The BCU increasingly utilizes advanced techniques like Factor-Augmented VAR (FAVAR) and constrained impulse response functions to isolate the impact of exchange rate interventions from external shocks.
Virtual Training
Applied Economics, Policy, and Financial Modelling
Econometrics Techniques Online Course
Join our virtual, live instructor-led session and master Econometrics Techniques Training from anywhere in the world.
5 Days
Duration
Live Online
Delivery
12 Dates
Available
Certificate
Included
Master econometrics techniques to build credible models, test assumptions, and produce decision-ready analysis through hands-on applied workflows.
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
1
Econometrics Foundations and Model Logic
2
Data Preparation and Diagnostics
3
Ordinary Least Squares Estimation
4
Regression Assumption Testing
5
Panel Data Methods
6
Time-Series Econometrics and Forecasting
7
Applied Reporting and Decision Support
Market-specific guidance for Uruguay
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
4Field-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 industry standard for micro-econometrics and policy evaluation among Uruguayan research institutes and government agencies.
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econuy Centro de Estudios de Políticas PúblicasA specialized R package widely used locally to automate the retrieval and processing of Uruguayan economic data from BCU and INE.
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EViews S&P GlobalPreferred by the BCU and private financial analysts for time-series forecasting and macroeconomic modeling.
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Gretl Open SourceCommonly used in Uruguayan academic settings (UdelaR) for teaching and initial model specification due to its accessibility.
Real-World Case Studies from Uruguay
2-
Impact Evaluation of Tourism Clusters 2017Centro de Investigaciones Económicas (CINVE)
Researchers applied the Synthetic Control Method to evaluate the impact of a cluster tourism policy in Colonia, comparing it against other regions to isolate the policy's effect on international tourist inflows.
The study identified a 30% increase in international tourist arrivals attributable to the program, providing a data-driven basis for continuing sector-specific incentives.
View source -
Macroeconomic Effects of FX Interventions 2021Banco Central del Uruguay (BCU)
BCU economists used constrained impulse response functions to study how foreign exchange interventions dampen the impact of external shocks on inflation and activity without the endogeneity bias common in simpler models.
The model demonstrated that interventions effectively manage exchange rate volatility and inflation expectations with limited negative impact on real economic activity.
View source
Where this course runs
Econometrics Techniques Training is delivered in the cities below — pick the one that fits your schedule.
