EuroArea Business Cycle Network Conference
Econometric methods for business cycle analysis, forecasting and policy simulations
Norges Bank, Oslo, 11 - 12 June 2015.
Call for papers: Deadline: 9am, Saturday 28 February 2015
The recent turbulent times have revived the interest in business cycle analysis, forecasting and methods to assess the effects of economic policies. This, in turn, has generated the development of refined or totally new econometric methods, in particular based on Bayesian techniques. The conference will cover a broad range of econometric themes with emphasis on methodological, theoretical and empirical aspects and their relevance for economic policy making. Topics might include:
Specification, estimation forecasting and policy analysis with nonlinear DSGE modelsAlternative approaches to handle parameter time variation and changing volatilityPriors and identification in Bayesian models for forecasting and policymakingModelling and using large datasets for policy simulationsComputational methods for complex econometric models
Fabio Canova (EUI), Herman van Dijk (Erasmus University), Jesus Fernandez-Villaverde (University of Pennsylvania), Alejandro Justiniano (Federal Reserve Bank of Chicago) and Hashem Pesaran (University of Southern California and University of Cambridge) are already confirmed, and we welcome further relevant submissions. Both theoretical and empirical papers are accepted, and applications using euro area data are particularly welcome.
How to apply:
The deadline for replies is 9am GMT on Saturday 28 February, 2015. Authors can email their submission to firstname.lastname@example.org. Please indicate in your email whether you would be willing to act as a discussant and if you will be able to cover your own travel and accommodation costs, or whether you will require funding from EABCN. Authors of successful submissions and accepted participants will be notified by end of April 2014 at the latest.
- Knut Are Aastveit (Norges Bank)
- Claudia Foroni (Norges Bank)
- Massimiliano Marcellino (EABCN and Bocconi University)
- Francesco Ravazzolo (Norges Bank)