BANK OF UGANDA - Nov 2019
The following material relates to a six day short course that was presented to delegates from the Bank of Uganda at the University of Cape Town Graduate School of Business between 25 November 2019 and 30 November 2019.
Lectures
1) Monday, 25 November 2019 - Machine Learning [slides1][slides2]
2) Tuesday, 26 November 2019 - Machine Learning [slides1][slides2]
3) Wednesday, 27 November 2019 - DSGE forecasting [slides1][handout1]
4) Thursday, 28 November 2019 - Machine Learning [slides]
5) Friday, 29 November 2019 - DSGE forecasting [slides]
6) Saturday, 30 November 2019 - Deep learning [slides]
Practical
Link to practical material [link]
Additional reading
Bholat Hansen Santos Schonhardt 2015 [link]
Diebold Shin 2019 [link]
Ardia Bluteau Boudt 2019 [link]
Elliot Timmermann 2016 [link]
Hiebeler 2014 [link]
Diebold Mariano 1995 [link]
West 1996 [link]
McCracken 2000 [link]
Clark McCracken 2001 [link]
West 2006 [link]
Clark West 2007 [link]
Alpanda Kotze Woglom 2010 [link]
Pfeifer 2018 [link]