Time Series Econometrics and Applications for Macroeconomics and Finance

The theme of the workshop is the theory and practice of economic time series analysis and prediction, with a special emphasis this year on the analysis of Big Data in Economics.

More specifically, a (non-exhaustive) list of the topics covered in the workshop are:

• Analysis of Big Data in Economics
• Forecasting with Big Data
• Factor Models

Invited speaker

• Mark Watson (Princeton University)

Workshop organizers

• Majid Al-Sadoon (UPF and BSE)
• Christian Brownlees (UPF and BSE)
• Geert Mesters (UPF and BSE)
• Barbara Rossi (ICREA-UPF and BSE)

Workshop program

Download a pdf version of this workshop's program:

Download workshop program

Previous editions

Speakers appear in the order in which they presented during the workshop.

2017 Edition

 

2016 Edition

 

2015 Edition

 

2014 Edition

This edition was titled, "Time Series Analysis in Macro and Finance"