Training Program

Macroeconometric Forecasting (MFx)
Deadline passed
Session No.: OL 19.07
Location: Course conducted online
Date: January 15, 2019 - May 15, 2019 (17 weeks)
Primary Language: English
Target Audience
Qualifications
Course Description
This course, presented by the IMF Institute for Capacity Development, is designed to reinforce the macroeconomic forecasting and modeling skills of participants and their use of modern econometric techniques. Lectures discuss the underlying theory and demonstrations show how to conduct empirical analyses using EViews. The course focuses on four aspects of empirical model building and forecasting:
- data and model properties, such as stationarity/non-stationarity and co-integration;
- dynamic specifications, especially use of error correction models;
- model evaluation, design, and simulation; and
- forecast uncertainty and policy analysis
Course Objectives
- 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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