Start Learning Time Series & Forecasting Today 

At Forecasting Economics, I teach applied econometrics and time-series forecasting from the perspective of modern economics. Every tutorial is fully reproducible, with clean code, real-world macroeconomic and financial datasets, and step-by-step analysis tailored for economists. The focus is not only on statistical technique, but also on economic interpretation and research standards.

Students can also access supplementary materials to deepen their understanding, explore advanced case studies, and support the continued creation of high-quality educational content.

You’ll learn how to:

• Build and diagnose ARIMA/SARIMA, VAR/VECM, and SVAR models for macro and financial data

• Model volatility with ARCH/GARCH, applied to inflation, exchange rates, and financial returns

• Produce credible forecasts with intervals, backtesting, and model comparison that meet publication standards

• Work seamlessly across Python, R, Stata, EViews, and MATLAB Dynare, the mainstream tools of economic analysis

• Implement DSGE models (setup, calibration, estimation, IRFs, policy analysis) for applied macroeconomic research

My goal is not just to explain the theory—it’s to help you master the mainstream toolkit of economists, build reliable forecasts, and deliver research outputs of publishable quality.