Andreas Fuster is an Associate Professor of Finance and SFI Senior Chair at Swiss Finance Institute @ EPFL and a Research Fellow at the CEPR (Centre for Economic Policy Research). His main research interests are in empirical finance (household finance, real estate finance, banking),...

Professors Eric Ghysels, Massimiliano Marcellino and Jonas Straukas will a three-day course entitled “What's New in Mixed Frequency Data (MIDAS), with Applications to Machine Learning and Big Data”. The focus of the course is the use of mixed frequency data in economics and finance. A...

A mixed-frequency semi-structural model is used for estimating unobservable quantities such as the output gap, the Phillips curve and the NAIRU in real time. We consider two specifications: in one the output gap is observed as the official CBO measure, in the other is unobserved and derived via...

We welcome submissions related to all aspects of panel data, including model specification and testing, partial identification, non-parametric estimation, dynamic models, non-linear models, quantile regression, factor structures, models for spatial interactions and networks, as well as...

The 7th RCEA Time Series Workshop will be held online in association with the University of Milano-Bicocca on June 25-26 2021. Papers in all areas of Time Series Econometrics are welcome for contributed sessions.

This biennial conference provides a forum for new theoretical and applied work on forecasting. For more than a decade the world economy has operated under elevated economic, financial and political risks, and it has recently been hit by economic shutdowns of unprecedented length owing to the...

Theme: High dimensional modeling in time series. EC-squared is a series of annual international conferences on research in quantitative economics and econometrics. The acronym (EC)^2 stands for the European Conferences of the Econom[etr]ics Community. Its main aim is to maintain and extend an...

Programme: - High-frequency Monitoring of Growth-at-Risk; - Uncertain Kingdom: Nowcasting GDP and revisions; - Real-time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis; - Nowcasting Tail Risks to Economic Activity with Many Indicators; - Advances in Nowcasting...