Submissions from all areas of financial econometrics and empirical finance are welcome, including estimation and testing, asset pricing and risk management, high frequency econometrics and market microstructure, forecasting and forecast evaluation, machine learning and “big data.”SoFiE is...

The SoFiE Financial Econometrics Schools are annual week-long research-based courses for Ph.D. students and new faculty in financial econometrics. This summer school covers various selected topics from particularly active recent research areas in asset pricing and financial econometrics, with an...

Subject Areas: Bayesian methods; Big Data; Business cycles; Climate and environment; Combinations; Crime; Data mining; Demand; Demography; Denisty; Econometrics; Education; Energy; Exponential smoothing; Finance; Forecast evaluation; Government forecasting; Healthcare; Inflation; Intermittent demand;...

ICCF2022 focuses on research and practice in financial mathematics and computation. It welcomes academics from top-tier research centers as well as experts from financial industry, in order to foster collaborations among mathematical finance and computational scientists, researchers and...

The workshop is jointly organized by the BSE and MOVE. The goal of the workshop is to bring together, as in previous editions, leading researchers in the estimation of structural microeconometric models on different topics (labor, IO, development…). Submissions from well-established...

The school will provide an introduction to Dynare and to Dynamic Stochastic General Equilibrium (DSGE) modeling. The course will focus on the simulation and estimation of DSGE models with Dynare. The school will also be the occasion to present the new features in the last major release of Dynare...

The PIER Tools Workshop consists of three six-hour mini-courses, nine hours of practical training sessions (labs), two distinguished guest lectures, the Penn Faculty Lecture, and a half-day, practice-oriented mini-workshop. The courses cover nonlinear models of credit booms, financial crises and...

Program: Session 1: Structural Modelling of Climate Change; Session 2: Climate Change and Monetary Policy; Session 3: Climate Stress Testing.

This is a progressive, i.e. multi-location, symposium focused on methods and implementation of causal inference methods, in several locations over four days.

Monetary policy decisions affect economic developments with, in many cases, a considerable lag. Therefore, central banks need to assess future economic developments before taking action. This task requires the use of prediction tools such as time series models or forecast surveys among economic...