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- Oesterreichische Nationalbank

Dates:February 12-16, 2007
Description:Fifth Euro Area Business Cycle Network Training School - Econometric Models for Macroeconomics and Finance
Location:Vienna , Austria
Subject:Topics: 1. The Basics of Present Value Models, linearization, forward projections and a framework to integrate macroeconomics and finance 2. Models for the Term Structure 2.1 The Empirical Evidence on the Expectations Theory 2.2 No Arbitrage Models, Macroeconomic Factors and Risk Premium 2.3 Empirical Models of the Yield Curve 2.4 The Predictability of Risk-Free Rates 3. Consumption and Asset Price Fluctuations 4. Present Value Models for the Stock Market 4.1 Recursive Modelling and Model Combination [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:C


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