The RES Annual Conference 2023 we will be jointly hosted with the Scottish Economic Society and together we will deliver one combined conference. In 2023 we will be returning to an in-person format and our hosts for the conference are the University of Glasgow, Scotland.

Topics: any field in economics and econometrics.

Cfp: Papers for the General Sessions are welcome from academic, government and business economists from any field in economics and econometrics.

RES Annual Conference 2020 has been cancelled.

Submissions of papers and special sessions are invited from academic, government and business economists in any field of economics and econometrics.

Submissions are invited for the 2014 Annual Conference. Papers and proposals for Special Sessions are invited from academic, government and business economists in any field of economics and econometrics.

Intensive hands-on courses in general equilibrium, trade policy modeling, DSGE, macro-econometric, and VAR modeling using GAMS, TROLL, Eviews, and FAME. Introductory and advanced levels. The following courses will be offered: - Practical General Equilibrium Modeling with GAMS - Advanced...

Intensive hands-on courses in general equilibrium, trade policy modeling, DSGE, macro-econometric, and VAR modeling using GAMS, TROLL, Eviews, and DYNARE. Introductory and advanced levels. The training is fully practical and provides 'hands-on' experience through intensive use of exercises on...

The EcoMod Modeling School will offer 2 intensive five-day courses in the international capital of the USA. Since the courses are run simultaneously, participants can only choose one course for this period. The following courses will be offered simultaneously: - Practical General Equilibrium...

The EcoMod Modeling School will offer 2 intensive five-day courses in Singapore in cooperation with the Singapore Institute of Statistics. Since the courses are run simultaneously, participants can only choose one course for this period. The following courses will be offered simultaneously: -...