| Keynote speakers of this Colloquium will be:
Prof. Michael Artis Prof. Anindya Banerjee Prof. Gianluca Cubadda Prof. Dominique Guegan Prof. James Hamilton Prof. Don Harding Prof. Andrew Harvey Prof. David Hendry Prof. Chang-Jin Kim Prof. Siem Jan Koopman Prof. Hans Martin Krolzig Prof. Helmut Lütkepohl Prof. Massimiliano Marcellino Prof. Denise Osborn Prof. Tommaso Proietti Prof. Thomas Sargent Prof. Simon van Norden Prof. Kenneth D. West - Prof. Michael Artis (Manchester University, UK)
Professor of Economics at the Manchester University. Main interests in monetary policy, macroeconomics, international economic policy. Journal articles appeared amongst others in the Bulletin of the Oxford University Institute of Economics and Statistics, Economica, J. of Policy Modelling, International Review of Applied Economics, International Journal of Forecasting, Economic Modelling, The Economic Review, J. of Forecasting, Oxford Economic Papers, National Institute Economic Review, J. of Applied Econometrics. Editor of numerous Collections, author of books and evidences to Committees of the House of Parliament in the UK. Referee and reviewer for several journals and publishers and associate editor of influential journals. Member of editorial committees and professional bodies. Professorial Fellow at the European University Institute and Fellow of the British Academy.
More information at: http://www.eui.eu/Personal/Artis/ - Prof. Anindya Banerjee (Department of Economics, University of Birmingham, UK)
Professor of Econometrics at the University of Birmingham. Primary research topics are testing integration and cointegration, panel data, structural breaks in time series, forecasting and leading indicators. Journal articles appeared amongst others in the Oxford Bulletin of Economics and Statistics, Economics Letters, J. of Business and Economic Statistics, J. of Time Series Analysis, Review of Economics and Statistics, J. of Applied Econometrics, J. of Econometrics, J. of Macroeconomics, J. of Forecasting. Author of edited volumes and books on time series analysis, econometrics, economic policy and stock market volatility. Responsible for numerous projects at the European University Institute, Associate Editor of Oxford Bulletin of Economics and Statistics and managing editor of Oxford Economic Papers.
More information at: http://www.economics.bham.ac.uk/people/Academic_Staff/Banerjee.shtml
- Prof. Gianluca Cubadda (University of Rome II, IT)
Professor of Economic Statistics at the University of Rome II. Primary fields are common features, cointegration, seasonality, business cycle analysis, structural breaks. Journal articles appeared amongst others in J. of Time Series Analysis, J. of Applied Econometrics, Empirical Economic, Econometric Reviews, Oxford Bulletin of Economics and Statistics, Economic Letters, Macroeconomic Dynamics, Economic Modelling, Computational Statistics & Data Analysis. Associate Editor for Statistical Methods and Applications (2005-07) and referee for numerous Journals. Member of the coordination committee of the Italian Statistical Society. Member of the steering committee of the Italian Statistical Society Workgroup for Time Series Analysis. Member of the steering committee of "Centro Interuniversitario di Econometria".
More information at: http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=337
- Prof. Dominique Guegan (Paris 1, Panthéon-Sorbonne, FR)
Dominique Guégan is Professor at University Paris 1 Panthéon - Sorbonne. She is the head of the track Quantitative Finance inside the Master MMMEF of Paris 1. Primary fields are modelling stochastic processes, risks and financial markets, contagion, extreme value and chaos theory, econometrics. Most influential journal articles appeared in Journal of Forecasting, Statistics and Computing, Journal of Statistical Planning and Inference, J. of Mathematics, J. of Applied Probability, J. of International Financial markets, Institutions and Money, Economics Letters, Econometric Reviews, The European Journal of Finance. Author of books in mathematics, chaos and finance and articles in colloquium books. Associate editor of the European Journal of Finance and referee for numerous journals. Senior Academic Fellow of the "Institute Europlace de Finance" of Paris and of the Euro Area Business Cycle Network.
More information at: http://ces.univ-paris1.fr/membre/Guegan/guegan.htm
- Prof. James Hamilton (University California San Diego, USA),
Professor of Economics at the University of California in San Diego. Primary fields are macroeconomics and econometrics. Responsible of several research projects for the US National Science Foundation on econometrics, inventories, oil shocks and macroeconomic dynamics, nonlinear data analysis, monetary transmission mechanism, economic analysis of systems subject to changes in regime. Fellow of the Econometric Society, Research Associate of the NBER. Author among others of a celebrated book on Time Series Analysis (translated in several languages). Journal articles appeared in Econometrica, American Economic Review, J. of Business and Economic Statistics, J. of Econometrics, J. of Business. Numerous contributions to Handbooks, Encyclopaedias and Edited Books. Associate Editor of the J. of Business and Economic Statistics and J. of Money, Credit and Banking.
More information at: http://econ.ucsd.edu/~jhamilto - Prof. Don Harding (LaTrobe University, AU)
Professor at the La Trobe University and Fellow of the European Area Business Cycle Network. Main interests in macroeconomics, applied econometrics, business cycle analysis and labour economics. Prior position as Senior Researcher Fellow at the Melbourne Institute and Director of the Centre for Business Cycle Research. Influential positions at the Australian Treasury, the Industry Assistance Commission and the Australian Bureau of Statistics. Joint director (with A. Pagan,) of the macro-econometric models and methods program in the Centre for Applied Macroeconomic Analysis at the Australian National University. Joint creator (with S. Koukoulas) of the TD Melbourne Institute Inflation Gauge. Journal articles appeared in J. of Monetary Economics, J. of Economic Dynamics and Control, J. of Applied Econometrics and J. of Econometrics.
More information at: http://www.latrobe.edu.au/business/profiles/harding.html
- Prof. Andrew Harvey (Cambridge University, UK)
Professor of Econometrics and Fellow of Corpus Christi College at the University of Cambridge. Main interests time series and econometrics, unobserved components, signal extraction, regional and spatial models. Journal articles appeared, among others, in J. of the American Statistical Association, J. of Econometrics, Econometrica, International Economic Review, J. of The Royal Statistical Society, J. of Time Series Analysis, J. of Business and Economic Statistics, J. of Forecasting, Econometric Theory, Economic Journal, J. of Economic Dynamics and Control, Applied Economics, J. of Applied Econometrics, Review of Economics and Statistics. Author of celebrated textbooks on time series analysis, the Kalman filter and unobserved component models. Co-author of STAMP a package to model time series based on structural models. Associate editor of the Journal of Time Series Analysis.
More information at: http://www.econ.cam.ac.uk/faculty/harvey/ - Prof. David Hendry (Nuffield College Oxford University, UK)
Professor of Economics at the University of Oxford. Primary fields econometrics; macroeconomics, forecasting, modelling of economic time series. Responsible of numerous projects for the Economic and Social Research Council in the UK. Journal articles appeared in International Economic Review, Review of Economic Studies, J. of Econometrics, J. of the Royal Statistical Society, Econometrica, Economic Journal, Oxford Bulletin of Economics and Statistics, J. of Applied Econometrics, J. of Economic Dynamics and Control, Econometric Theory, American Economic Review, Review of Economic Studies and J. of Forecasting. Joint author (with J.A. Doornik) of the econometric software system PcGive. Professorial Fellow of the Nuffield College, Oxford. Fellow of the British Academy, and the Econometric Society, among others. Honorary Vice-President of the Royal Economic Society.
More information at: http://www.nuffield.ox.ac.uk/users/hendry/ - Prof. Chang-Jin Kim (Korea University, KR)
Professor of Economics at the Korea University. Prominent interests in time series and Markov switching models, business cycle analysis, volatility, heteroskedasticity, Bayes inference and Gibbs Sampling. Journal articles appeared in J. of Econometrics, J. of Business and Economic Statistics, Review of Economics and Statistics, International Economic Review, International Economic Journal, J. of Money, Credit, and Banking, J. of Empirical Finance, J. of Economic Theory and Econometrics, J. of Applied Econometrics. Joined author (with C.R. Nelson) of the book State-Space Models with Regime-Switching: Classical and Gibbs-Sampling Approaches with Applications. Research activity for the US National Science Foundation, the Center for Social Sciences and Statistics of the University of Washington, and the Social Sciences and Humanities Research Council of Canada.
More information at: http://www.econ.washington.edu/people/detail.asp?uid=changjin
- Prof. Siem Jan Koopman (Vrije Universiteit Amsterdam, NL)
Professor of Econometrics at the Vrije Universiteit Amsterdam and the Tinbergen Institute. Research interests in statistical analysis of time series, theoretical and applied time series econometrics, financial econometrics, simulation methods, Kalman filtering and smoothing, forecasting. Journal articles appeared in J. of Empirical Finance, International Journal of Forecasting, J. of Business and Economic Statistics, Oxford Bulletin of Economics and Statistics, J. of the Royal Statistical Society Series, J. of Econometrics, Biometrika, J. of the American Statistical Association, J. of Forecasting, J. of Applied Econometrics, J. of Economic Dynamics and Control, J. of Time Series Analysis. Co-author of advanced books on time series analysis and state space methods and of the software system STAMP. Member of the editorial board for J. of Applied Econometrics and J. of Forecasting.
More information at: http://staff.feweb.vu.nl/koopman/ - Prof. Hans Martin Krolzig (University of Kent, UK)
Professor of Economics at the University of Kent. Research interests cover macro-econometrics, model selection, regime-switching models, business cycle analysis, forecasting.
Among his recent publications are 'The European Business Cycle', Oxford Economic Papers, (with M Artis and J Toro), 'General-to-Specific Model Selection Procedures for Structural Vector Autoregressions', Oxford Bulletin of Economics and Statistics, 'Business Cycle Asymmetries', J. of Business and Economic Statistics (with MP Clements), and 'Computer Automation of General-to-Specific Model Selection Procedures', J. of Economic Dynamics and Control (with D. Hendry). Author of books on Markov-switching Vector Autoregressions and Automatic Econometric Model Selection (with D.F. Hendry). Associated Member of Nuffield College, Oxford.
More information at: http://www.kent.ac.uk/economics/staff/profiles/hans-martin-krolzig.html
- Prof. Helmut Lütkepohl (European University Institute, IT)
Professor of Econometrics and Head of the Economic Department at the European University Institute. Research interests in nonlinear regression analysis, time series analysis, forecasting methods, transmission of monetary policy. Associate editor for Econometric Theory, Empirical Economics, Macroeconomic Dynamics and CESifo Economic Studies. Journal articles (among others) appeared in J. of the American Statistical Association, Biometrika, J. of Econometrics, J. of Time Series Analysis, Economics Letters, International Economic Review, J. of Business & Economic Statistics, J. of Forecasting, Econometric Theory, Review of Economics and Statistics. Member of the editorial board for the Wiley Series in financial and quantitative analysis and of several conference committees. Reviewer of several books. Fellow of the Journal of Econometrics and member of the International Statistical Institute.
More information at: http://www.eui.eu/Personal/Luetkepohl/ - Prof. Massimiliano Marcellino (European University Institute, IT)
Professor of Econometrics at the European University Institute. Research interests in econometrics, applied macroeconomics, time series analysis. Responsible of several research projects for the Italian Ministry of Education, University and Research, for the Bocconi University and the European Commission (DG-Ecfin). Journal articles appeared among others in J. of Forecasting, J. of Applied Econometrics, J. of Time Series Analysis, International Journal of Forecasting, J. of Econometrics, J. of Economic Dynamics and Control, Oxford Bulletin of Economics and Statistics, J. of Business and Economic Statistics, Advances in Econometrics, Empirical Economics and Macroeconomic Dynamics. Co-editor of the book The European Enlargement: Prospects and Challenges and of an introductory book to econometrics.
More information at: http://www.igier.uni-bocconi.it/personal/marcellino/homepage.htm - Prof. Denise Osborn (Manchester University, UK)
Robert Ottley Professor of Econometrics at the University of Manchester. Research interests in time series analysis, seasonality, business cycle, forecasting, testing integration and cointegration. Chair of UK Conference of Heads of Departments of Economics (2004-06) and member of Research Councils and Committees in the recent past. Journal articles appeared in European Economic Review, International Journal of Forecasting, Oxford Bulletin of Economics and Statistics, Economica, J. of Forecasting, J. of Applied Econometrics, J. of Business and Economic Statistics, J. of Applied Statistics, J. of Econometrics, J. of the American Statistical Association, Economic Review, Oxford Economic Papers, J. of the Royal Statistical Society. Associate editor of the Manchester School and member of the editorial board of J. of Applied Econometrics among others. More information at: http://www.ses.man.ac.uk/osborn/ - Prof. Tommaso Proietti (University of Rome II, IT)
Professor of Economic Statistics at the University of Rome II. Research interests in time series analysis and forecasting, business cycle, spatial and temporal disaggregation, seasonality, linear and non linear state space models, data panel models, common features, convergence and regional analysis. Journal articles appeared among others in Statistics and Probability Letters, Economic Modelling, Econometric Reviews, Econometrics Journal, Applied Statistics, J. of Computational and Graphical Statistics, J. of Business Cycle Measurement and Analysis, Computational Statistics and Data Analysis, Applied Economics, J. of Forecasting, Oxford Bulletin of Economics and Statistics, Studies in Nonlinear Dynamics and Econometrics, J. of Time Series Analysis, Statistical Methods and Applications, Economics Letters, J, of Applied Econometrics. Referee for numerous reviews
More information at: http://www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=359 - Prof. Thomas Sargent (New York University, USA)
Professor of Economics at the New York University, Fellow of the Econometric Society and Senior Fellow at the Hoover Institution of Stanford. Primary fields are macroeconomics, monetary economics and time series econometrics. Leader of the rational expectation theory. Author of monographs and path-breaking books on macro and monetary economics (among others Macroeconomic Theory and Rational Expectation Econometric Practice), decision making and inflation. Journal articles appeared in Economic Letters, J. of Monetary Economics, International Economic Review, J. of Money, Credit and Banking, Econometrica, J. of Economic Dynamics and Control, J. of Economic Theory, J. of Political Economy, American Economic Review. Past President of the Econometric Society, American Economic Association and the Society for Economic Dynamics. Nemmers Prize in Economics in 1997.
More information at: http://homepages.nyu.edu/~ts43/ - Prof. Simon van Norden (HEC Montréal, CA)
Professor at the Department of Finance HEC Montréal. Research interests in economic and finance, business cycle and output gap estimates, forecasting, real time estimation, oil prices and Markov switching models. Journal articles appeared in Finance Research Letters, North American Journal of Economics and Finance, J. of Money, Credit and Banking, The Review of Economics and Statistics, Review of International Economics, J. of International Money and Finance, Studies in Non-Linear Dynamics and Econometrics, Computational Economics, Applied Financial Economics, J. of Applied Econometrics. Contributions to numerous edited collections. Grant recipient of Social Science and Humanities Research Council of Canada for Measurement of productivity growth trends and business cycle. Founder and owner of Ergodic Quantitative Consulting Inc. Referee of numerous reviews.
More information at: http://neumann.hec.ca/pages/simon.van-norden/ - Prof. Kenneth D. West (University of Wisconsin, USA)
Professor of Economics and Department Chair at the University of Wisconsin. Fellow of the World Innovation Foundation. Research interest in econometrics, forecasting, business cycle, exchange rate volatility, instrumental variable estimation. Journal article appeared, among others in Econometric Reviews, J. of Econometrics, J. of Business and Economic Statistics, International Economic Review, Econometrica, J. of Economics Dynamics and Control, J. of International Economics, J. of Monetary Economics, J. of Finance, American Economic Review. Recipient of several grants from the National Science Foundation and the University of Wisconsin. Co-Editor of J. of Money, Credit and Banking and member of the Editorial Board of Contemporary Economic Policy. Member of the Advisory Board of Federal Reserve Bank of New York Economic Policy Review and of Macroeconomic Dynamics.
More information at: http://www.ssc.wisc.edu/~kwest/ |  |
