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