經濟預測
Economic Forecasting
梁國源 教授
電 話：2236-7151
mail:kyliang@cc.shu.edu.tw
教 室：社法1
上課時間：2:20-5:20 Mon


課程簡介

本課程旨在訓練對經濟計量方法、經濟學與數理統計學已有根基的同學，使她(他)們獲得必要的經濟預測概念與技術，以便閱讀如：Journal of Forecasting, International Journal of Forecasting, Technological Forecasting and Social Change, Journal of Business Forecasting Methods & System,…等專業期刊的論文，以及處理各種態樣的理論與實證課題。本課程的授課範圍，將盡量配合選用教科書的內容。具體地說，本課程除涵蓋當代時間序列計量方法涉及的各項主題外，我希望在介紹方法與案例的過程中，持續性地提醒同學，優質經濟預測的製作，至少要符合四項條件：一、要了解使用資料（data）的來龍去脈；二、要熟悉相關的計量方法；三、要具備經濟學的相關知識；四、要廣泛閱讀國內外財經報章雜誌，以掌握時事的脈動。因此，計量方法的學習，固然是研究「預測」這一門學問不可或缺的一部份，但它絕非是「預測」研究的全貌。同學們還要經常記住：「我們絕對不是為了預測而預測；製作出的預測必須對決策（decision making）有用，才是值得執行的一項任務」。


課程大綱

一、課程概要 (An Overview of the Course; Ch. 1, Diebold)

二、優質預測的考量因素 (Considerations for High-quality Forecasting; Ch. 2, Diebold)

三、經濟預測的統計模式 (Statistical Models for Economic Forecasting;
Chs. 3-10 & 12, Diebold)

四、經濟預測的評估 (Evaluations of Economic Forecasts; Ch. 11, Diebold)


教科書：

Diebold, F. X. (2001) Elements of Forecasting, 2nd ed., Cincinnati: South-Western College Publishing.

參考書籍：

1. Armstrong, J. S. (1985) Long-range Forecasting: From Crystal Ball to Computer, 2nd ed., N.Y.: John Wiley.

2. Brockwell, P. J. and R. A. Davis (2002) Introduction to Time Series and Forecasting, 2nd ed., N.Y.: Springer.

3. Granger, C. W. J. (1989) Forecasting in Business and Economics, 2nd ed., N.Y.: Academic Press.

4. Granger, C. W. J. and P. Newbold (1986) Forecasting Economic Time Series, 2nd ed., N.Y.: Academic Press.

5. Hall, S. (ed. 1994) Applied Economic Forecasting Techniques, N.Y.: Harvester/Wheatsheaf.

6. Holden, K. Peel, D. A. and J. L. Tbompson (1990) Economic Forecasting: An Introduction, Cambridge: Cambridge University Press.

7. Makridakis, S. (1990) Forecasting, Planning, and Strategy for the 21st Century, N.Y.: Free Press.

8. Makridakis, S. and S. C. Wheelwright (eds. 1987) The Handbook of Forecasting: A Manager’s Guide, 2nd ed., N.Y.: John Wiley.

9. Makridakis, S. Wheelwright, S. C. and R. J. Hyndman (1998) Forecasting: Methods and Applications, 3rd ed., N.Y.: John Wiley.

10. Marshall, K. T. and R. M. Oliver (1995) Decision Making and Forecasting, N.Y.: McGraw-Hill.

11. Martino, J. P. (1993) Technological Forecasting for Decision Making, 3rd ed., N.Y.: McGraw-Hill.

12. Rogers, R. M. (1988) Handbook of Key Economic Indicators, 2nd ed., N.Y.: McGraw-Hill.
13. Taylor, J. G. (1998) Investment Timing and the Business Cycle, N.Y.: John Wiley.

14. Whitley, J. (1994) A Course in Macroeconomic Modelling and Forecasting, N.Y.: Harvester/Wheatsheaf.

15. Wilson, J. H. Keating, B. and John Galt Solutions, Inc. (2002) Business Forecasting with Accompanying Excel-based ForecastXTM Software, 4th ed., N.Y.: McGraw-Hill.

16. Yaffee, R. (with M. McGee, 2000) Introduction to Time Series Analysis and Forecasting, N.Y.: Academic Press.


成績考核：

期末書面及口頭報告（須與課程內容相關並以電腦列印）