RFE: Conference Listings
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- Centre for Central Banking Studies, Bank of England
|Dates:||December 03-14, 2012|
|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 will be covered: å¥ unit roots, cointegration and error-correction mechanisms; å¥ techniques for modelling unobserved economic components, state-space models and the Kalman filter; å¥ models of volatility and non-linearity; å¥ Bayesian estimation; å¥ dynamic stochastic general equilibrium (DSGE) models; å¥ panel data methods; å¥ vector autoregressions (VARs), structural VARs and their identification, and recent extensions of VAR modelling, such as Bayesian VARs, factor-augmented VARs and DSGE-VARs; å¥ estimation using the generalised method of moments (GMM); and å¥ statistical and computational issues in the construction of fan charts [gemÌ_ÌÙ den Informationen des Anbieters - according to site editor's information]|