Join Dimitris Korobilis, a Professor of Finance at the University of Essex Business School and a senior fellow of the Rimini Center for Economic Analysis as he presents the econometric methods relevant for the analysis of large financial and macroeconomic time series.
This three day event will be taking place from Monday 9 September to Wednesday 11 September 2019.
The main aim of this course is to help develop an understanding of econometric methods relevant for the analysis of large financial and macroeconomic time series. The emphasis throughout this course is on (Bayesian) estimation and computation, and specification of flexible models. Several topics will be covered and examples from macroeconomics and finance will be given.
ProfessorFinance, Essex Business School
Dimitris Korobilis work focuses on high-dimensional inference in econometrics with emphasis on time-series models for macroeconomics and finance. He is currently in the top 4% in the world of all researchers in economics and finance according to REPEC and ranking in the top 1% in the world (~300 among 50,000+ registered economists) if only counting output and citations over the last decade. He has extensive teaching experience, having delivered various courses at universities, central banks and government, including teaching specialized courses at the Deutsche Bundesbank on estimation and inference in high-dimensional vector auto regressions for policy evaluation. Dimitris has an excellent reputation in this field, with his work appearing in several journals, including Journal of Econometrics, International Economic Review and European Economic Review.