We are pleased to announce details of the latest EABCN Training School; a three-day course entitled "Term structure models and the zero lower bound". Dr Jens Christensen will teach the course. Jens Christensen is a senior economist in the Financial Research Section of the Federal Reserve Bank of...

The course will cover both the theoretical and empirical issues related to finance and the macroeconomy through the lenses of financial accelerator type models.

This course covers empirical methods for volatility measurement, modelling and forecasting. Part 1 considers the highly parametric setting of GARCH models as well as the more complex setting of stochastic volatility models. Part 2 focuses on the relatively simple modelfree realized volatility...

The conference theme of 2011 is "Econometrics for Policy Analysis: after the Crisis and Beyond". Theoretical and applied contributions are invited and we particularly welcome contributions focusing on econometric methods and models that can assist in the formulation, implementation and...