logo-euiFlorence School of Banking & Finance

Economic Forecasting for Banking

November 5, 2018 – November 7, 2018 all-day Europe/Rome Timezone
EUI Premises, Florence
Via Giovanni Boccaccio
121, 50133 Firenze FI
FBF Secretariat
[+39] 055 4685739

Course Instructor: Massimiliano Marcellino (Bocconi University and EUI)
Area: Statistical and Econometric Methods
Level: Introductory/Intermediate

This course will focus on the following topics:

  • The main macroeconomic drivers of banking performance
  • Modelling economic variables using linear regression models
  • Using linear regression models for point, interval and density forecasting
  • Forecasting in time of crisis: how to detect and handle parameter instability
  • Forecasting in an evolving context: introducing dynamics in the linear models
  • Forecast evaluation, comparison and combination

This course is targeted at EBA, ESRB, SSM, SRB, EU Institutions, Financial Stability officers, Economics Departments And Forecasting Departments of Central Banks, Ph.D. and Post-doctoral researchers, Research department officers of private banks.

Click here for further information and registration