TalTech course Forecasting with DSGE Models

TalTech course Forecasting with DSGE Models

The course will be held at TalTech over three full days from Wednesday 10 to Friday 12 June 2020. The class starts at 10:00 and ends at 16:00.

The objective of the course is to teach student how to:

  • Estimate DSGE model: classical and Bayesian estimation
  • Foreast with DSGE models: mean, median, density forecast
  • Evaluate the accuracy of forecasts: ex-post forecasting competitions

The course, which is aimed at doctoral students and researchers, will use Matlab and Dynare. Basic knowledge of the three equation New Keynesian model and basic knowledge of  Matlab are appreciated.

Main Instructor: Michal Rubaszek (Warsaw School of Economics)

The course is organized as follows:

  1. Estimating DSGE models
  2. Forecasting with DSGE model
  3. Evaluation of forecasts


For more information, visit http://www.taltech.ee/ecee 

Please contact Ms Aneli Hallap (ecee(at)taltech.ee) for registration or for any additional information.