Training Program
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Target Audience
Government officials involved in developing macroeconometric models and forecasting for the analysis, design, and implementation of macroeconomic policy.
Government officials involved in developing macroeconometric models and forecasting for the analysis, design, and implementation of macroeconomic policy.
Deadline passed
Session No.: ST 23.23
Location: Singapore, Singapore
Date: October 23, 2023 - November 3, 2023 (2 weeks) New dates
Delivery Method: In-person Training
Primary Language: English
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.
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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