Macroeconometric Forecasting and Analysis

TARGET AUDIENCE | Government officials involved in the development of macro-econometric models for forecasting, analysis, and implementation of macroeconomic policy.

QUALIFICATIONS | Participants are expected to have an advanced degree in economics or equivalent experience and background in econometrics. They should also be comfortable using EViews for econometric applications.

COURSE DESCRIPTION | This course gives government officials a rigorous foundation estimating 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 such as BRIDGE, MIDAS, and UMIDAS models. Each topic includes a lecture discussing the underlying theory and a workshop with EViews applications. Participants work in groups on hands-on estimation and forecasting exercises.

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

• Identify the foundations, characteristics, and limitations for several econometric model specifications.

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

• 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 work or research and that of other countries.

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Course Details

Start: 20260323Mar 23
End: 20260403Apr 03

Language: English

Sponsoring Organization: IMF

Admin Arrangements


Application Deadline: December 07, 2025

Apply here