We aim at covering all important topics of Prof. Bauwens's long career, including Bayesian and financial econometrics.

The SoFiE Financial Econometrics Summer School is an annual week-long research-based course for Ph.D. students and new faculty in financial econometrics. The lectures will be organized around four themes: 1. The role of stochastic volatility in option pricing. Options prices as expectations of a...

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...

This seminar is aimed at Ph.D. and young scholars who are interested in learning more about recent developments and important issues in advanced model building in marketing. Upon completion of this seminar, students have advanced knowledge of a broad range of models and methods that advance our...

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 Netherlands Econometric Study Group (NESG) provides a forum for econometricians from the Netherlands and beyond to exchange research ideas and developments on any aspect of econometrics.

The focus of the conference will be on the interplay between finance and insurance but also other topics in actuarial and financial mathematics are welcome.

Topics: - Practical General Equilibrium Modeling using GAMS - Trade Policy General Equilibrium Modeling using GAMS - Overlapping Generations General Equilibrium Modeling using GAMS - Using Bayesian Methods to Estimate Small Global Projection Models (GPMs) with DYNARE - Time Series Models for...

Topics: - Forecasting Using Global VAR Modeling - Practical General Equilibrium Modeling using GAMS - Advanced Techniques in General Equilibrium Modeling using GAMS - Introduction to Macroeconometric Modeling using EVIEWS - Macroeconometric Modeling using TROLL

The focus will be on the interplay between finance and insurance but also other topics in actuarial and financial mathematics are welcome.