The workshop will bring together leading economists from central banks and academic institutions to consider critical issues related to policy coordination between instruments and between countries. The financial crisis and the ensuing slow recovery brought to the forefront policy coordination...

The program will include time series, high dimension statistics, quantiles, statistical depth and their applications in economics.

Das Sozio-Oekonomische Panel (SOEP) ist eine seit 1984 existierende, für Deutschland repräsentative Langzeitbefragung. Im Rahmen der Studie werden in ausgewählten Haushalte jährlich alle Personen zu Themen des täglichen Lebens befragt. Der eineinhalbtägige Workshop bietet eine fundierte...

Most DSGE model used by policy institutions are generally of large scale and little attention is generally paid to issues like model misspecification, model evaluation, model reduction and re-specification. This course offers hints on how one can address these all these issues in a unified way...

The NBER-NSF Conference is part of the Conference on Econometrics and Mathematical Economics (CEME) funded by the NSF and administered by the NBER. The objective is to foster the exchange of ideas between economists and statisticians with interests in analyzing economic time series.

This course introduces topics from research in financial time series econometrics. For each topic, the econometric methods are discussed and illustrated by empirical applications. Topics are selected from within: 1) Econometric Modeling of Asset Returns: - Multivariate GARCH models with...

The conference committee welcomes contributions on a wide array of topics using a range of scholarly approaches including theoretical and empirical papers employing qualitative, quantitative and critical methods. Key Topics: - Social media in business, - Social media in education, - Social media...

The EcoMod Modeling School will offer intensive hands-on courses in general equilibrium modeling, GVAR, DSGE, fiscal and budgetary policy and macro-econometric modeling using GAMS, Matlab, dynare and Eviews. The following courses will be offered: - Energy and Environmental CGE Modeling with...

The fractional Brownian motion (fBm) is an extension of the classical Brownian motion that allows its disjoint increments to be correlated. Its earliest mention in literature was in 1940 (see Kolmogorov (1940)). It was given the name of "fractional Brownian motion" by Mandelbrot and van Ness...

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series.