Сверхкраткосрочное прогнозирование (наукастинг)

NWC

TARGET AUDIENCE | Junior and middle-level officials from ministries of finance, central banks, and other interested public institutions.

QUALIFICATIONS | Participants are expected to have an advanced degree in economics or equivalent experience, a basic understanding of time-series econometrics and be comfortable using EViews (econometric software package).

COURSE DESCRIPTION | This course provides participants with cutting-edge nowcasting tools that familiarize them with the concepts and methods to incorporate high-frequency economic indicators into the forecasting process, while integrating this training into technical assistance on data compilation and dissemination. Each topic is complemented by hands-on workshops and assignments designed to illuminate the steps required to formulate a nowcasting model and generate a nowcast.

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

Understand and be proficient in the techniques required to manage time-series data in EViews, estimate an OLS regression, and calculate its associated forecasts in EViews.

• Formulate nowcasting models using several approaches (such as Bridge, MIDAS, and U-MIDAS estimators, etc.) and appropriate high-frequency indicators.

• Generate nowcasts from various models and evaluate their accuracy using several forecasting performance indicators.

• Apply the nowcasting tools to their own country data and interpret the nowcast appropriately in policymaking settings.

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Детали

Начало: 2026011212 янв
Окончание: 2026012323 янв

Язык(и): English

Организация-спонсор: IMF

Организационные вопросы

Крайний срок подачи заявки: 12 октября 2025 r.

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