This intensive one-day workshop covers practical vector autoregression (VAR) modeling in Python through current macro challenges including inflation dynamics, monetary policy impacts, and cross-market relationships. Designed for institutional practitioners who need sophisticated forecasting tools that perform during market stress.

This focused 4-hour online workshop covers essential vector autoregression (VAR) modeling in Python through current macro challenges including inflation dynamics, monetary policy impacts, and cross-market relationships. Designed for institutional practitioners who need practical VAR implementation skills with the flexibility of virtual attendance.