Forecasting Framework for Central Bank Systemic Liquidity

The course teaches advanced statistical methods to forecast systemic liquidity in the context of different operational frameworks. It covers techniques suitable for central banks with fixed exchange rate arrangements, central banks operating an interest rate corridor, and central banks with an interest rate floor system. The IMF has designed a full-fledged software infrastructure for forecasting central banks’ autonomous factors. IMF staff will present the infrastructure during the course. The forecasting framework designed by IMF staff is also tailored for countries with limited data and under-developed financial markets.

Past course announcements:

The IMF Singapore Regional Training Institute