Barcelona GSE organizes a series of summer workshops, to which we contribute with the workshop on: “Time Series Analysis in Macroeconomics and Finance” (TSA)
The first event was in June 2013.
BGSE Summer Forum: TSA
BGSE Time Series Workshop 2013
Barcelona GSE Summer Forum Balmes Building (UPF) – Balmes 132, Barcelona TIME SERIES ANALYSIS IN MACRO AND FINANCE Invited Speakers: Ronald Gallant (Penn State), Lars Hansen (Chicago) and Mark Watson (Princeton) June 10-11, 2013 June 10 9:00am Barbara will pick up speakers at the hotel lobby 9:15am Registration 9:30am Greetings and Welcome Session 1 Macroeconomic …
BGSE Time Series Workshop 2014
Barcelona GSE Summer Forum Balmes Building (UPF) – Balmes 132, Barcelona TIME SERIES ANALYSIS IN MACRO AND FINANCE June 19-20, 2014 Invited Speakers: Massimiliano Marcellino, Hashem Pesaran and Ken West JUNE 19 Session 1: Empirical Macroeconomics (Chair: Christian Brownlees) 09:00-10:00 Invited Speaker: MASSIMILIANO MARCELLINO (Bocconi University) “Modelling and forecasting exchange rates with time-varying parameter model” …
BGSE Time Series Workshop 2015
Barcelona GSE Summer Forum Balmes Building (UPF) – Balmes 132, Barcelona TIME SERIES ANALYSIS IN MACRO AND FINANCE June 8-9, 2015 Invited Speakers: MANFRED DEISTLER, OLIVER LINTON and LUCREZIA REICHLIN JUNE 8 Session 1: Theoretical Approaches in Time Series 09:20-10:20 Invited speaker: MANFRED DEISTLER (Technische Universität Wien) “Regular and singular AR and ARMA models: The …
BGSE Time Series Workshop 2017
Keynote speakers Zhongjun Qu (Boston University) Eric Renault (Brown University) Workshop organizers Majid Al-Sadoon (UPF and Barcelona GSE) Christian Brownlees (UPF and Barcelona GSE) Geert Mesters (UPF and Barcelona GSE) Barbara Rossi (ICREA-UPF and Barcelona GSE) Workshop program Tuesday, June 6 09:00 – 10:00 Zhongjun Qu (Boston University) Likelihood Ratio Based Tests for Markov Regime …