Macroeconometric Forecasting and Analysis
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- Macroeconometric Forecasting and Analysis
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Bibliographic details
- Session: CT 26.09
- Location: Dalian, China
- Dates: June 1-12, 2026 (2 weeks)
- Delivery method: In-person Training
- Primary language: English
- Status: Deadline passed
Program overview and logistics
- Session No.: CT 26.09
- Location: Dalian, China
- Date: June 1-12, 2026 (2 weeks)
- Delivery Method: In-person Training
- Primary Language: English
- Status: Deadline passed
Target audience and qualifications
- Target Audience: Government officials involved in the development of macro-econometric models for forecasting, analysis, and implementation of macroeconomic policy.
- Qualifications:
- Expected to have an advanced degree in economics or equivalent experience and background in econometrics.
- Should be comfortable using EViews for econometric applications.
Course description and core content
- Purpose: Provide government officials a rigorous foundation estimating macro-econometric models and applying them for nowcasting, forecasting, and policy analysis in central banks, ministries, and public research institutions.
- Core methodological topics:
- Univariate and multivariate econometric time series models.
- State-space models.
- Nowcasting techniques, including BRIDGE, MIDAS, and UMIDAS models.
- Instructional format:
- 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.
Learning 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.
References