This event is an introduction to some of the techniques in Bayesian econometrics which can be useful for modelling and forecasting in central banks. It will provide an overview of the theory and then focus on practical implementation through computer-based exercises. The seminar will be taught...

The course includes the topics: - Introduction to central concepts: vector autoregressive processes, error-correction models, non-stationary processes and cointegration. - Representation of cointegrated processes. - Estimation and testing in the cointegrated VAR model. - Identification and...

The Program Committee of ISBA 2012 invites submissions of proposals for special topic sessions. Each session consists of 4 talks of 25 min with a common theme.

The seminar will be taught from the perspective of the practitioner with the aim of discussing techniques that can improve upon classical econometric methods, or are more convenient alternatives. The topics covered are likely to include: - introduction to Bayesian analysis and Gibbs sampling; -...

This intensive week-long course will provide attendees with knowledge of many issues surrounding structural equation and multilevel modeling, including practical application in Mplus. Models incorporating both cross-sectional and longitudinal/panel data will be treated. Econometric methods for...

Bayesian time series models have become very popular with empirical macroeconomists. This is because they are especially suited to deal with great number of parameters such as the ones characterizing commonly employed macroeconomic models. The latter may include many variables and may feature...

Main theme : The Interface of Macroeconomics, Finance and Forecasting ESOBE stands for European Seminar on Bayesian Econometrics. This series of seminars was launched in 2010 with the first meeting in Rotterdam. In recent decades Bayesian econometrics has expanded enormously in areas such as...

The main objective of this workshop is to share innovative macroeconomic research using frequency domain methods and also to initiate greater collaboration between economists who work in this area. A broader objective will be to demonstrate the usefulness of these techniques in empirical...

Dynamic Stochastic General Equilibrium constitutes nowadays a standard modeling framework for monetary policy analysis. It is commonly accepted and utilized by both central banks and the academia. It serves as a methodological paradigm within which theoretical arguments and empirical...

The purpose of this conference is to get together world-wide experts on nonlinear analysis and convex analysis, to exchange scientific information on generic and applied areas of the conference, and to discuss recent advances in theoretical and applicational aspects of such topics. Topics: -...