Search form

Newsletters

Add to Calendar 13/02/2017 09:00 17/02/2017 17:00 Africa/Casablanca Advanced Training in Commodity Economics & Finance - Econometrics :Time-series Analysis for Commodity Markets OCP Policy Center, Rabat. The objective of this Course 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 Course will address policy- and market-related issues based, in part, on models and data that the instructor has used. OCP Policy Center, Rabat OCP Policy Center contact@ocppc.ma false DD/MM/YYYY
Monday, February 13, 2017 - 09:00 to Friday, February 17, 2017 - 17:00

Advanced Training in Commodity Economics & Finance - Econometrics :Time-series Analysis for Commodity Markets

OCP Policy Center, Rabat.

The objective of this Course 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 Course will address policy- and market-related issues based, in part, on models and data that the instructor has used.

Objectives :

Be able to :
• Identify data sources, select relevant variables, construct a database in excel, import that database into Eviews (or any other econometric package), perform basic regression analysis, and interpret the parameter estimates;
• Perform (in addition to basic regression analysis) 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.

Keep me informed
About the Speaker :

  • John Baffes

    John Baffes is a Senior Economist at the World Bank. His responsibilities include commodity market monitoring and price projections for tropical as well as research on market structure and policy reform issues both in developing and OECD countries. John has a BS degree in Economics from the University of Athens (1983), an MSc degree in Agricultural Economics from the University of Georgia (1986), and a PhD in Agricultural and Resource Economics from the University of Maryland (1992).