Professor Wouter den Haan and Dr Pontus Rendahl will teach the course. It is primarily aimed at participants in the Euro Area Business Cycle Network but applications will also be considered from doctoral students, post-doctoral researchers and economists working in central banks and government...

This course covers methods designed to deal with prediction with “big data” in macroeconomics, and to conduct structural analysis. The three main subjects of the course are: - predictive regressions with big data ; - Bayesian VARs, as a popular example of big data multivariate models, which...

The Conference will take place jointly with the 11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018).

This conference invites oral and poster presentations containing computational or financial econometric components.