Home » Departments » Department of Econometrics » Research » Bayesian Econometrics

Bayesian Econometrics in Macroeconomics and Finance

Erasmus University Rotterdam (Room JB-44)
Friday January 27, 2012

Programme

Time
09:00-09:25	Registration and welcom
09:25-09:30	Opening remarks
09:30-10:15	Andrea Carriero (Queen Marry, University of London) Structural Analysis with Classical and Bayesian Large Reduced Ranks VARs
10:15-11:00	Bart Diris (Erasmus University Rotterdam) Model Uncertainty for Long-Term Investors
11:00-11:30	Coffee break
11:30-12:15	Domenico Giannone (Université Libre de Bruxelles - ECARES) Bayesian Dynamic Factor Models
12:15-13:00	Sjoerd van den Hauwe (Erasmus University Rotterdam) How Much Do The Leading Indicators Lead? A Bayesian Route Towards an Improved Leading Economic Index
13:00-14:15	Lunch
14:15-15:00	John Maheu (University of Toronto) Components of Bull and Bear Market: Bull Corrections and Bear Rallies
15:00-15:45	Rianne Legerstee (Erasmus University Rotterdam) Do Experts Incorporate Statistical Model Forecast and Should They?
15:45-16:15	Coffee break
16:15-17:00	Simon Potter (Federal Reserve Bank of New York) A New Model of Underlying Inflation
17:15	Drinks

Participation

Participation in the workshop is free. Please register by sending an e-mail to Ursula David (david@remove-this.ese.eur.nl). Deadline for registration: Wednesday January 25, 2012

Organization

Cem Cakmakli (c.cakmakli@remove-this.uva.nl)
Richard Paap (paap@remove-this.ese.eur.nl)
Dick van Dijk (djvandijk@remove-this.ese.eur.nl)
Ursula David (david@remove-this.ese.eur.nl)

Director
Prof. dr. A.P.M. Wagelmans

Office manager
Mrs. C.J.J. de Ruiter
phone: +31(0)10-4081278
email: deruiter@remove-this.ese.eur.nl

Assistant office manager
Mrs. U.C. David
phone: +31(0)10-4081259
email: david@remove-this.ese.eur.nl

Secretariat
Mrs. M.P. van Hees-Gouweleeuw
Mrs. A.M.C. Kop

phone: +31(0)10-408 1264
email: eb-secr@remove-this.ese.eur.nl

Reservering ruimte Econometrie

Visiting address
Erasmus Universiteit
Rotterdam
Econometric Institute
Room H11-02
Burg. Oudlaan 50
3062 PA Rotterdam

Maps

Postal address
Erasmus Universiteit Rotterdam
Econometric Institute
Room H11-02
P.O. Box 1738
3000 DR Rotterdam
The Netherlands