Conference Forecasting Economic and Financial Time Series - Villa Mondragone, 12-13 September 2016

["Barbara Piazzi" < >]

Dear friends @TVITS,

 

I am pleased to announce the final conference of the PRIN 2010-11 research group Forecasting economic and financial time series: understanding the complexity and modelling structural change.

 

The research group has focused on the specification, estimation and empirical validation of time series models of complex dynamic systems and co-movements of economic and financial variables. It aimed at proposing new statistical methods and innovative applications for assessing the state of the economy, forecasting its future evolution, evaluating volatility and risk, and the relevance of economic shocks and their propagation.

 

The conference programme will feature invited talks (see below)  and contributed talks by the investigators of the research project.

 

I would like to invite you to participate to the conference and to contribute to it by presenting a poster. Ample time will be devoted to poster presentation and discussion.

 

Participation (and lunch J) is free, but you need to register with me by sending an email to ">

 

I look forward to seeing you at the conference.

 

 

Conference

Forecasting Economic and Financial Time Series

Understanding the complexity and modelling structural change

 

September 12 – 13, 2016

Villa Mondragone, Via Frascati, 51, 00040 Monteporzio Catone

 

Scientific Committee

Stefano Fachin (University of Rome La Sapienza)

Mario Forni (University of Modena-Reggio Emilia)

Michele La Rocca (University of Salerno)

Alessandra Luati (University of Bologna)

Tommaso Proietti (University of Rome Tor Vergata)

Raffaello Seri (University of Insubria)

 

Organizing Committee

Leopoldo Catania (University of Rome Tor Vergata)

Maura Mezzetti (University of Rome Tor Vergata)

Tommaso Proietti (University of Rome Tor Vergata)

 

Invited Speakers

Manfred Deistler (Technische Universität Wien)

Niels Haldrup (CREATES, University of Aarhus)

Eric Hillebrand (CREATES, University of Aarhus)

Marco Lippi (Einaudi Institute for Economics and Finance, Rome)

Michael Wolf (University of Zurich)

 

Best regards,

Tommaso

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托玛索 Tommaso Proietti

Dipartimento di Economia e Finanza, Università di Roma 'Tor Vergata'

Via Columbia 2, 00133 Roma.

Tel +39 06 7259 5941. Email: ">

Website: http://www.economia.uniroma2.it/def/

PhD Economics and Finance Website: http://www.economia.uniroma2.it/phd/ef/

 

Statistical Methods and Applications http://www.springer.com/statistics/journal/10260

New journal: Econometrics and Statistics http://www.cfenetwork.org/CFE2015/EcoSta_board.php