Johns Hopkins University · Graduate Course

Macroeconomic Forecasting

Fifteen modules on forecasting macroeconomic time series in EViews — decomposition and the forecasting toolbox, ARIMA, unit roots, GARCH, VAR and VEC, and combined forecasts. Each team gets its own bundle of eight FRED series to model, plus prompts for Claude, ChatGPT, Gemini, and Copilot.

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Roumen Vesselinov, PhD
Roumen Vesselinov, PhD
Where to go

Three places to work

Each opens in its own page. Every team has its own data bundle to download; every module page puts the slides, the handouts, and a set of ready-to-run AI prompts in one place.

15
COURSE

Modules

All fifteen modules, from the introduction to forecasting and EViews through VAR, VEC, and combined forecasts. Slides, handouts, and prompts on every page.

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30
DATA

Team datasets

Thirty team bundles, each with eight quarterly and monthly FRED series and a companion write-up explaining the theme, the variables, and the economic background.

Open team datasets →
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INSTRUCTOR

Bio

Who is teaching the course, what I work on, and how I can help with your Capstone project, dissertation, or applied research.

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15modules
30team data bundles
240FRED time series