This course covers methods designed to deal with prediction with “big data” in macroeconomics, and to conduct structural analysis. The three main subjects of the course are: - predictive regressions with big data ; - Bayesian VARs, as a popular example of big data multivariate models, which...

The conference will cover a broad range of themes related to empirical aspects of business cycles - in particular novel methodologies for dating business cycles and their effects on the economy. Topics of the conference include but are not limited to: - Dating Business Cycles, - Empirical...

The conference will cover a broad range of themes related to the estimation of the effects of unconventional monetary policies in the data. A special emphasis is on methodological, econometric, and especially empirical aspects of the estimation of the effects of unconventional monetary policies,...

The IMF is forecasting a slowdown in world GDP growth, which would suggest that a new phase of the business cycle is beginning. Fears of financial fragility, concerns of falling house prices combined with inflationary pressures from rising commodity prices are leading to questions about the...