Econometrics for central bankers - Centre for Central Banking Studies
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 introduction to vector autoregressions and vector error-correction models; - an introduction to modelling unobserved time series using the Kalman filter; and - useful Bayesian methods for time series analysis.
|Event dates:||2014-03-17 – 2014-03-21|
|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|