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
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).