Workshop: Time Series Analysis in Macro and Finance
Dates: June 8-9, 2015
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. Manfred Deistler (Vienna University of Technology), Oliver Linton (Cambridge University) and Lucrezia Reichlin (London Business School) have already agreed to present at the workshop.
More specifically, 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
The “Time Series Analysis in Macro and Finance” workshop is supported by the Severo Ochoa Research Program (SEV2011-0075) and Barbara Rossi’s Marie Curie CIG Grant (#303434).