RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- December 02-13, 2013
- Economic modelling and forecasting - Centre for Central Banking Studies
- London, United Kingdom
- This two-week seminar aims to improve participants?? 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]
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