Previous lectures

2016: Forecasting and Financial Market

Allen Timmermann (Rady School of Management, UC San Diego)
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2015: Structural Modeling of Economic Time Series

Christopher A. Sims (Princeton University, USA)
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2014: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Adrian Pagan (The University of Sydney) and Don Harding (University of la Trobe)
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2013: Low Frequency Econometrics

Mark Watson (Princeton University)
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2012: Recent Theory and Applications of DSGE Models

Frank Schorfheide (University of Pennsylvania) 
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2011: Modeling heterogeneity in econometric models

Speaker: Jerry A. Hausman (MIT)
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2010: Yield Curve Modeling and Forecasting

Francis X. Diebold (University of Pennsylvania) and Glenn D. Rudebusch (Federal Reserve Bank of San Francisco)
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2009: Semi-Parametric Bayesian Inference in Econometrics

Peter Rossi (University of Chicago)
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2008: Complete and inclomplete Econometric Models

John Geweke (University of Iowa)
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2007: Robustness, Fragility and Misspecification in Econometric Modelling.

Thomas Sargent (New York University)
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2006: Empirical Analysis and Econometrics in Applied Industrial Organization.

Ariel Pakes ( Harvard University )
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2005: Modeling Competition and Coördination in Supply Chains and Service Networks.

Awi Federgruen ( Columbia University )
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2004: Analysis of Treatment Response for Decision Making.

Charles F. Manski ( Nortwestern University )
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2003: Multivariate Volatility Modelling with Dynamic Correlations.

Robert F. Engle (Stern School of Business, New York University)
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