The event will combine lectures on introductory econometric theory with a heavy focus on practical exercises on each topic. Classical and Bayesian methods will be used where appropriate. The following topics are likely to be covered: - time-series econometrics: unit roots and cointegration; - an...

Central banks rely increasingly on the empirical analysis of financial markets and the information contained therein to help them analyse the state of the macroeconomy, the impact of policy actions and to estimate the effects of risk. This one-week event will provide a rigorous overview of the...

Topics: - introduction to probability distributions and statistical inference; - univariate and multivariate regressions; - dealing with serial correlation, heteroskedasticity and multicollinearity; - time-series econometrics: unit roots and cointegration; and - an introduction to vector...