Connect with IMF Institute
Macroeconometric Forecasting

Virtual : Macroeconometric Forecasting and Analysis (MFA)

Deadline passed

Session No.: ST 22.21V

Location: Singapore, Singapore

Date: July 11-22, 2022 (2 weeks)

Primary Language: English

    Target Audience

    Government officials involved in developing macroeconometric models and forecasting for the analysis, design, and implementation of macroeconomic policy.

    Back to top

    Qualifications

    Participants are expected to 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.

    Back to top

    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.

    Back to top

    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.
    Back to top

    Apply Now - Application deadline approaching:

    IMF offers online training to government officials and the public. Click Learn more to find our current offerings.

    Monetary and Fiscal Policy Analysis with DSGE Models (DSGE)

    English, September 26, 2022 - October 7, 2022, Vienna, Austria

    Apply online by July 4, 2022

    Fiscal Policy Analysis (FPA)

    Arabic, September 4-15, 2022, Kuwait City, Kuwait

    Apply online by July 5, 2022