## Macroeconometric Forecasting (MFx)

## Source details

**Canonical URL:** [Macroeconometric Forecasting (MFx)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/ol/2026/mfxol26-175)

## Other formats

- [Markdown version](/en/capacity-development/training/icdtc/schedule/ol/2026/mfxol26-175/index.md)
- [Structured JSON version](/en/capacity-development/training/icdtc/schedule/ol/2026/mfxol26-175/index.json)
- [Bundle manifest](/en/capacity-development/training/icdtc/schedule/ol/2026/mfxol26-175/bundle-manifest.json)

## Bibliographic details
- Session: OL 26.175
- Location: Course conducted online
- Dates: May 1, 2026 - August 31, 2026 (17 weeks)
- Delivery method: Online Training
- Primary language: English
- Status: Deadline passed

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### Session and logistics
- Session No.: OL 26.175
- Deadline: Deadline passed
- Location: Course conducted online
- Date: May 1, 2026 - August 31, 2026 (17 weeks)
- Delivery Method: Online Training
- Primary Language: English
- Software: Demonstrations and applications are conducted using EViews
- Licenses: Temporary licenses for EViews are made available for the duration of the course

### Target audience and qualifications
- Target Audience: All government officials are welcome to register; particularly relevant for officials involved in developing forecasts that are used to design and implement macroeconomic policy
- Language: The course is offered in English
- Qualifications:
  - Participants are expected to have a background in undergraduate statistics and basic econometrics
  - Access to a computer with a reliable Internet connection and a Google Chrome web browser is essential

### Course description and core content
- Presenting institution: Institute for Capacity Development
- Aim: To reinforce macroeconomic forecasting and modeling skills and the use of modern econometric techniques
- Instructional approach:
  - Lectures discuss the underlying theory
  - Demonstrations show how to conduct empirical analyses using EViews
- Focus areas (four aspects of empirical model building and forecasting):
  - Data and model properties, such as stationarity/non-stationarity and co-integration
  - Dynamic specifications, especially the use of error correction models
  - Model evaluation, design, and simulation
  - Forecast uncertainty and policy analysis

### Learning objectives
Upon completion of the course, participants should be able to:
- Forecast time series and multiple equation models using EViews.
- Assess the statistical characteristics of time series and apply appropriate methods for forecasting.
- Construct a macroeconometric model using ARMA, VAR, and VECM methods.
- Use a variety of statistical techniques to evaluate the performance of a forecasting model.

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## References

- [Online Training](https://www.imf.org/en/capacity-development/training/icdtc/delivery-methods)
- [Integrating Basel III Liquidity Standards with ILAAP A Framework for Effective Liquidity Risk Management](https://www.imf.org/en/capacity-development/training/icdtc/schedule/ce/2026/ce26-31)
- [Climate in Macroeconomic Framework (CMF)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/at/2026/cmfat26-22)
- [Big Data for Macroeconomic Statistics (BDMS)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/at/2026/bdmsat26-27)
- [Financial Development and Financial Inclusion (FDFI)](https://www.imf.org/en/capacity-development/training/icdtc/schedule/at/2026/fdfiat26-24)

_Source: https://www.imf.org/en/capacity-development/training/icdtc/schedule/ol/2026/mfxol26-175_