Description

The complexity of the current economic environment requires that public decision-makers perfectly master the different dimensions and interactions that the main economic variables can have at macro and microeconomic level and how public policies must adapt to take account of these aspects.

Regarding this, the training presents the main tools of econometric analysis and the way in which they are applied to a range of problems in social science. Emphasis is on using the techniques and understanding and critically assessing others› use of them. Time-series analysis for commodity markets, applications from macroeconomics, policy evaluation, and economic development is all part of the training.

• Certificate3:CommodityMarkets

ECONOMETRICS

Starting: December 2018

Micro-econometrics:QuantitativeAssessmentofPublic Policies

AppliedMacro-Econometrics

JOHNBAFFES

World BankABDELKHALEKTOUHAMI

National institute of appliedEconomics & Statistics INSA

ECONOMETRICS

Econometrics:Time-seriesAnalysisforCommodityMarkets

MARCIOISSAO

São Paulo University

FACULTY

EXECUTIVE CERTIFICATE - ECONOMETRICS

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-COURSES

. COURSE1

APPLIEDMACRO-ECONOMETRICS

Numberofhours:24|Period:December10-13,2018|FRENCH&ENGLISH

DESCRIPTIONThis course aims to build the statistical foundations behind the general class of time-se-ries models currently utilized by Central Banks, Research Institutes and Private Consultants, and present the main approaches available. Applied econometrics is best understood when actually practiced, so the course will combine theoretical presentations with hands-on exer-cises using dedicated software to analyze both real and simulated data.

LEARNINGOUTCOMES- Building a robust foundation on statistical principles - Produce meaningful forecasts and analysis of their own - Evaluate the results produced by third parties

COURSE2ECONOMETRICS:TIME-SERIESANALYSISFORCOMMODITYMARKETS

Numberofhours:24|Period:January21-31,2019|ENGLISH

DESCRIPTIONThe objective of this module is to select the appropriate econometric series tools (not just a model) in order to understand, analyze, interpret, and communicate issues and problems related to commodity markets. The module will address policy- and market related issues based, in part, on models and data that the instructor has used.

LEARNINGOUTCOMESBe able to:- Identify data sources, select relevant variables, construct a database in excel, import that database into EViews.- Perform the following tasks: Unit root tests, estimate an error correction model, handle comfortably dummy variables, and test Granger causality.- Perform panel estimation as well as estimation of GARCH and VAR models

COURSE3MICRO-ECONOMETRICS–QUANTITATIVEASSESSMENTOFPUBLICPOLICIES

Numberofhours:24|Period:TBD|FRENCH

DESCRIPTIONQuantitative assessments of Public Policies are becoming increasingly requested for diffe-rent programs, particularly those public related to economic and social development. These evaluations are intended to determine, ex-post, if a program has reached its goals. They also test the effectiveness of different strategies to achieve specific outcomes.

LEARNINGOUTCOMES- Understand the “why” and “how” of the econometric evaluations of public policies - Explore the foundations of the four main econometric methods of impact assessment - Apply each of the methods - Master the Stata software - Interpret and explain in detail the findings