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Course Descriptions
Level: Advanced
Length: One - Five Days
Subject Areas: Macroeconometrics
Prerequisites: Bootcamp 1,2; Macroeconometric Modeling and Forecasting I
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Macroeconometric Modeling and Forecasting II is an extension of Macroeconometric Modeling and Forecasting I. A series of topics are offered that extend the material offered in MMFI. Depending on the number of topics participants wish to cover, MMFII may be structured between one to five days.
Topics offered under Macroeconometric Modeling and Forecasting II
- Modeling Real and Nominal Exchange Rate Behavior. Testing Long-Run Purchasing Power Parity
- Estimating Trade Equations.
- Consumption and Saving: Time Series Tests
- Modeling Gross Fixed Capital Formation
- Interest Rate-Exchange Rate Relationships: Testing Covered and Uncovered Interest Parity Conditions
- Tests of Fiscal and Current Account Sustainability
- State Space modeling and Kalman Filtering: Applications to Rolling Forecasts
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