Because of the health situation, the conference is cancelled.

Cofrence Progam: - Inference on the Tail Process with Application to Financial Time Series Modelling, - Testing the Eigenvalue Structure of Integrated Covariance with Applications, - A Factor Model for Systemic Risk Using Mutually Exciting Jumps, - Realized SemiCovariances: Looking for Signs of...

The workshop will provide an opportunity to share the latest practical solutions in forecasting used by central banks and other institutions and to discuss relevant research developments. Modelling and forecasting of growth, inflation and related higher-frequency indicators are within the scope...

Topics: - Univariate and multivariate density forecasts: evaluation, combination, presentation, - Applications of unobserved component models, mixture models, non-linear or non-Gaussian models, - Modelling of structural instabilities and time varying relationships, the use of shrinkage...

Dynamic Stochastic General Equilibrium constitutes nowadays a standard modeling framework for monetary policy analysis. It is commonly accepted and utilized by both central banks and the academia. It serves as a methodological paradigm within which theoretical arguments and empirical...

Dynamic Stochastic General Equilibrium constitutes nowadays a standard modeling framework for monetary policy analysis. It is commonly accepted and utilized by both central banks and the academia. It serves as a methodological paradigm within which theoretical arguments and empirical...

Developing and transition economies will be increasingly concerned with environmental and natural resources management issues; they will have to solve a three-fold challenge: a better environment, good economic performances and poverty reduction as targeted by the Millennium Development Goals....