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Course “Forecasting and Policy Analysis with DSGE and Time Series Models”
  • DATE:
    September 5-9, 2016, Mexico City.
  • Deadline registration date:
    August 15, 2016
  • CO-SPONSORS:
    CEMLA and Banco de Mexico.
  • CONTENT:
    Basic notions of Bayesian econometrics and introduction into VARs. Time-series models. A Quick Overview of MCMC Methods. DSGE and DSGE-VARs. Model averaging/combination.
  • Objective:
    Enhance participants’ applied forecasting modeling skills. The course pretends to familiarize the participants with forecasting models which are currently the frontier of knowledge.
  • AIMED AT:
    Central bank professionals of CEMLA of medium and high level involved in conducting research and forecasting. Participants should have an advanced degree in economics or equivalent experience, and be familiarized in using modern econometric methods.to prepare policy briefs or research papers. They should also be comfortable using MATLAB. A good understanding of the material covered in a standard first-year Ph.D. Econometrics course provides useful background, and knowledge of computational methods used in DSGE modeling as well as familiarity with time-series econometric techniques are also helpful.
  • LANGUAGE:
    English (without interpretation).
  • COORDINATOR:
    Dr. Oscar Carvallo
    Deputy Manager of Financial Research
    E-mail: ocarvallo@cemla.org
    Phone: +52 (55) 5061 6639

 

 

 

 

 

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