The workshop provides a platform to discuss new developments in the field of empirical and applied macroeconomic modelling and aims at bringing together academic researchers and practitioners. We invite empirical, applied and theo-retical papers dealing with time series and panel econometrics,...

Conference schedule: - Efficient Volatility and Covariation Estimation under Microstructure Noise - Locally Adjusted Multiplicative Error Models for Intraday Micro Forecasts - Quantifying Time-Varying Marginal Systemic Risk Contributions - Convex Order of Discrete Realized Variance and...

The Lecture Series is named after a remarkable German American scientist Hermann Otto Hirschfeld. As a brilliant statistician he was the 74th president of the ASA (American Statistical Association). He had a lot of earnings in establishing statistics as an important scientific area at American...

The Kiel Institute offers the possibility of attending selected courses of its Advanced Studies Program. Chris Reicher (IfW Kiel) This course is intended to be a course in practical applied econometrics. Its emphasis will be more on the practical application of econometrics and less on theory,...

We invite submissions in all areas of macro and financial econometrics, including: - The modelling of long term financial volatility - Dynamic correlations and volatility spillovers in times of financial turmoil - The risk-return relationship - Inflation persistence - Central Bank...

Die Jahrestagung 2011 wird besonders geprägt durch die beiden Schwerpunktthemen - Räumliche Statistik und - Jenseits des BIP - die Vermessung der Wohlfahrt. Daneben finden die Feierlichkeiten zum hundertjährigen Bestehen der Deutschen Statistischen Gesellschaft statt. Das...

This year’s conference will discuss and evaluate advances in media econometrics, presenting the most recent research in this field. Selected papers will be expected to integrate economics or management research dimensions, and will be based on analyses of statistical data. Any study with a...

The goal of the conference is to promote the exchange of ideas among economists conducting quantitative analysis for policy and decision-making in the public and private sector. The conference will cover all areas of applied modeling in economics.

This interesting topic is right up-to-date, as accurate estimators of volatility become increasingly important in today's financial markets. It is therefore a great pleasure to have two specialists in this field of research, Professor Per Mykland (The University of Chicago) and Professor Olivier...

The conference is open to econometricians of all countries, with the aim of advancing econometric research especially in the Nordic countries. It will cover a broad range of topics in econometric theory and applied econometrics, including but not restricted to macroeconomics, financial...