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Macroeconometric Forecasting

Macroeconometric Forecasting and Analysis (MFA)

Apply online by July 7, 2024 Deadline extended

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

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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.

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    Qualifications

    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.

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    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.

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    Course 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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