The lectures provide an applied presentation of standard forecasting models which are typically employed in policymaking institutions to forecast macroeconomic time series. Lectures are followed by practical sessions with hands-on computational exercises on MATLAB software.
Get the Syllabus
Dauphine provides a free licence for students
. Please use your own laptop if you can with MATLAB installed. Please have Datafeed, Optimization and Econometrics toolboxes installed.
Real time macro-data on MATLAB
DBnomics.pdf a small guide to use DBnomics on MATLAB.
call_dbnomics.m MATLAB function to query DBnomics.
This is a must-read as all of the lectures will rely on DBnomics. The latter is a database aggregator which can be queried directly from MATLAB. Please read carefully this following note on DBnomics and download as well the MATLAB function which allows to get real time macro data:
Toy models list
Here is the list of available models that are necessary for your examination.