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Written by Administrator
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Monday, 21 April 2008 |
Bayesian Workshop
TUESDAY - 3 June 2008 (Room: Alberti 2)
09.00 a.m. – 9.30 a.m. Welcome and registration
WEDNESDAY – 4 June 2008 (Room: Alberti 2)
09.30 a.m. – 11.30 a.m. SESSION 5
Roberto Leon-Gonzalez (National Graduate Institute for Policy Studies, Tokyo)
Bayesian inference in the time varying cointegration model
(co-authored with Gary Koop and Rodney Strachan)
Pasquale Della Corte (University of Warwick)
Correlation Timing in Asset Allocation with Bayesian Learning
(co-authored with Lucio Sarno and Ilias Tsiakas)
Dimitris Korobilis (University of Strathclyde)
Post WWII monetary policy dynamics and large data sets: A TVP-FAVAR framework
11.30 a.m. – 12.00 a.m. COFFEE BREAK
12.00 a.m. – 01.00 p.m. SESSION 6
Keynote talk by Simon Potter (Federal Reserve Bank of New York)
Modeling the Libor-OIS Spread: A Bayesian approach
01.00 p.m. – 02.00 p.m. LUNCH BREAK
02.00 p.m. – 04.00 p.m. SESSION 7
Wolfgang Polasek (Institute for Advanced Studies)
Autoregressive space-time (ARST) models for economic forecasting
Garth Holloway (University of Reading)
Bayesian Estimation and Comparison of Human Trafficking Propensities
(co-authored with Michael Fleisher)
Gary Koop (Strathclyde University)
On the Evolution of Monetary Policy
(co-authored with Roberto Leon-Gonzalez and Rodney Strachan)
Location of the Rooms:
Room ALBERTI 2: Faculty of Economics, Via Q. Sella 13, Rimini
 John Geweke
is Harlan McGregor Chair in Economic Theory and Director of the
Institute for Economic Research at the University of Iowa. He holds a
PhD, Economics, from University of Minnesota, and BS, Social Science,
from Michigan State University. Professor Geweke’s contributions have
had a great influence on research practice in the fields of Econometric
Theory, Applied Econometrics and Economics. Professor Geweke is
Advisory/Consulting Editor of the Journal of Applied Econometrics and
the Journal of Financial Econometrics while he is Co-Editor of the
Journal of Econometrics and Computational Statistics and Data
Analysis. He is a member of the Board on Mathematical Sciences of the
National Academy and a Fellow of the Econometric Society, the American
Statistical Association. Professor Geweke is currently President of the
International Society for Bayesian Analysis. His major research
interests are in Econometric theory, Bayesian econometrics, time series
analysis, latent variable models, financial economics and earnings
dynamics Professor Geweke has published in several refereed journals
including the American Economic Review, Bayesian Statistics,
Econometrica, Econometric Reviews, Economics Letters, Journal of the
American Statistical Association, Journal of Business and Economic
Statistics, Journal of Econometrics, The Review of Financial Studies.
 Herman K. van Dijk
is professor of Econometrics with a Personal Chair at Erasmus
University Rotterdam. He is a former Director of the Econometric
Institute and Honorary Fellow and former chairperson of the Tinbergen
Institute. He has been a visiting fellow and a visiting professor at,
among other institutions, Cambridge University, the Catholic University
of Louvain, Harvard University, Duke University, Cornell University,
and the University of New South Wales. He received the Savage Prize for
his PhD dissertation and is listed in Journal Econometric Theory in the
Econometricians Hall of Fame amongst the top ten European
econometricians. His research interests are in Bayesian inference using
computational techniques, time series econometrics, neural networks,
and income distributions. He is Co-editor of the Journal of Applied
Econometrics and of the Econometric Institute/Princeton University
Press lectures and Associate Editor of the Journal of Econometrics,
Econometric Reviews, Journal of Computational Economics, Computational
Statistics and Data Analysis and Econometrics Letters. He has published
extensively in international journals, such as Econometrica,
Econometric Theory, Journal of Econometrics, Journal of Applied
Econometrics, Journal of Computational Economics, Journal of Business
and Economic Statistics, Journal of Forecasting and the International
Journal of Forecasting.
 Simon Potter
is Senior Vice President and Head Macroeconomic and Monetary Studies
Function at the Federal Reserve Bank of New York. He received his Ph.D.
from the University of Wisconsin-Madison, and has taught at UCLA, Johns
Hopkins and NYU. His main research area is applied time series analysis
using Bayesian methods. He has written extensively on nonlinear
dynamics over the business cycles. Recent topics have included
forecasting the probability of recession, large panel forecasting
models and modelling structural change. Dr Potter has widely published
in international journals such as Journal of Econometrics, Journal of
Economic Dynamics and Control, Journal of Business and Economic
Statistics, Journal of Economic Dynamics and Control, Economic Letters,
Econometrics Journal, Journal of Economic Perspectives, Review of
Economic Studies, Journal of Money, Credit and Banking.
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Last Updated ( Monday, 16 February 2009 )
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The Rimini Centre for Economic Analysis is grateful to the Bank of Italy for providing support for its activities during 2011
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