The State Bank of Pakistan (SBP) extensively uses Vector Autoregression (VAR) and Bayesian DSGE models for policy setting; private sector analysts must master these techniques to accurately anticipate and hedge against interest rate and exchange rate shocks.
Econometrics Techniques Online Course
Join our virtual, live instructor-led session and master Econometrics Techniques Training from anywhere in the world.
Upcoming Virtual Training Schedules
Join from anywhere in the world with our live instructor-led sessions
| Code | Start Date | End Date | Duration | Fee | |
|---|---|---|---|---|---|
| ECT-01 | Mon - Fri (5 Days) | USD 1,050 | Reserve my seat → Register my team → | ||
| ECT-01 | Mon - Fri (5 Days) | USD 1,050 | Reserve my seat → Register my team → | ||
| ECT-01 | Mon - Fri (5 Days) | USD 1,050 | Reserve my seat → Register my team → | ||
| ECT-01 | Mon - Fri (5 Days) | USD 1,050 | Reserve my seat → Register my team → | ||
| ECT-01 | Mon - Fri (5 Days) | USD 1,050 | Reserve my seat → Register my team → | ||
| ECT-01 | Mon - Fri (5 Days) | USD 1,050 | Reserve my seat → Register my team → |
Here's What You'll Learn
Each module tackles real challenges you face in your role
Econometrics Foundations and Model Logic
Data Preparation and Diagnostics
Ordinary Least Squares Estimation
Regression Assumption Testing
Panel Data Methods
Time-Series Econometrics and Forecasting
Applied Reporting and Decision Support
Market-specific guidance for Pakistan
A country-aware view of the pressures, proof points, and practical tools that shape how this course applies locally.
Tools and platforms relevant to this field
3Field-relevant examples that may be featured in training where they support the confirmed scope. Exact coverage depends on participant needs and delivery format.
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Stata StataCorpThe primary tool for micro-econometrics and survey data analysis at PIDE and the Pakistan Bureau of Statistics.
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EViews S&P GlobalWidely used by the State Bank of Pakistan and commercial bank research desks for time-series forecasting and VAR modeling.
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Python (Statsmodels/Pandas) Python Software FoundationUsed for sentiment analysis of SBP monetary policy documents and integrating econometrics into automated financial pipelines.
Real-World Case Studies from Pakistan
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Monetary Policy Ineffectiveness Analysis 2022State Bank of Pakistan (SBP)
Researchers utilized VAR modeling and impulse response functions to analyze why traditional interest rate channels were failing to curb inflation compared to exchange rate and food price channels.
The study recommended a shift from demand-side to supply-side policy interventions to manage domestic price levels more effectively.
View source
Where this course runs
Econometrics Techniques Training is delivered in the cities below — pick the one that fits your schedule.























