Macroeconometric Forecasting
Course Features
Duration
8 weeks
Delivery Method
Online
Available on
Limited Access
Accessibility
Mobile, Desktop, Laptop
Language
English
Subtitles
English
Level
Intermediate
Effort
6 hours per week
Teaching Type
Self Paced
Course Description
Course Overview
International Faculty
Post Course Interactions
Instructor-Moderated Discussions
Skills You Will Gain
Prerequisites/Requirements
A background in statistics and economics at the undergraduate level is assumed.
What You Will Learn
Dynamic specification and the use of vector auto-regression models (VARs) and error correction models (VECMs)
Evaluation of macroeconometric models
Forecasting of uncertainty and forecasting for policy analysis
Properties of time series data and model design
Course Instructors
Adolfo Barajas
Senior Economist in the Institute for Capacity Development at The International Monetary Fund
