RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- March 17-21, 2014
- Econometrics for central bankers - Centre for Central Banking Studies
- London, United Kingdom
- 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]
- JEL Code: