EABCN-EUI training course: Term structure models and the zero lower bound
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When:
September 7, 2015 @ 9:00 am – September 9, 2015 @ 7:00 pm
Europe/Rome Timezone
2015-09-07T09:00:00+02:00
2015-09-09T19:00:00+02:00
Where:
Sala Europa, Villa Schifanoia
Villa Schifanoia
Via Giovanni Boccaccio, 121, 50133 Firenze
Italy
Villa Schifanoia
Via Giovanni Boccaccio, 121, 50133 Firenze
Italy
Contact:
The course will cover the most recent literature on how to model the term structure of bond yields including the challenges posed by the asymmetric behavior of yields near their lower bound. Jens Christensen will teach the course. It is primarily aimed at participants in the Euro Area Business Cycle Network but applications will also be considered from doctoral students, post-doctoral researchers and economists working in central banks and government institutions outside of the network, as well as commercial organisations (fees applicable for non-network organisations).
Organiser: Prof. Massimiliano Marcellino – Bocconi University
Speaker: Jens Christensen – Federal Reserve Bank of San Francisco