Workshop 3M in Finance and Macroeconomics: Model Averaging, Model Specification and Model Risk


Speakers


Abstract

The recent decade of research in econometrics, finance and macro-economics has shown a growing interest in combining predictions by different models. This workshop considers new advances in techniques to combine model estimates and model forecasts, and their implications for model (mis-) specification and model risk. It will bring together leading academics in applied econometrics, finance and macroeconomics.
 

Confirmed speakers:

  • Sir Clive Granger (University of California, San Diego)
  • Carlo Favero (Bocconi University)
  • Massimo Guidolin (Federal Reserve Bank of St Louis and Manchester Business School)
  • Lucrezia Reichlin (European Central Bank, Free University Brussels)
  • Peter Schotman (Maastricht University)
 
Please look at www.econometric-institute.org for updates on the list of speakers and the program. Participation in the workshop is free. Please register by sending an e-mail to Elli Hoek van Dijke (hoekvandijke@few.eur.nl) before Friday March 14.
 
Contact information:

Elli Hoek van Dijke

Email