Bayesian time series models have become very popular with empirical macroeconomists. This is because they are especially suited to deal with great number of parameters such as the ones characterizing commonly employed macroeconomic models. The latter may include many variables and may feature...

The relationship between innovation and economic governance institutions is a relatively under-studied area of research. This has been the case despite extensive work on the relationship between governance quality and other economic outcomes such as growth, investment, and income distribution....

The Congress general theme is ‘Financial System and the International Economy Post-Crisis’. The Congress will have two special sessions: ‘Strategies for economic growth after the crisis – global and Brazilian economy’ and ‘Spread of Keynesianism in Brazil: in honour of Prof Fernando...

Computational advances have greatly facilitated the use of Bayesian estimation and simulation techniques. The main advantage of these techniques is that they provide precise results in small samples and allow researchers to incorporate off-model information into the estimation procedure. In...

Computational advances have greatly facilitated the use of Bayesian estimation and simulation techniques. The main advantage of these techniques is that they provide precise results in small samples and allow researchers to incorporate off-model information into the estimation procedure. In...

Cass Business School is the first major institution to pursue leading-edge research into the global mergers and acquisitions industry through its Merger & Acquisition Research Center.

This course provides a review and practical guide to a number of microeconometric models and estimators. We focus on panel and count data models and also examine a broad class of models of discrete choice behaviour. The course emphasise two estimators, the instrumental variable estimator, and...

Topics: - Volatility and forecasting I: Univariate GARCH, theory and applications - Volatility and forecasting II: Multivariate GARCH , theory and applications - Measuring contagion among stock markets. - Panel factor models in finance - The impact of macro-announcements on the term structure,...

Potential topics include: - Unique characteristics of Latin American MNCs and Multilatinas - Applicability of core strategy theories (i.e., the resource based view, organizational economics, strategic group theory, agency theory, institutional theory) to this region - Differences between...

This intensive workshop will provide an introduction to the use of techniques for measuring the relative efficiency of public sector organisations. The two measurement tools concentrated on will be Stochastic Frontier Analysis (SFA) which is a form of econometric model, and Data Envelopment...