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Virtual event: QRFE Workshop on Financial Econometrics

Tuesday, 15 June 2021
16:25 to 19:00
Various speakers
Virtual event

Seminar organised by Quantitative Research in Financial Economics (QRFE).

June 15, 2021

16:25 - 16:30 : Opening remarks

16:30 - 17:15 : Long-Term Climate Forecasts (Jesus Gonzalo (University Carlos III de Madrid))

17:15 - 17:20 :

17:20 - 18:05 : Advances in Structural Vector Autoregressions with Imperfect Identifying Information (Christiane Baumeister (University of Notre Dame))

18:05 - 18:10 : Break

18:10 - 18:55 : Nowcasting with Large Bayesian Vector Autoregressions (Domenico Giannone (Senior Principal Economist at

18:55 - 19:00: Closing remarks

End of Workshop

Click here to register.

List of Speakers

Torben Andersen: Nathan S. and Mary P. Sharp Professor of Finance at Kellogg School of Management (Northwestern University) and Editor of Journal of Econometrics

Christiane Baumeister: Robert and Irene Bozzone College Professor of Economics, University of Notre Dame

Giuseppe Cavaliere: Professor of Econometrics at the University of Bologna, Distinguished Research Professor of Economics, University of Exeter Business School, and Co-Editor of Econometric Theory and STAT

Domenico Giannone: Senior Principal Economist at

Jesus Gonzalo: Professor of Econometrics, University Carlos III de Madrid

Dacheng Xiu: Professor of Econometrics and Statistics, Booth School of Business, University of Chicago, Co-Editor of Journal of Financial Econometrics