EF » EFnet » Events » PhD course Macroeconomic Forecasting and Structural Analysis in Big Data Environment at SEB UL

PhD course Macroeconomic Forecasting and Structural Analysis in Big Data Environment at SEB UL

26.01.2024Comments are closed.

School of Economics and Business, University of Ljubljana offers the course Macroeconomic Forecasting and Structural Analysis in Big Data Environment, taught by Professor Dalibor Stevanović, Université du Québec à Montréal, Canada, on June, 24-28, 2024

Course topic

This course covers two main topics that rely on a data-rich environment: (i) forecasting and (ii) structural empirical macroeconomic analysis. The first part of the course (3 days) focuses on forecasting methodologies. It commences with traditional forecasting approaches and advances into data-rich predictive modelling, incorporating linear methods such as dynamic factor models, regularized predictive regressions, and non-linear techniques like kernel ridge regressions, random forests, boosted trees, and neural networks.

The second part of the course (2 days) on structural empirical macroeconomic analysis overviews structural vector autoregressive models (VAR) and dynamic stochastic general equilibrium models (DSGE). It proceeds to structural VAR modelling in data-rich environments.

Lecturer

Professor Dalibor Stevanocić is professor at the na  Economics Department, ESG, Université du Québec à Montréal, Canada. His fields of research are Econometrics, Macroeconomics Finance.

The course is delivered in cooperation with the Bank of Slovenia.


Publish your comment:


RSSUpcoming events

Banka Slovenije in cooperation with the Research Centre of the School of Economics and Business invites you to a seminar: Inflation Attention and Inflation ... >>>
The Research Centre of the School of Economics and Business, in cooperation with the Bank of Slovenia, cordially invites you to a free research ... >>>
The Research Centre of the School of Economics and Business, University of Ljubljana, in cooperation with Bank of Slovenia, cordially invites you to a ... >>>