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- Centre for Central Banking Studies, Bank of England

Dates:December 03-14, 2012
Description:Economic modelling and forecasting - Centre for Central Banking Studies
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; 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]
JEL Code:E
URL:http://www.bankofengland.co.uk/education/ccbs/events/events.aspx?X482320X=fyuXukiNjvDDLLe1TKI2Sz2Lz+67TMt20da21xPOf2+qEc82lYtxgA==&Navigate=EventDetail&id=2594594&ReturnPath=EventSummaryBySubject

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