Francis X. Diebold and Glenn D. Rudebusch
Yield Curve Modeling and Forecasting
June 23-25, 2010
Prof. Francis X. Diebold and Prof. Glenn D. Rudebusch will jointly give the Econometric Institute Lectures 2010. These Lectures are part of the Princeton University Press Lectures, a joint project of Princeton University Press (PUP), the Econometric Institute and Erasmus University Rotterdam, and Tinbergen Institute.
Professor Francis X. Diebold is Professor of Finance and Statistics and Co-Director of the Wharton Financial Institutions Center at the University of Pennsylvania. (http://www.ssc.upenn.edu/~fdiebold/)
Professor Glenn D. Rudebusch is Senior Vice President and Associate Director of the Federal Reserve Bank of San Fransisco. (http://www.frbsf.org/economics/economists/staff.php?grudebusch)
This intensive three day meeting consists of three parts. Lectures of Prof. Francis Diebold and Prof. Glenn Rudebusch constitute the main ingredient of this course. These will be preceded by a set of introductory lectures by Michel van der Wel and Kees Bouwman (Econometric Institute). The third part of this course is a workshop where eight speakers will present recent developments in the area of yield curve modeling and forecasting.
Programme Lectures PUP 2010 (pdf)
Participation fee
A participation fee will be charged to all non-TI PhD student and non-TI Fellows:
- Participation fee for lectures + workshop = €300
- Participation fee for workshop = €100
Registration
Please register for the lectures and/or the workhop by sending an e-mail tot Elli Hoek van Dijke (hoekvandijke@ese.eur.nl) before June 9.
