Econometrics and Economics

• Financial Services Overview
• Investment Management
• Risk Management
• Insurance and Actuarial Science
• Econometrics and Economics
• Algorithmic Trading
• Pricing and Valuation

Economics researchers across government organizations, central banks, corporate finance, risk, and asset management rely on MATLAB for data management, analysis, modeling, forecasting, and testing.

Model and Analyze Econometric Scenarios

Economists use MATLAB and its financial and econometric toolboxes to:

• Import data directly from spreadsheets, databases, and data providers, including Bloomberg, Federal Reserve Economic Data (FRED), and Haver Analytics
• Clean and prepare data
• Model univariate and multivariate time series
• Estimate parameters
• Simulate and forecast
• Perform diagnostic tests

Collaborate on Model Development with Peers

Eighty-five percent of OECD central banks use MATLAB for economic tasks, including dynamic stochastic generalized equilibrium (DSGE) modeling, yield curve and inflation term structure estimation, and risk measurement. MATLAB provides a common language for the computational economics community in which researchers can work and share results with their peers across government organizations and academic institutions.