Macroeconometric Forecasting
The course by IMF focuses on the application of econometric techniques for modelling the dynamic behavior of macroeconomic variables, like, consumption, investment etc. and their response to policy changes.
Posts
Forecasting Dividend Yield using Stock Indices
The work examines whether it is possible to accurately forecast dividend yield using aggregate stock returns in S&P500,
Consultants to a Campaign Group - Applied Metrics
Problem Statement: A local council is planning to build a rubbish incinerator on a piece of the English countryside that is much loved and used by local residents.
Intro to Machine Learning and Artificial Intelligence for metricians
There's no clear demarcation between ML, AI, statistics and econometrics. But there are some techniques under ML/AI that are not present in econometrics and could be quite beneficial to adopt.
Differences in Differences
Click here to access notes. The notes are based on lectures by Dr. Rachael Meager , LSE and based on studies from listed references:
Instrumental Variables with applications to LATE and Dynamic Panel Models
Click here to access notes. The notes are based on lectures by Dr. Rachael Meager, LSE and based on studies from listed references:
Bootstrap
Click here to access notes. The notes are based on lectures by Dr. Rachael Meager , LSE and based on studies from listed references:
Panel Standard Errors and Clustering
Click here to access notes. The notes are based on lectures by Dr. Rachael Meager , LSE and based on studies from listed references:
Linear Regression with Panel Data: Fixed effects, First Differences
Click here to access notes. The notes are based on lectures by Dr. Rachael Meager , LSE and based on studies from listed references: 1. Stock and Watson, Introduction to Econometrics 2. Wooldridge, Econometric Analysis of Cross-section and Panel Data 3. Raghvir Sabharwal LSE page - link here
Demonetisation in India and its Effect on Growth
Abstract: Many questions have been raised regarding the need & efficacy of demonetization. Different sceptics have different speculations related to the impact of the move on the growth of the Indian economy, with general perception supporting the quantity theory of money.