After an eclipse related to calibration methodology some recent developments indicate that interest in macroeconometric analysis is on the rise again. The workshop is dedicated to look into recent research advances in this field. It is aimed to bring together academic researchers and...

Topics: - Modelling Economies in Transition - National Economy Models - Forecasting and Evaluation of Forecasts - EU and EMU Enlargement Issues - Modelling Inflation and Unemployment - Modelling Foreign Trade

Topics: • the creation of new real-time macroeconomic databases • modeling or forecasting data revision • constructing and evaluating forecasts with data subject to revision • reliability studies examining the revision of forecasts or current analysis • policy formulation or evaluation...

The Seventh workshop will be dedicated to the presentation of papers that focus on estimation and evaluation of dynamic stochastic general equilibrium (DSGE) models. We are interested in newly developed inferential tools, as well as empirical applications where existing methods are used in a...

The objective of organizing this meeting is to provide a forum for an international exchange of ideas on various aspects of inventories. Papers on macro- and microeconomics, econometrics, economic policy, business management and operational research aspects of inventory problems and related...

Topic: Bayesian Asset Pricing, Classical Tests of Asset Pricing Models, Stochastic Discount Factor Models [gemäß den Informationen des Anbieters - according to site editor's information] The website is no longer available.

- Modelling with high frequency data and market microstructure - Fund management and trading rules - Funds of funds and balanced funds - Advances in asset management and portfolio optimisation - Relative value and market neutral strategies - Modelling volatility and correlation - Risk analysis...

“Title of the paper to be announced ” Nour Meddahi (Dept. de Sciences Economiques, Montreal, Canada and CREST, Paris, France) Discussant: TBA “The Relative Efficiency of Pseudo Maximum Likelihood Estimation and Inference in Conditionally Heteroskedastic Dynamic Regression Models” ENRIQUE...

The aim of the Spring School is to provide self-contained lectures on current research topics in mathematical finance.

The purpose of this first EurAsian Conference on Financial Modelling is to create an opportunity for Financial Modelling Researchers from Asia, Australia and New Zealand to meet their collleagues of the EWGFM (mostly from Europe but also from other areas) and to exchange ideas, stimulate new...