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- Bank of England, Centre for Central Banking Studies

Dates:November 29-December 10, 2010
Description:EMF - Economic modelling and forecasting
Location:London, United Kingdom
Subject: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. The following topics will be covered: unit roots, cointegration and error-correction mechanisms; vector autoregressions (VARs), structural VARs and their identification, and recent extensions of VAR modelling, such as Bayesian VARs, factor-augmented VARs and DSGE-VARs; Bayesian estimation; techniques for modelling unobserved economic components, state-space models and the Kalman filter; models of volatility and non-linearity; bootstrapping and simulation; panel data methods; fancharts: statistical and computational issues; and dynamic stochastic general equilibrium models. The event focuses on deriving and interpreting estimates of equations used to construct small models, which can then be applied to more disaggregate issues of monetary policy relevance. Econometric and modelling software such as EViews for estimation and WinSolve for model solution will be used extensively. [gem_ den Informationen des Anbieters - according to site editor's information]
JEL Code:E
URL:https://www.bankofengland.co.uk/education/ccbs/events/events.aspx?X482320X=EAF6B8R+ufZJR6+fMcW3IOeU7dcktzleLj0f+SUGUt72H0RY0eeQ8g==&Navigate=EventDetail&id=1954592&ReturnPath=EventSummaryBySubject

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