RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- December 03-14, 2012
- Economic modelling and forecasting - Centre for Central Banking Studies
- London, United Kingdom
- 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: