Recent years have seen an increasing use in economics and finance of models employing large datasets, involving the estimation of large number of parameters. The severe computational problems that these models involve have partly motivated the huge body of contributions on stationary and non...

This is an intensive week-long event, which comprises of lectures and practical sessions. The lectures will cover: • the dynamic stochastic general equilibrium (DSGE) paradigm; • calibration to determine model parameters; • solution and control methods for linear rational expectations...

This stream covers papers on the theme of efficiency and productivity analysis and performance management. Both parametric and non-parametric papers will be considered. We especially welcome papers on the theory, methodology and application of data envelopment analysis and econometric methods in...