Workshop in Structural VAR models
23 May 2018 - 24 May 2018
Time: 9:00am - 6:00pm
Venue: Graduate Centre, GC601
We are pleased to announce that Queen Mary, University of London, will host a "Workshop in Structural VAR models" on the days of 23-24 May, 2018. The workshop covers presentations of both methodological and applied contributions in the field of structural VAR modelling. The event is organized with the support of the European Commission’s Horizon 2020 research project - Marie Sklodowska Curie action, Queen Mary University, and BERA (Berlin Economics Research Associates).
Program:
Wednesday 23 May
| Time | Activity |
|---|---|
| 09:00 - 09:30 | Registration |
| 09:30 - 11:00 |
Session 1 - Advances in Bayesian SVARs 2) Michele Piffer (Queen Mary), with Martin Bruns (DIW Berlin) |
| 11:00 - 11:30 | Coffee break |
| 11:30 - 13:00 |
Session 2 - Fiscal Policy 4) Filippo Natoli (Bank of Italy), with Luca Metelli (Bank of Italy) |
| 13:00 - 14:00 | Lunch break |
| 14:00 - 15:30 |
Session 3 - Monetary Policy and Financial Stability 6) Dario Caldara (Federal Reserve Board), with Molin Zhong (Federal Reserve Board) and Chiara Scotti (Federal Reserve Board) |
| 15:30 - 16:00 | Coffee break |
| 16:00 - 17:30 |
Session 4 – Uncertainty 8) Chris Redl (Bank of England) |
| 18:30 - 22:30 |
Dinner at The Narrow, 44 Narrow street, E14 8DP |
Thursday 24 May
| Time | Activity |
|---|---|
| 09:00 - 10:30 |
Session 5 – Methodological contributions in SVARs (I) 10) Markku Lanne (University of Helsinki), with Jani Luoto (University of Helsinki) |
| 10:30 - 11:00 | Coffee break |
| 11:00 - 12:30 |
Session 6 – Methodological contributions in SVARs (II) 12) Daniel Waggoner (Federal Reserve Bank of Atlanta), with Jonas Arias (Federal Reserve Bank of Philadelphia), Juan Rubio Ramirez (Emory |
| 12:30 - 13:30 | Lunch break |
| 13:30 - 14:30 | Keynote 13) Helmut Lütkepohl (DIW Berlin and FU Berlin), with Tomasz Wozniak (University of Melbourne) Bayesian inference for structural vector autoregressions identified by Markov-Switching heteroskedasticity |
| 14:30 - 14:45 | Coffee break |
| 14:45 - 16:15 |
Session 7 - Contributions in time-series 15) Maren Froemel (LBS), with James Cloyne (UC Davis), Clodomiro Ferreira (Bank of Spain) and Paolo Surico (LBS) |
| 16:15 - 16:45 | Closing tea break with scones |
Alternatively, you can download the program: The Workshop in Structural VAR models Program [PDF 158KB]
The workshop will be held in the premises of the Mile End campus of Queen Mary, London, E1 4NS. If you would like to attend the workshop, please register by writing an email to: event.econometrics@gmail.com and informing us about possible dietary requirements.
You can also download the travel instructions: Travel instructions for the Workshop in Structural VAR models [PDF 124KB].
Subject to availability, all participants who plan to attend the full event will also be invited for dinner on the first day. Please let us know if we should include you.
