Macroeconometric Forecasting and Analysis (MFA)
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- Macroeconometric Forecasting and Analysis (MFA)
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Bibliographic details
- Published: June 6, 2025
Upcoming offerings
| Start date | End date | Location | Delivery Method | Session No. | Primary & (Interpretation) language | Apply |
|---|---|---|---|---|---|---|
| November 2, 2026 | November 13, 2026 | Ebene, Mauritius | In-person Training | AT 26.23 | English (French, Portuguese) | Invitation |
Course overview
- Presented by the Institute for Capacity Development.
- Gives government officials a rigorous foundation in estimating macro-econometric models and their application for nowcasting, forecasting, and policy analysis in central banks, ministries, and public research institutions.
- Examines univariate and multivariate econometric time series models, state-space models, and nowcasting techniques such as BRIDGE, MIDAS, and UMIDAS models.
- Each topic includes a lecture discussing the underlying theory and a workshop with EViews applications.
- Participants work in groups on hands-on estimation and forecasting exercises.
- Topic: General Macroeconomics
Target audience
- Government officials involved in the development of macro-econometric models for forecasting, analysis, and implementation of macroeconomic policy.
Qualifications and prerequisites
- Expected to have an advanced degree in economics or equivalent experience and background in econometrics.
- Should be comfortable using EViews for econometric applications.
- It is strongly recommended that applicants have completed the online Macroeconometric Forecasting (MFx) course.
Course objectives
- Identify the foundations, characteristics, and limitations for several econometric model specifications.
- Use EViews software to apply modeling techniques that enhance their institutions' policy analysis and forecasting capabilities.
- 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 work or research and that of other countries.
Syllabus and structure
- Duration: two-week course.
- Aims to provide government and related officials a rigorous foundation in the estimation of macro-econometric models and their application for forecasting and policy analysis in central banks, ministries and public research institutions.
- Participants will work together in groups to undertake a number of hands-on estimation and forecasting exercises.
- Course Structure and Standard Syllabus (includes lectures and workshops using EViews).
Content in this bundle
- Microsoft Word - MFA Course Structure and Syllabus FINAL