This two-week seminar aims to improve participants’ understanding of current modelling strategies and forecasting techniques. The event is a combination of lectures on the theory and methods of policy analysis and design, practical problems in modelling and forecasting and computer-based...

The topics of the workshop include large dimensional panel data, factor models, random matrix theory, sparse high-dimensional models, model selection, model averaging, large financial data, and other high-dimensional econometric models.

The aim of the conference is to bring together economists, econometricians, statisticians and social scientists interested in or working on panel data issues. The program will consist of invited and contributed papers that cover a broad spectrum of theoretical and applied panel data research.

This one-week seminar will introduce central bankers to economic modelling techniques for monetary policy purposes by reviewing various modelling approaches: theoretical models of the dynamic stochastic general equilibrium type and estimated time-series models, including (semi) structural...

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 conference provides an international forum for the exchange of research based on longitudinal data. While priority will be given to papers based on research using the British Household Panel Survey (BHPS), the European Household Panel (ECHP), or the European Union Statistics of Income and...

The course will describe techniques for analysing and modelling time series in Finance and Economics. It is suitable for economists and statisticians with a basic background in time series or econometrics and it will also be useful for people working in other fields such as Geography,...