Seminars & Events

Seminar Series

Conferences & Workshops

Upcoming

  • The 2018 Barcelona GSE Summer Forum Workshop on Time Series will be held in Barcelona in June 2018. See the BGSE Summer Forum section link at the top of this page for more information on the BGSE summer forum in time series.

Past

  • The (EC)^2 Conference on “Advances in Forecasting” was held in Barcelona in December 2014.
    Program Chair: Jonathan Wright (Johns Hopkins)
    Local Organizer: Barbara Rossi (UPF)
    Invited speakers included:

    • Mark Watson (Norges Bank Lecture)
    • James Stock (ET Lecture)
    • Graham Elliott and Allan Timmermann (JEDC Lecture)
    • Luc Bauwens and Herman Van Dijk (Special EC2 invited session)

 

Econometrics Seminar 2012-2013

October 2, 2012. Gary Koop (University of Stratchclyde), “Large Time-Varying Parameter VARs” (Joint with D. Korobils) October 23, 2012. Peter Hansen (European University Institute),”Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility” November 20, 2012. Frank Schorfheide (University of Pennsylvania), “A New Class of Nonlinear Time Series Models for the …

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Econometrics Seminar 2011-2012

March 27, 2012. Jean-Marie Dufour (McGill University), “Exogeneity tests, weak identification and IV estimation: Is the cure worse than the illness?” (Joint with F. D. Tchatoka) March 29, 2012. Ctirad Slavik (Goethe University Frankfurt), “Asset prices and business cycles with financial shocks” (Joint with M. Nezafat) April 17, 2012. Ferre de Graeve (Sveriges Riksbank). “Resuscitating …

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Econometrics Seminar 2013-2014

October 29 -Please note room: 23.S05 Silvia Gonçalves (University of Montreal) “Bootstrap prediction intervals for factor models” (Joint with B. Perron)   November 19 -Please note room: 40.039 Andrew Harvey (Cambridge University) “Dynamic Models for Volatility and Heavy Tails” (Abstract) November 26 -Please note room: 40.S14 Frank Kleibergen (Brown University) “TBA” December 3 -Please note …

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Econometrics Seminar 2014-2015

October 7 -Canceled Robert Taylor (Essex University) “TBA” October 21 -Canceled Domenico Giannone (Luiss University and Federal Reserve Bank of New York) “TBA” November 11-Please note room: 20.233 Marco Lippi (EIEF) “Three dynamic factor models: forecasting US monthly macroeconomic series” November 18-Canceled Gianni Amisano (ECB) “TBA” November 25 -Please note room: 40.039 Siem-Jan Koopman (Vrije …

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Econometrics seminar 2015-2016

September 15, 2015. Oscar Jorda (UC, Davis and FRB San Francisco), “Significance Bands” September 22, 2015. Javier Hualde (University of Navarra),”Conditional pseudo-maximum likelihood estimation of fractional time series models with deterministic trends” October 13, 2015. George Kapetanios (University of Pennsylvania), “A Univariate Inferential Threshold Approach to Variable Selection and Forecasting in High Dimensional Linear Models” …

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Econometrics seminar 2017-2018

October 13 Dante Amengual (CEMFI) “Is a normal copula the right copula?” (Joint with E. Sentana) October 31 Mikkel Plagborg-Moller (Princeton University) “Instrumental Variable Identification of Dynamic Variance Decompositions” (Joint with C. K. Wolf) November 7 Kevin Sheppard (Oxford) “Portfolio-based testing of Multivariate Volatility Models”

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