## Macroeconometric Forecasting and Analysis

## Source details

**Canonical URL:** [Macroeconometric Forecasting and Analysis](https://www.imf.org/en/capacity-development/training/icdtc/schedule/sa/2022/mfasa22-33)

## Other formats

- [Markdown version](/en/capacity-development/training/icdtc/schedule/sa/2022/mfasa22-33/index.md)
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## Bibliographic details
- Session: SA 22.33
- Location: New Delhi, India
- Dates: September 19-30, 2022 (2 weeks)
- Delivery method: In-person Training
- Primary language: English
- Status: Deadline passed

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### Target audience
- Government officials involved in developing macroeconometric models and forecasting for the analysis, design, and implementation of macroeconomic policy.
- Participants expected to have an advanced degree in economics or equivalent experience and a background in econometrics.
- Participants should be comfortable using EViews for econometric applications.
- It is strongly recommended that applicants have completed the online Macroeconometric Forecasting (MFx) course.

### Course description
- Presented by the Institute for Capacity Development.
- Provides 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.
- 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 discussing the underlying theory and a workshop with applications using EViews.
- Participants work in groups on hands-on estimation and forecasting exercises.

### Course objectives
Upon completion of the course, 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.

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## 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/sa/2022/mfasa22-33_