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Macroeconometric Forecasting
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All the comments and stories posted to Hacker News that reference this url.There are many different types of models used for different purposes.https://www.piie.com/blogs/realtime-economic-issues-watch/ne...
https://mainlymacro.blogspot.com/2013/12/microfoundations-il...
the models people use to explain/illustrate are more toy models, micro-founded DSGE models, for forecasting typically people tend to use empirical models.
One approach would be to do a college intro to macro textbook or MOOC and then possibly a course on forecasting, like https://www.edx.org/course/macroeconometric-forecasting-2
there isn't much of a consensus on what 'properly' means but IMHO a good start is just understanding the IS/LM analysis and what the curves look like under assumptions from classical models, keynesian, and keynesian-classical synthesis (basically says more keynes in short run and more classical in long run), phillips curve, lucas critique.
then some monetary economics (old school macro tends to ignore financial sector), international trade, open economy macro.
with maybe a time series forecasting book/course thrown in
complementarity is king https://scholar.harvard.edu/files/laibson/files/seven_proper...
doing macro as an investor is a little bit like doing weather forecasting as a sailor ... it's important to understand the kinds of conditions you might be sailing in but probably a bit futile and pointless to do a very deep dive into the math of it.
my question would be what is the best book or course for time series analysis?
⬐ dr-neptuneRob Hyndmans book is a great quick intro:If you want to jump in the deep end (aka you know good chunk of mathematics), you could skim Hamilton's Time Series Analysis
A good way to learn is to do a bunch of time series analysis, kaggle has some
⬐ RockyMcNutsthanks!