Forecasting techniques and forecast evaluation

Forecasting techniques and forecast evaluation, Tatevik Sekhposyan, Texas A&M University at College Station
Hosted by the Central Bank of Armenia at 10AM-3PM, on June 22nd, 2015.

This workshop examines time series models used for forecasting macroeconomic series and discusses forecast evaluation techniques. The main emphasis is on forecast evaluation techniques covering tests of relative and absolute evaluation and briefly considering the assessment of predictive density calibration. The workshop will involve both theoretical and empirical aspects of forecast evaluation.

Duration: 10AM-3PM; 2-hour lecture segment, with an hour break in between

Prerequisites: This is a graduate level workshop. Audience should be comfortable with simple algebra and familiar with basic concepts of econometrics.

About the instructor: Tatevik Sekhposyan is an Assistant Professor of Macroeconomics at the Texas A&M University at College Station.She has worked previously at the central Bank of Canada and holds a Ph.D. from the University of North Caroline at Chapel Hill. See more at

AEA thanks the Central Bank for hosting the workshop and Professor Sekhposyan for donating her time.