RFE: Conference Listings
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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 participants?? 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; ?? 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]
- Notes:
- JEL Code:
- E
- Sponsor:
- URL:
- http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx