Royal Economic Society Easter School

Category
Social Sciences, Students, Teaching
Date(s)
Sunday 15th (00:00) - Thursday 19th April 2012 (17:00)
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Description

Funded by the ESRC

The Royal Economic Society Easter School will be held at The University of Birmingham from Sunday 15th April – Thursday 19th April, 2012  inclusive.  This year’s subject will be:

The Economics and Econometrics of Forecasting

Dr Jennie Castle (University of Oxford)
Professor James Stock (Harvard University)
Professor Mike Clements (University of Warwick)

Topics to be covered will include:

  • Weak identification in instrumental variables regression and generalized method of moments
  • Weak identification-robust inference
  • IV and GMM with many instruments
  • Applications in macroeconometrics
  • Forecast failure and taxonomies of forecast errors
  • Robust forecasts, forecasting shifts, and during shifts
  • Improving estimates of the forecast origin

Please note that there will also be computer sessions with empirical forecasting applications

The School is intended primarily for people doing doctorates.  It is also open to recently
appointed members of teaching and research staff.  The purpose is to enable participants to become acquainted with the latest developments in the selected field of economics, to have the opportunity for study and discussion with two leading authorities in this field and to meet other young researchers specialising in the area.

Places are available for twenty-five university participants.  Accommodation and meals will be provided for the duration of the course. Nominations must be made through the Head of Department and should be supported by a resumé, a short reference and a note on the applicant’s research.

Nominations should be submitted no later than Friday 6th January, 2012 preferably by email to easterschool@contacts.bham.ac.uk.  Anything posted should be sent to:

Royal Economic Society Easter School Secretary
Department of Economics
The University of Birmingham
Edgbaston
Birmingham B15 2TT
United Kingdom

Professor James Stock

Lecture notes 1Lecture notes 2Lecture notes 3Lecture notes 4Lecture notes 5Lecture notes 6

Dr Jennie Castle

Reading list

Computer class , Lecture notes 1, Lecture notes 2, Lecture notes 3, Lecture notes 4

Professor Mike Clements

Reading List