Econometrics Toolbox


You can forecast market trends to make budgeting, planning, investing, and policy decisions. Financial Toolbox provides the foundation for working with financial time-series data; performing regression and parameter estimation with or without missing data; and simulating different scenarios to estimate risk. Econometrics Toolbox extends this foundation with advanced capabilities that account for nonuniform variance across time.

Modeling the U.S. economy with forecasts for Real GDP.

Modeling the U.S. economy. Plots show economic indicators for developing a model of U.S Real GDP (top left); model calibration results and forecasts for indicators (bottom left); and forecast results for Real GDP (right).

Modeling the United States Economy
Develop a small macroeconomic model in the style of Smets and Wouters.
Next: Cointegration Modeling

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Cointegrazione e Pairs Trading con MATLAB

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