ECO 6433 (Summer 2005)

BUSINESS CYCLES AND FORECASTING for MBA

The Course Outline (html format).

The Course Outline (pdf format).

The Term Paper Outline (html format).

Term Papers

• Norman Cevallos. Time series analysis: Average Price of Houses Sold in U.S.A.

• Alexis Chaves. Forecasting the United States Balance of Trade.

• Hong Davis.

• Dalevens Desormes. Auto Sales Industry Ranges from 1992 2005.

• Donna-Marie Donalds. SunTrust Stock Analysis. 

• Robert Fernbaugh. Study of Monthly Retail Sales January 1992 – March 2005.

• Rick Foessett. Forecasting Disposable Personal Income.

• David Germania. Total Consumer Credit and Forecasted Trend Analysis.

• Seth J. Jacobs. Is it safe to drive? An investigation of trend and seasonality concerning automobile accidents as well as an exploration of the effectiveness of seatbelt and traffic laws.

• Jason M. Kraus. Forecasting the GDP.

• Navid Nowakhtar. U.S. Average Natural Gas Prices: A Univariate Approach.

• Michael Piatek. Vehicle Truck Assemblies.

• Jackie. Average Sales Prices of New Homes in the U.S. from January 1985 to April 2005.

• Patrick Michael Schopke. TechHealth: Magnetic Resonance.

• Ryan Speaks. Progress Energy Florida:  Customer Forecast.

• Tedroy Young. Crude Oil Spot Prices.

Books

• [REQUIRED] Francis X. Diebold (2004) Elements of Forecasting, Third Edition, Thomson South-Western.
• Philip Hans Franses (2004) Time Series Models for Business and Economic Forecasting, Cambridge University Press.
• Peter J. Brockwell and Richard A. Davis (2003) Introduction to Time Series and Forecasting, Second Edition, Springer.

Class Notes and Readings

• Clive Granger (2003) The Nobel Lecture: Time Series Analysis, Cointegration, and Applications.

• Robert F. Engle III (2003) The Nobel Lecture: Risk and Volatility: Econometric Models and Financial Practice.

• Time-Critical Decision Making for Economics and Finance.

QUIZ

• The Quiz (June 16, 2005)
• Data needed for the Quiz:
  • Exchange.dat
  • DeltaAirlines.dat
  • sales-T-shirts.dat

Optional QUIZ

• Download the Optional Quiz (June 1^st, 2005).
• Download the data files for the Optional Quiz:
  • GAP Store Sales Data.
  • Gap Data ASCII.
  • Web Hits Data.

Code and Data

• Steam-and-Leaf Excel Module.
• Data Eviews.
• Data Diebold.
• Exponential-smooting.xls Consumer Sentiment data.
• Exponential-Holt-Winters.xls S&P 500 data.
• Gap_Sales-ACF-PAC.wf1 Sales data.
• Housing-Starts-seasonality.wf1 Housing Starts Data
• GNP-ARMA.wf1 GNP data.

Assignments

• Assignment I is due on Thursday, May 26, 2005.
  • FD book: Chapter 3, Question 10, pages 69-70.
  • Data for the question.

Term Paper

• The Term Paper Outline.
• The term paper is due on June 23, 2005.
• Instructions on how to submit the term paper:
  • Read the Turnitin Student Guide.
  • Go to http://www.turnitin.com
  • Create a user profile (just like an email account).
  • Add this class to the list of your classes.
  • The Class id: 1311049
  • The enrollment pass: eco6433s2005
  • Submit your paper.

Conversion Table for the GRADES

The following letter grade system will be used,

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