經濟預測 課程綱要
內容綱要：
一、簡介(Introduction)
1.概念(Concept)
(1) 經濟預測之涵義(Definition)
(2) 經濟預測之目的(Objectives)
(3) 經濟預測之方法(Methodology & Approaches)
2.為何及如何進行預測(Why & How)
3.商情、經濟與政府預測之問題(Problem for Forecasting)
二、模是預測準確性之評估
1.評估指標之介紹
2.模式評審統計量之估計(Measure of Model Validation)
3.不同評審統計量之比較(Alternative)
三、預測模式方法之分類
1.定性方法(Qualitative Methods)
2.定量方法(Quantative methods)
(1)因果分析法(Causality Methods)
(2)時間序列分析法(Time Series Analysis)
(3)組合預測方法(Composite Forecasting)
(4)單根檢定與共整合(Unit Root &CO-integration)
(5)ARCH 效果之檢定(Test for ARCH Effect)
四、預測模式(Model for forecasting) 與估計(Estimation)
1.移動平均模式
2.指數平滑模式
3.單一方程式計量模式
4.聯立方程式計量模式
5.Box-Jenkins 模式
6.結構計量模式與時間數列分析
7.AR-GARCH VAR-GARCH VECM-GARCH FI-GARCH 及不對稱 GARCH 模
式
五、經濟預測之應用
1.電腦套裝軟體的應用 SAS/ETS、SCA、SPSS、RATE
2.個案分析
(1)Home work
(2)Team paper
Text
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