Because of the health situation, the conference is cancelled.

The program will include several sessions covering the main areas of International Macroeconomics and Financial Econometrics.

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...

Sessions and covered topics: - International macroeconomics: Exchange rates, exchange-rate regimes, international monetary system;Economic growth, business cycles and economic policies; Banking economics and central banking; systemic risk, microprudential and macroprudential...

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...