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Home » Research » Research Activities » Summer Forum » Time Series Analysis in Macro and Finance

Workshop: Time Series Analysis in Macro and Finance

Dates: June 19-20, 2014

The theme of the workshop is the theory and practice of economic time series analysis and prediction, with a special focus on macro and financial time series. Hashem Pesaran (University of Cambridge and University of Southern California) has already agreed to present at the workshop.

A (non-exhaustive) list of the topics covered in the workshop are:

  • Estimation and Inference in Time Series Analysis
  • Time Series Methods in Macroeconomics
  • Univariate and Multivariate Volatility Analysis
  • Model Selection
  • Systemic Risk
  • Forecast Estimation and Evaluation

Workshop Organizers

Speaker Schedule

The organizers gratefully acknowledge the financial support of the Universitat Pompeu Fabra, through the Marie Curie CIG grant (#303434) and Barcelona GSE, through the Spanish Ministry of Economy and Competitiveness “Severo Ochoa” Programme for Centres of Excellence in R&D” (SEV-2011-0075).

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