SA-TIED hosts National Treasury Time Series Econometrics Workshop

SA-TIED, in partnership with the University of Pretoria, will host the National Treasury Time Series Econometrics Workshop from 4 to 8 November 2024. This workshop is the first in a two-part series aimed at developing the capacity of government officials and researchers in Time Series Econometrics, with a focus on structural vector autoregression (VAR) modelling and dynamic stochastic general equilibrium (DSGE) models.

Participants will engage with both theoretical concepts and practical applications, using software such as EViews, R, and Matlab, under the guidance of expert instructors, Prof. Reneé van Eyden and Prof. Ruthira Naraidoo. This workshop provides an opportunity to build practical skills essential for applying econometric tools and techniques to policy-relevant research.

Workshop outline

• Time series econometrics: Understanding unit roots, non-stationarity, and cointegration techniques.
• VAR models: Application of VAR models, including shock identification and impulse response analysis.
• DSGE models: Introduction to DSGE models and their practical estimation.