Events

Back

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

From

13
9:00 am February 2017

To

17
5:00 pm February 2017

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.

Speakers
John Baffes
Senior Economist, The World Bank
John Baffes is a Senior Agricultural Economist with the World Bank’s Prospects Group. He heads the Commodities Unit and is in charge of the Commodity Markets Outlook, a World Bank publication focusing on commodity market analysis and price forecasts. John’s experience spans several regions and units, including Latin America, South Asia, East Africa, Evaluation, and Research. John specializes in the areas of commodity markets analysis and resource economics. Prior to entering graduate school, John managed a commodity trading company. He holds a degree in Economics from the University of Athens, Greece (BS), University of Georgia, U.S. (MS), and University of Maryland, U.S. (PhD) ...