​November 2025 - Africa Training Workshop in Macro-econometrics
(AFTW-2025)
Theme: Time series modeling with applications in macro-econometrics
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Workshop in two minicourses
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Dates: Minicourse 1: November 5 - 7, 2025 - Structural shocks in VAR models
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Minicourse 2: November 12 - 14, 2025 - Local Projections
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Purpose: ​
The identification and estimation of dynamic responses to structural shocks are central goals of macro-econometrics. These responses represent the effects, over time, of an exogenous shock that propagates throughout the economy, as modeled by a system of simultaneous equations.
Over the past decades, various methodologies have been developed to estimate these responses. The aim of this course is to provide a comprehensive overview of those methods based on vector autoregressive (VAR) models and local projections and to equip students with practical tools to apply them in different contexts.
Minicourse 1: The identification of structural shocks in VAR models
will provide a comprehensive overview of those methods based on vector autoregressive (VAR) models. The course is illustrated with examples using R software. Students will be able to replicate and experiment with these examples throughout the course. They are encouraged to install R (along with RStudio) before the course begins.
Minicourse 2: Local Projections
will cover theoretical and practical aspects of local projection estimation in empirical macroeconomics. Lectures will mainly emphasize Stata code, with some use of Python.
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This is a graduate-level course for PhD students, scholars, and professionals (with at least a master’s degree).
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Organizers: Prosper Dovonon (Concordia University)
Ismael Mourifie (Wash U. St. Louis)
Format: Fully remote
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Registration fees: 200 USD
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Instructors:
Minicourse 1: The identification of structural shocks in VAR models
Kenza Benhima (Univ. of Lausanne, Faculty of Business and Economics, HEC)
Jean-Paul Renne (Univ. of Lausanne, Faculty of Business and Economics, HEC)
Minicourse 2: Local projections
Òscar Jordà (UC Davis and San Francisco Fed)
Mikkel Plagborg-Møller (Princeton University)
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For more information click here
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Important dates:
Deadline for application: September 30, 2025 - Apply here
Admission decision: October 10, 2025
Registration open: TBA
Registration deadline: October 21, 2025
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How to apply?
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(*) All applicants must have active membership to the Econometric Society at the time of application. Africa-based students and young scholars who do not have financial support are eligible for a sponsored membership. To become member or to renew your membership, click here.
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(*) Applicants shall provide a detailed CV and a cover letter (in pdf format), click here to apply.
​Note: Financial support for the workshop is available for underfunded Africa-based graduate students and junior researchers. You may apply by providing a letter of request and an ID proof of affiliation.
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How to register?
For registration click here (will open soon)
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