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- Centre for Central Banking Studies, Bank of England

Dates:December 01-12, 2014
Description:Economic modelling and forecasting - Centre for Central Banking Studies
Location:London, United Kingdom
Subject:This two-week seminar aims to improve participantsåÕ understanding of current modelling strategies and forecasting techniques. The following topics will be covered: - 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; 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]
JEL Code:E


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