Economic modelling and forecasting - Centre for Central Banking Studies
The event is a combination of lectures on the theory and methods of policy analysis and design, practical problems in modelling and forecasting and computer-based exercises. The following topics will be covered: • unit roots, cointegration and error-correction mechanisms; • techniques for modelling unobserved economic components, state-space models and the Kalman filter; • models of volatility and non-linearity; • Bayesian estimation; • dynamic stochastic general equilibrium (DSGE) models; • panel data methods; • vector autoregressions (VARs), structural VARs and their identification, and recent extensions of VAR modelling, such as Bayesian VARs, factor-augmented VARs and DSGE-VARs; • estimation using the generalised method of moments (GMM); and • statistical and computational issues in the construction of fan charts [gemäß den Informationen des Anbieters - according to site editor's information] The website is no longer available.
|Event dates:||2012-12-03 – 2012-12-14|
|Organizer:||Centre for Central Banking Studies, Bank of England|
|Classification:||C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|