Lancaster PhD Summer School on Applied Macroeconometrics
Wednesday 25 September 2019, 1:00pm to Friday 27 September 2019, 5:00pm
Venue
LT3 Lancaster University Management School, Lancaster - View MapOpen to
Postgraduates, StaffRegistration
Free to attend - registration requiredRegistration Info
Please refer to the website for registration details.
Event Details
This event is sponsored by the Department of Economics of Lancaster University, the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (LUMS), and ESRC-NWSSDTP.
The aim of the Summer School is to provide an overview of cutting-edge research in applied macroeconometrics, and to offer opportunities to PhD students for interactions and exchange of ideas via poster presentations and a limited number of regular presentations.
The speakers of the event are :-
Prof. James Morley (University of Sydney and LUMS) will provide an introduction to nonlinear time series processes and their use in macroeconometric modelling. The class will cover standard univariate and multivariate models with regime-switching parameters, time-varying parameters, and structural breaks. The focus will be on what inferences are fundamentally different when allowing for nonlinearity and are not just a consequence of omitting possibly relevant multivariate information.
Prof. Luca Gambetti (Universitat Autonoma de Barcelona) will present several recent and popular methods, within time series models, designed to identify structural economic shocks and analyse their effects on the economy. He will also discuss several applications, the focus will be on policy shocks, news shocks and technology shocks among others.
Participation in the event is free of charge, catering will be provided, and on-campus accommodation can be booked at preferential rates. Participants are asked to stay for the entire duration of the event.
Speakers
University of Sydney
I teach macroeconomics, finance, and econometrics. My research uses statistical analysis to gain insights into a number of empirical issues in economics, including the following: Are business cycle fluctuations symmetric? What are their sources and economic implications? What is the nature of structural change in macroeconomic relationships? Is it gradual or abrupt? What are the sources of persistent changes in the unemployment rate? How does stock market volatility affect expected returns in
Universitat Autònoma de Barcelona
Luca Gambetti is Associate Professor of Economics at UAB and Associate Research Professor of the Barcelona GSE. He is a research fellow of MOVE (Markets, Organizations and Votes in Economics) and an external member of RECent. He has received a research grant from Ramon Areces Foundation for his project "Hetereogenous Consumers and Public Expenditure Shocks."
Contact Details
| Name | Caren Wareing |
| Telephone number |
+44 1524 594222 |
| Website |