This workshop will cover three different, nevertheless, strongly interrelated topics of macroeconomic forecasting. The first block will give an insight into cutting edge techniques and international best practices in forecasting short and medium term economic activity. After familiarizing with the theory of these approaches, participants will receive hands-on training on the application of the mixed-frequency Bayesian vector autoregression. The second block will provide a detailed overview on trade forecasting, covering a wide range of approaches from single country time series techniques to multi country models. The final block will focus on the challenges and tools of macroeconomic forecasting in crisis times. Besides providing a literature review focusing on the recent developments in the area, we will present how standard forecasting techniques can support macroeconomic analysis and projection in economic downturns.
Please click here to download the schedule
OGResearch, s.r.o.
Sibeliova 41/1000
162 00 Prague 6
Czech Republic
www.ogresearch.com
After the introductory workshop on tax revenue forecasting and analysis arranged in December 2020, this one day course aims at giving a deeper insight into advanced, multivariate non-structural econometric tax forecasting methods with a focus on Bayesian Vector Autoregressions. After familiarizing with the theory of these complex approaches, participants will receive extensive hands-on training on the application of these tax revenue forecasting techniques.
Please click here to download the schedule
OGResearch, s.r.o.
Sibeliova 41/1000
162 00 Prague 6
Czech Republic
www.ogresearch.com