The theme of the workshop is the theory and practice of economic time series analysis and prediction, with a special focus on macro and financial time series. More specifically, a (non-exhaustive) list of the topics covered in the workshop are: - Estimation and Inference in Time Series...

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 theme of the workshop is the theory and practice of economic time series analysis and prediction, with a special focus on macro and financial time series. More specifically, a (non-exhaustive) list of the topics covered in the workshop are: - Estimation and Inference in Time Series...

Dynamic stochastic general equilibrium models (DSGE) command wide support among macroeconomists as a modeling methodology. In addition, they are widely used by policy institutions for both policy assessments and forecasting exercises. Nevertheless, there is much less agreement about the details...