Macroeconometric Forecasting and Analysis - Virtual


TARGET GROUP | Government officials involved in developing macroeconometric models and forecasting for the analysis, design, and implementation of macroeconomic policy.Participants shouold have an advanced degree in economics or equivalent experience and a background in econometrics. They should also be comfortable using EViews for econometric applications. It is strongly recommended that applicants have completed the online Macroeconometric Forecasting (MFx) course.


DESCRIPTION | This course, presented by the Institute for Capacity Development, gives government officials a rigorous foundation in the estimation of macro-econometric models and their application for nowcasting, forecasting, and policy analysis in central banks, ministries, and public research institutions. The course examines univariate and multivariate econometric time series models, state-space models, and nowcasting techniques as Factor, BRIDGE, and MIDAS models. Each topic includes a lecture that discusses the underlying theory and a workshop with applications using EViews. Participants work in groups on hands-on estimation and forecasting exercises.


OBJECTIVES | Upon completion of this course, participants should be able to:

• Identify the foundations, characteristics and limitations for a number of econometric model specifications.

• Use EViews software to apply modeling techniques that enhance the policy analysis and forecasting capabilities in their institutions.

• Apply the techniques learned to country cases from their region to forecast and analyze a policy issue.

• Apply appropriate tools available in the EViews econometric package to their own work or research and that of other countries.


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Course Details

Start: 20220328Mar 28
End: 20220408Apr 08

Language: English

Sponsoring Organization: IMF

Application Deadline: January 09, 2022

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