SA-TIED Training: Time-Series Econometrics

SA-TIED will host a one-week training course on time-series econometrics from 31 March to 4 April 2025. Led by Prof. Ruthira Naraidoo, the training will provide participants with theoretical and practical knowledge in time-series econometrics, focusing on hands-on empirical applications using EViews, Matlab, and the Rationality in Switching Environment (RISE) toolbox.

Focus areas:

•  Fundamentals of time-series econometrics
• Vector Autoregressive (VAR) models and system responses to shocks
• Impulse response analysis and forecasting error variance decomposition
• Bayesian and classical econometric approaches
• Markov-Switching SVAR models with Bayesian estimation

By the end of the training, participants will have gained advanced econometric skills applicable to macroeconomic research and policy analysis.