Economic Forecasting for Banking
When:
November 5, 2018 – November 7, 2018 all-day
Europe/Rome Timezone
2018-11-05T00:00:00+01:00
2018-11-08T00:00:00+01:00
Where:
EUI Premises, Florence
Via Giovanni Boccaccio
121, 50133 Firenze FI
Italy
Via Giovanni Boccaccio
121, 50133 Firenze FI
Italy
Contact:
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.