Recent years have seen a massive increase in the availability of large data sets. In this course we will cover some of the techniques that have been developed to analyze such data sets. Particular attention will be given to precise estimation, variable selection, and hypothesis testing. We will...

Course outline: 1. Overview of Bayesian econometrics: Bayesian theory and computations 2. Linear regressions: Gaussian and t errors, moving average errors, independence-chain Metropolis-Hastings, Griddy-Gibbs 3. Mixture models: scale mixture of normals, finite mixture of normals 4. Linear state...

A wide range of topics on econometrics and empirical economics cann be submitted for presentation at the workshop.

The Einaudi Institute for Economics and Finance (EIEF), the Bank of Italy, the Collaborative Research Center “Statistical Modelling of Nonlinear Dynamic Processes” (SFB 823) and the Deutsche Forschungsgemeinschaft (DFG) announce two international workshops, to be held in Rome September...

The Einaudi Institute for Economics and Finance (EIEF), the Bank of Italy, the Collaborative Research Center “Statistical Modelling of Nonlinear Dynamic Processes” (SFB 823) and the Deutsche Forschungsgemeinschaft (DFG) announce two international workshops, to be held in Rome September...

The aim of the conference is to discuss recent analyses on the relationship between the sovereign debt crisis in the euro area and the financial markets, banking systems and economies of the euro area.

A wide range of topics on econometrics and empirical economics can be submitted for presentation at the workshop.

The workshop is an opportunity to bring together young labour economists to present and discuss their ongoing research. The programme will include 10-12 presentations, two poster sessions and a keynote lecture.

This annual workshop, which started in 2001 as the Villa Mondragone Workshop in Economic Theory and Econometrics, is designed to stimulate the interaction between senior economists and doctoral students working on both theoretical and empirical economic issues, and well ahead in their dissertation.

Topics: - Causes and evolution of the financial crisis - Contribution of macroeconomic policies to stability - Reform of regulation and supervision - Reform of the international financial institutions