The conference will cover a broad range of themes in macroeconomics and finance with a view to the medium and long run. A special emphasis is on methodological, theoretical and empirical aspects and on their relevance for economic policy.

The course will cover both the theoretical and empirical issues related to finance and the macroeconomy through the lenses of financial accelerator type models.

This course covers empirical methods for volatility measurement, modelling and forecasting. Part 1 considers the highly parametric setting of GARCH models as well as the more complex setting of stochastic volatility models. Part 2 focuses on the relatively simple modelfree realized volatility...