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Centre for Central Banking Studies, Bank of England

Dates:
March 17-21, 2014
Description:
Econometrics for central bankers - Centre for Central Banking Studies
Location:
London, United Kingdom
Subject:
The event will combine lectures on introductory econometric theory with a heavy focus on practical exercises on each topic. Classical and Bayesian methods will be used where appropriate. The following topics are likely to be covered: - time-series econometrics: unit roots and cointegration; - an introduction to vector autoregressions and vector error-correction models; - an introduction to modelling unobserved time series using the Kalman filter; and - useful Bayesian methods for time series analysis. [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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