Econometrics for central bankers - Centre for Central Banking Studies
This one-week seminar introduces participants to some of the basic econometric tools that are relevant for this key purpose. The event will combine lectures on introductory econometric theory with a heavy focus on practical exercises on each topic. The following topics are likely to be covered: - dealing with serial correlation, heteroskedasticity and multicollinearity; - time-series econometrics: unit roots and cointegration; - an introduction to vector autoregressions and vector error-correction models; and - an introduction to the Kalman filter and state-space models.
|Event dates:||2013-03-11 – 2013-03-15|
|Organizers:||Centre for Central Banking Studies, Bank of England|
|Classification:||C0 - Mathematical and Quantitative Methods. General|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|