The workshop gathers internationally renowned econometricians to promote and inspire research in econometrics and adjacent fields at UCLouvain. The topics cover econometric and statistical theory and methodology with a wide range of applications in economics and finance.
Research in econometrics at UCLouvain has suffered in previous years, not the least due to the Covid crisis. The emergence of data science as a new discipline inspires us to rethink and perhaps redefine the position of econometrics and econometricians in teaching and research.
The main part of the program includes twelve scientific presentations of invited speakers. The workshop is open to everyone, but registration is mandatory.
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If you want to register to this event please send a mail to severine.devisscher@uclouvain.be
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| Programme |
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Friday, June 2, 2023
Room: UCLouvain,听CORE 听B.-135
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9:00-9:30:听听听 Gilles Mordant
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9:30-10:00:听 Jozef Barunik
听听听听听听听听听听听听听听听听听听听听听 Time-Varying Persistence of Economic Variables
10:00-10:30:听 Geert Dhaene
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coffee break
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11:00-11:30:听 Cecilia Mancini
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11:30-12:00:听 Nikolaus Hautsch
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12:00-12:30:听 Edoardo Otranto
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lunch break
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14:00-14:30:听 Roman Liesenfeld
听听听听听听听听听听听听听听听听听听听听听听 A TVP Model with Bayesian Shrinkage for Global Minimum Variance Portfolio Prediction
14:30-15:00:听 Arnaud Dufays
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15:00-15:30:听 Jeroen Rombouts
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coffee break
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16:00-16:30:听 Ines Wilms
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16:30-17:00:听 Frantisek Cech
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17:00 - 17:30: Piet Sercu
听听听听听听听听听听听听听听听听听听听听听听听听 Efficient Y-indices for Regressions with an Application of Covid's Impact on Stock-market Liquidity
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