Training Program
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Target Audience
Government officials involved in developing macro-econometric models and forecasting for the analysis, design, and implementation of macroeconomic policy.
Government officials involved in developing macro-econometric models and forecasting for the analysis, design, and implementation of macroeconomic policy.
Deadline passed
Session No.: HQ 24.05
Location: Washington, D.C., United States
Date: November 4-15, 2024 (2 weeks)
Delivery Method: In-person Training
Primary Language: English
Advanced degree in economics or eq. experience and a background in econometrics. Applicants should feel comfortable using EViews for econometric applications. Strongly recommended to have completed the online Macroeconometric Forecasting (MFx) course.
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.
Upon completion of this course, participants should be able to:
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