Dear all,
Applications are now open for our Summer Schools:
Networks Econometrics (28 June - 3 July 2020)
Instructors: Monica Billio, Roberto Casarin and
Walter Quattrociocchi (Ca' Foscari University of Venice), Matteo
Iacopini (Scuola Normale Superiore, Pisa), Sergio
Petralia (London School of Economics and Political
Science), Luca Rossini (Vrije Universiteit Amsterdam, The
Netherlands).
Bayesian Multivariate Models and Forecasting in Economics
and Finance (August 24-28 2020)
Instructors: Gaetano Carmeci (University of Trieste), Roberto
Casarin (Ca’ Foscari University of Venice), Matteo
Ciccarelli (European Central Bank, DG Research),
Francesco Ravazzolo (Free University of
Bozen-Bolzano).
Organization:
The courses for Master and PhD students are
organized by the Italian Econometric Society (SIdE) in
collaboration with the Venice centre in Economic and Risk
Analytics for Public Policies (VERA) at Ca' Foscari University of
Venice
Venue:
The summer schools are hosted in the beautiful San Giobbe Campus
at Ca' Foscari University of Venice, located at the heart of the
city of Venice (Italy). The registration fees include full
accommodation.
Further information:
For further information on scope of the meeting, speakers,
program, applications, deadlines, venue, etc. see the school web
site
https://www.side-iea.it/events/postgraduate-courses
Description (Networks Econometrics)
The aim of the course is to provide the fundamentals of the
econometrics network with particular reference to the Network
mapping and visualisation, the Network Extraction Methods,
Multi-layer Network Models and their applications to finance. The
tutorials will develop applications to stocks, interest rates and
commodities markets and to contagion analysis. Modelling of
financial and commercial trade networks will be considered as
well.
Description (Bayesian Multivariate Models and Forecasting in
Economics and Finance)
The course is advanced and covers state-of-the-art techniques
and recent developments in Bayesian Multivariate Models, for
structural analysis and forecasting, nonparametric methods and
forecast combinations with a broad range of applications in
economics and finance. The methods introduced in the lectures will
be illustrated with hands-on applications in MATLAB.
Please help us to promote this meeting by forwarding this email to
anyone you know might be interested, and especially bring this
announcement to the attention of your students or post-docs, who
are likely not on our mailing lists.
Apologies for cross-posting.
The Organizers
Roberto Casarin and Gaetano Carmeci
-- Roberto Casarin, PhD Professor of Econometrics University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef VERA: http://www.unive.it/vera ORCID: https://orcid.org/0000-0003-1746-9190