Joint Ph.D. course on Big-Data in Dynamic Predictive Econometric Modeling

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Social Sciences, and Professor of Economics, Finance and Statistics, at the University of Pennsylvania. He has published widely in econometrics, forecasting, finance, and macroeconomics, and he has served on the editorial boards of leading journals including Econometrica, Review of Economics and Statistics, International Economic Review, Journal of Business and Economic Statistics, and Journal of Applied Econometrics. He is an NBER Faculty Research Associate, as well as an elected Fellow of the Econometric Society, the American Statistical Association, and the International Institute of Forecasters. He has been the recipient of Sloan, Guggenheim, and Humboldt fellowships, Co-Director of the Wharton Financial Institutions Center, and President of the Society for Financial Econometrics. He lectures widely and has held visiting professorships at Princeton, Chicago, Johns Hopkins, and NYU. He has received several awards for outstanding teaching, and his academic "family" includes more than 70 Ph.D. students. Diebold's academic research is firmly linked to practical matters: During 1986-1989 he served as an economist under both Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System, during 2007- 2008 he served as an Executive Director of Morgan Stanley Investment Management, and during 2012-2013 he served as Chairman of the Federal Reserve System's Model Validation Council.

Program

October 5^th
13h-14h Registration
14h-17h Big-Data in Dynamic Predictive Econometric Modeling (1)

October 6^th
9h-12h Big-Data in Dynamic Predictive Econometric Modeling (2)

Fees and inscription

In order to participate, send a C.V. and proof of payment to catherine.germain@uclouvain.be before 25/9/2016. The number of participant is limited. Participation costs are:

• 75 € for Ph.D. students;
• 100 € for postdocs or academics
• for others: 300€ .The course is free for the members of the organizing institutions. Registration costs cover only the 2-day course and the course material.

The course is free for members of UCL, VUB and NBB. Registration is compulsory.

Download the Registration form

Syllabus

Download the paper Big-Data in Dynamic Predictive Econometric Modeling

Venue

The course will be held in the premises of the National Bank of Belgium in Brussels – Rue Montagne aux Herbes Potagères 61, Brussels.

Organization

 Leonardo Iania (UCL-CORE), Kris Boudt (VUB) and Raf Wouters (NBB)