lecture

Download slides

Code used in seminar

Tuesday workshop

Activities for Tuesday workshop

Code used in workshop

Assignments

Weekly quiz