The following topics are likely to be covered: - basic optimisation techniques; - model microfoundations; - models of the business cycle, including models with financial frictions; - simple solution methods; - input data preparation and manipulation; - construction and estimation of small...

Programme: - Data-Based Ranking of Realised Volatility Estimators - Bayesian Forecasting using Stochastic Search Variable Selection in a VAR - Forecasting with Equilibrium-correction Models during Structural Breaks - Forecasting Inflation by an Autoregressive Model with a Shifting Mean - Small...

The website is no longer available.