## Macroeconometric Forecasting and Analysis

## Source details

**Canonical URL:** [Macroeconometric Forecasting and Analysis](https://www.imf.org/en/capacity-development/training/icdtc/schedule/at/2024/mfaat24-08)

## Other formats

- [Markdown version](/en/capacity-development/training/icdtc/schedule/at/2024/mfaat24-08/index.md)
- [Structured JSON version](/en/capacity-development/training/icdtc/schedule/at/2024/mfaat24-08/index.json)
- [Bundle manifest](/en/capacity-development/training/icdtc/schedule/at/2024/mfaat24-08/bundle-manifest.json)

## Bibliographic details
- Session: AT 24.08
- Location: Ebene, Mauritius
- Dates: March 25, 2024 - April 5, 2024 (2 weeks)
- Delivery method: In-person Training
- Primary language: English
- Interpretation language: French Portuguese
- Status: Deadline passed

---

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

### Qualifications and prerequisites
- Expected qualifications:
  - An advanced degree in economics or equivalent experience.
  - A background in econometrics.
  - Comfort using EViews for econometric applications.
- Strong recommendation:
  - Applicants should have completed the online Macroeconometric Forecasting (MFx) course.

### Course description and content
- Provider: Institute for Capacity Development.
- Purpose:
  - To give 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.
- Topics and methods:
  - Univariate and multivariate econometric time series models.
  - State-space models.
  - Nowcasting techniques: BRIDGE, MIDAS, and UMIDAS models.
  - Combination of lectures on underlying theory and workshops with EViews applications.
  - Group hands-on estimation and forecasting exercises using country cases.

### Course objectives (learning outcomes)
- Upon completion, 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.

---


## References

- [In-person Training](https://www.imf.org/en/capacity-development/training/icdtc/delivery-methods)
- [Core Elements of Banking Supervision (CBS)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/at/2027/cbsat27-10)
- [Advanced Government Finance Statistics (GFS-A)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/ce/2026/gfs-ace26-45)
- [Fiscal Sustainability (FS)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/ce/2026/fsce26-38)
- [Safeguards Assessments of Central Banks (SAC)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/at/2026/sacat26-30)
- [Macroeconomic Management in Resource Rich Countries (MRC)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/ce/2026/mrcce26-44)

_Source: https://www.imf.org/en/capacity-development/training/icdtc/schedule/at/2024/mfaat24-08_