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- Centre for Central Banking Studies, Bank of England

Dates:December 02-13, 2013
Description:Economic modelling and forecasting - Centre for Central Banking Studies
Location:London, United Kingdom
Subject:This two-week seminar aims to improve participantsňŇ understanding of current modelling strategies and forecasting techniques. The event is a combination of lectures on the theory and methods of policy analysis and design, practical problems in modelling and forecasting and computer-based exercises. Topics: - unit roots, cointegration and error-correction mechanisms; - techniques for modelling unobserved economic components, state-space models and the Kalman filter; - models of volatility and non-linearity; - Bayesian estimation; - dynamic stochastic general equilibrium (DSGE) models; - panel data methods; - vector autoregressions (VARs), structural VARs and their identification, and recent extensions of VAR modelling, such as Bayesian VARs, factor-augmented VARs and DSGE-VARs; - estimation using the generalised method of moments (GMM); and - statistical and computational issues in the construction of fan charts. [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:C
URL:http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx

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