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Centre for Central Banking Studies, Bank of England

Dates:
November 30-December 11, 2015
Description:
Economic modelling and forecasting - Centre for Central Banking Studies
Location:
London, United Kingdom
Subject:
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. The following topics are likely to be covered: - 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); - statistical and computational issues in the construction of fan charts; and - financial frictions. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
C
Sponsor:
URL:
http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx

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