This short course offers a self-contained presentation of the uncertainty assessment specification in econometrics. The focus is on model averaging methods and, in particular, on Bayesian approaches to specification uncertainty.
JESUS CRESPO CUARESMA is a professor of economics at the Vienna University of Economics and Business, as well as the director of economic analysis at the Wittgenstein Centre for Demography and Global Human Capital. He also acts as a research scholar at the International Institute for Applied Systems Analysis and as a scientific advisor to the Austrian Institute of Economic Research. His research concentrates on issues related to applied macroeconometrics, economic growth, forecasting, business cycle research, and monetary and fiscal policy. Dr. Cuaresma is also a senior researcher of a grant research project “Euro4Europe” at Vilnius University, Faculty of Economics and Business Administration (2018-2022). He has published numerous articles in scientific journals such as Science, European Economic Review, Journal of Applied Econometrics or Demography, just to name a few:
• Forecasting with Global Vector Autoregressive Models: A Bayesian Approach (with M. Feldkircher and F. Huber), Journal of Applied Econometrics (2016)
• Unveiling Covariate Inclusion Structures In Economic Growth Regressions Using Latent Class Analysis (with B. Gr¨un, P. Hofmarcher, S. Humer and M. Moser), European Economic Review (2016)
Date, time and duration: 1 p.m. of 13 September, 2018,
4 hours 30 min. (2x2 hours plus 30 min. break)
Place: Saulėtekio ave. 9, Vilnius (room will be specified to registered participants), Vilnius University Faculty of Economics and Business Administration.
Please register by e-mail till 10 a.m. 10th September, 2018; for registration specifying your name, surname and institution. Due to limited number or participants to this workshop, registration is an obligatory requirement.
The workshop will be delivered under the project „Reassessment of the Optimum Currency Area in the persistently heterogeneous European Union“ (Euro4Europe) funded by the European Social Fund.