Workshop on Advanced Bayesian Inference



Event Information

Type
Research Workshop
Programme
Marketing
Date
Fri. 29 May. 2009
Contact
Time
10:00-16:30 hours
E-mail
Location
Bayle Building J1-41
Number


Abstract

 

Workshop on Advanced Bayesian Inference
 
Econometric Institute
Erasmus University Rotterdam
 
Friday May 29, 2009
 
Venue: Erasmus University Rotterdam, Burg. Oudlaan 50, J1-41
 
Organizers: Dennis Fok and Richard Paap
 
 
  Programme
   
10:00 – 11:00 Peter Rossi (University of Chicago)
  Bayesian Analysis of Aggregate Share Models
   
11:00 – 11:15 Break
   
11:15 – 11:45 Sjoerd van den Hauwe (Erasmus School of Economics)
  Forecasting Federal Funds Target Rate Changes
   
11:45 – 12:30 Gary Koop (University of Strathclyde)
  Modeling the Dynamics of Inflation Compensation
   
12:30 – 14.00 Lunch
   
14:00 – 14:45 Silvia Frühwirth-Schnatter (Johannes Kepler Universität)
  Capturing Unobserved Heterogeneity in Discrete-Valued Panel Data Analysis
   
14:45 – 15:15 Lennart Hoogerheide (Econometric Institute Rotterdam)
  Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
   
15:15 – 15:45 Break
   
15:45 – 16:30 Mattias Villani (Sveriges Riksbank)
  Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student t Densities
 
 
Please register by sending an e-mail to Elli Hoek van Dijke (hoekvandijke@ese.eur.nl) before Monday May 25.
Dennis Fok
Professor of Applied Econometrics
  • Coordinator
Richard Paap
Professor of Econometrics
  • Coordinator