7^th ANNUAL EUROPEAN SEMINAR ON BAYESIAN ECONOMETRICS *ESOBE 2016*
* *Venice, Italy 27 - 28 October 2016
The workshop is organised by the *Department of Economics of the University Ca’ Foscari of Venice *(Venice, Italy), and is co-sponsored by the *European Central Bank *(Frankfurt) and *GRETA Associati *(Venice, Italy). The ESOBE meetings aim at bringing together researchers and professionals interested in the application of Bayesian inference. Ever since the pioneering work of Arnold Zellner, Bayesian econometrics has expanded enormously in areas such as economics, finance, business, and marketing. Empirical applications of Bayesian econometrics deal with issues such as financial time series analysis, risk management, economic growth analysis, measurement of policy effectiveness, individual decision making in marketing, labour market analysis, forecasting in monetary policy, just to name a few.
The computational revolution in simulation techniques is a key ingredient in this expansion and allows the application of Bayesian methods to increasingly complex models and high-dimensional data environments. The ESOBE meetings are intended as a discussion forum for new and recent research methods that are capable to face these challenges. These techniques include, among others, semi-parametric modelling based on mixtures, shrinkage estimators, and variable selection methods.
The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular:
·Bayesian financial econometrics
·Bayesian microeconometrics and program evaluation
·Bayesian nonparametric and semi-parametric methods based on countably infinite mixtures
·Shrinkage estimation and variable selection in high-dimensional data environments
·Computational methods for large datasets
·Efficient MCMC and SMC methods for complex models
The keynote speakers of ESOBE 2016 are:
**
*Christian P. Robert*(University Paris Dauphine and University of Warwick)
*Thomas J. Sargent*(New York University)
The Scientific Committee for the Conference consists of:
*Monica Billio *(Ca’ Foscari University of Venice)
*Fabio Canova*(BI Norwegian Business School)
*Roberto Casarin *(Ca’ Foscari University of Venice)
*Sylvia Frühwirth-Schnatter *(Wirtschaftsuniversität Wien)
*Sylvia Kaufmann *(Study Center Gerzensee)
*Gary Koop *(Strathclyde Business School)
*Francesco Ravazzolo *(Free University of Bozen/Bolzano)
*Herman K. van Dijk *(Erasmus University Rotterdam and VU University Amsterdam)
CALL FOR PAPERS
The final program will include both submitted and invited papers. In addition to invited presentations, the workshop will have:
* contributed sessions; * a special session by junior scientist presentations; * a poster presentations.
We would welcome submissions for these sessions. Submissions for the contributed sessions should be sent to ** mailto:esobe2016@unive.it*esobe2016@unive.it mailto:esobe2016@unive.it*by*July 15, 2016*. Researchers who received their Ph.D. after *October 2013 *or *expect to graduate by November 2016*, may register as "junior scientist" (a detailed CV has to be submitted during registration).
Junior scientists may apply for a travel award (more detailed information will be soon available). Papers submitted by junior scientists will be eligible for the Special Session of Junior Scientist Presentations.
IMPORTANT DATES
July 15, 2016: Papers submission deadline August 20, 2016: Paper acceptance notification September 30, 2016: Deadline for registration
More detailed information available on the Conference website:
http://virgo.unive.it/esobe2016/index.htmhttp://virgo.unive.it/esobe2016/index.htm
http://www.greta.it/credit/credit2015/credit2015.htm
* Apologies for post-crossing.