Other
LAMBDA's Roundtable: "AI: Benefits and Challenges for Business."
I am pleased to announce that Liverpool Advanced Methods for Big Data Analytics (LAMBDA) is organizing a Roundtable scheduled for June 7th. The theme for this second edition is "AI: Benefits and Challenges for Business." We have confirmed the following speakers:
Pauline Norstrom, Founder and CEO, Anekanta® Consulting and Anekanta® AI
Radhika Jakkula, Big Data & Analytics Prototyping Architect at Amazon
Michael O'Keefe, Data Scientist at Raytheon
Olivia Bridgewater-Smith, Data Scientist at Heimdal Satellite Technologies
Edgar Everardo Garcia Aguilar, Data Scientist at AXA
Please register online to guarantee a place at the event. You can do it using the following link:
Virtual Workshop for Junior Researchers in Time Series
We now have the program for the Virtual Workshop for Junior Researchers in Time Series on the 18 of April ready to circulate. It can be found here:
https://sites.google.com/view/vtss/workshop
Zoom link: Please register here. The same registration gives access to the workshop and all seminars.
You can follow the workshop and seminars updates on Twitter.
2024 LAMBDA’s Machine Learning and High-Dimensional Data Analysis Workshop, 22nd of April, Liverpool, UK
I am pleased to inform you that the LAMBDA centre is organizing a quantitative workshop on Machine Learning and High-Dimensional Data Analysis scheduled for the 22nd of April. We have a great list of speakers:
Professor Roberto Renò, ESSEC Business School
Professor Anders Kock, University of Oxford
Professor Valentina Corradi, University of Surrey
Professor Jeroen Rombouts, ESSEC Business School
The program can be found here: here
For the registration, please click here
Virtual Time Series Seminar, 2024 Winter-Spring Edition started! Please check here:
Virtual Time Series Seminar (google.com)
LAMBDA Workshop on Data Science, AI, and Social Sciences
November 30, 2023
Liverpool Advanced Methods for Big Data Analytics (LAMBDA) is organizing a workshop on Data Science, AI, and Social Sciences.
Time: 11h45AM to 5pm, November 30, 2023
For registration and place, visit:
Speakers:
Christophe Mues, Professor of Data Science and Info Systems, Southampton University
Talk’s title: Deep learning methods in credit scoring: empirical insights into when and how they can add value
Simon Rudkin, Senior Lecturer in Data Science, Social Statistics, University of Manchester
Talk’s title: Hidden in Plain Sight: The Messages in Social Science Data
Slava Jankin, Chair in Data Science and Government and Director of the Centre for the Centre for Artificial Intelligence in Government (CAIG) at the University of Birmingham
Talk’s title: Uncovering Causal Mechanisms in Political Texts: How Natural Language Processing Can Aid Social Science Research
Francisco Rowe, Professor in Population Data Science, University of Liverpool School of Environmental Sciences
Talk’s title: Unleashing the potential of digital footprint data to understand human mobility: Opportunities, challenges and practice
Fellow of Econometric Society
October 9, 2023
Extremely privileged and honored to have been elected as a Fellow of the Econometric Society:
Stories - Management School - University of Liverpool
The Econometric Society Africa Training Workshop will be held on December 13-15, 2023 (fully remote).
APPLY AS SOON AS POSSIBLE: Before Oct. 15th!
For this second edition, the focus is on Computational Macroeconomics. Come and learn how to solve dynamic equilibrium models and improve your coding skills with two excellent instructors, Jesus Fernandez-Villaverde and Pablo Winant!
Financial support is available for Africa-based PHD students and scholars.
More info here: https://lnkd.in/dH3kFZss
Virtual Time Series Seminar series (VTSS):
We re-start again this week (week of September 12, 2023). Please register and check for the list of speakers here:
https://sites.google.com/view/vtss/home
LAMBDA Research Cluster: Big Data Analytics Roundtable
Date: 26 June 2023
Time: 3-5pm
Place: University of Liverpool Management School - Seminar Room 5 (first floor)
Keynote speakers:
Janet Bastiman, Chief Data Scientist, Chair of the RSS Data Science and AI Section, Napier AI
Matthew Whittle, Data Science Manager at Meta
Geoff Wainwright, Chief Operating Officer, Impact Data Metrics Ltd
Gary Leeming, Director, LCR Civic Data Cooperative.
Abderrahim Taamouti, Moderator
After the preliminary remarks and discussion, we will open the floor to questions from the audience.
Register your place here
The 10th Days of Econometrics for Finance jointly organized with The 12th Workshop on High Dimensional Data Analysis (HDDA-XII)
April 26-28th, 2023, Mohammed V University in Rabat (UM5R) and ESSEC Africa, Morocco
Please see the program here
The registration for this workshop is free. Everyone is welcome to attend!
Organizers:
Ejaz Ahmed, Brock University, Canada
Mohamed Amezziane, Central Michigan University, USA
Taoufik Bouezmarni, Université de Sherbrooke, Canada
Ahmed El Ghini, Mohammed V University in Rabat, Morocco
Christian Francq, ENSAE and Université de Lille, France
Mohamed Ndaoud, ESSEC Business School, France
Jeroen Rombouts, ESSEC Business School, France
Abderrahim Taamouti, University of Liverpool Management School, UK
Virtual Workshop for Junior Researchers in Time Series on 20 April 2023:
Please see the program here
The videos of all presentations can be found here
The registration for this workshop is free and access to it can be obtained by registering to the VTSS seminar here and joining the meeting at the listed time.
Organizers:
Majid Al-Sadoon, Durham University
Adriana Cornea-Madeira, ISEG, Lisbon
Dimitris Korobilis, Glasgow University
Alessandra Luati, Imperial College London and University of Bologna
Geert Mesters, Pompeu Fabra University
Michele Piffer, King's College London
Abderrahim Taamouti, University of Liverpool Management School
Economics Workshop 2023
17th and 18th of April, 2023, University of Liverpool Management School
Please see the program here
Celebrating the 20th anniversary of the University of Liverpool Management School (ULMS), the Economics group is organising a two-day Economics conference on Monday 17 - Tuesday 18 April at the ULMS Atrium.
Launching a Virtual Time Series Seminar series (VTSS):
With group of friends and colleagues, we are launching a new initiative: a Virtual Time Series Seminar series (VTSS). The new series starts on September 15 and takes place regularly on Thursday at 16:00 UK time. All info and registration are available at:
https://sites.google.com/view/vtss/home
We are all enjoying going back to in-person events. But online seminars can still help the community after the Covid era, since they keep the two sides of the Atlantic closer to each other.
Post-doc opportunity at Liverpool University Management School
Please check here:
Job Specification (corehr.com)
MMF Sponsored Workshop 2022
Econometric and Big Data Analyses of Global Economy, Financial Markets and Economic Policies
28-29 June, 2022
Liverpool University Management School
Day 1: Tuesday, 28 June
09:00 – 09:25 Coffee Reception
09:25 – 09:30 Welcome Address
09:30 – 10:30 Keynote 1
Meredith Crowley (University of Cambridge)
TBC
10:30 – 10:45 Coffee Break
10:45 – 12:45 Invited Session 1 (International Trade)
Jun Du (Aston Business School)
TCA, Non-tariff Measures and UK Trade
Yuan Tian (University of Nottingham)
Trade Disruptions along the Global Supply Chain
Dennis Novy (University of Warwick)
Urban-Biased Structural Change
13:00 – 14:00 Lunch Break
14:15 – 15:15 Keynote 2
Glenn Magerman (Université libre de Bruxelles, ULB, CEPR)
The Impact of Covid Rescue Policies on Productivity Growth and Reallocation
15:15 – 15:30 Coffee Break
15:30 – 17:30 Invited Session 2 (Productivity and Change)
Gert Bijnens (National Bank of Belgium)
Emissions and Carbon Pricing: Do Firms Strive or Shrink?
Joep Konings (Nazarbayev University Graduate School of Business, ULMS, CEPR)
FDI and Superstar Spillovers: Evidence from Firm-to-Firm Transactions
Balazs Murakozy (University of Liverpool)
Technological Change and Skill Demand in Non-Competitive Labor Markets
18:30 – 20:30 Conference Dinner (by Invitation)
Day 2: Wednesday, 29 June
09:30 – 10:30 Keynote 3
Sudipto Karmakar (Bank of England)
(Un-)Intended Consequences of Government Support Measures During Covid-19
10:30 – 10:45 Coffee Break
10:45 – 12:45 Invited Session 3 (Economic Policies)
Jiaqi Li (Bank of Canada)
Predicting the Demand for Central Bank Digital Currency: A Structural Analysis with Survey Data
Tim Jackson (University of Liverpool)
Optimal Central Bank Balance Sheets
Mingli Chen (University of Warwick)
Deep Reinforcement Learning in a Monetary Model
13:00 – 14:00 Lunch Break
14:15 – 15:15 Keynote 4
Caio Almeida (Princeton University)
Can a Machine Correct Option Pricing Models
15:15 – 15:30 Coffee Break
15:30 – 17:30 Invited Session 4 (Financial Markets and Risks)
Marco Bardoscia (Bank of England)
TBC
Shixuan Wang (University of Reading)
TBC
Michael Ellington (University of Liverpool)
Persistence in Economic Networks
Sponsors:
· Money Macro & Finance Society
· The Economics Group, ULMS
· Econometrics and Big Data Research Cluster, ULMS
Organizers:
· Ruijun Bu
· Oliver de Groot
· Lu Han
· Tim Jackson
· Joep Konings
· Balazs Murakozy
· Abderrahim Taamouti
Registration Details:
· Participation to the conference including coffee and lunches are free of charge. Please email Ruijun Bu at ruijunbu@liv.ac.uk to register your interest.
· MMF society members seeking financial support from the society, please indicate this in your email and also contact the society for more details.
Conference Venues:
· Welcome address and all presentations (ULMS SR6 at the University of Liverpool)
· Coffee reception and breaks (ULMS SR6 Breakout Area)
· Lunches and Dinners (TBC)
N.B. The programme and venues are provisional and may be subject to minor amendments. Please contact Ruijun Bu at ruijunbu@liv.ac.uk for queries.
QRFE - Econometrics and Big Data Cluster (University of Liverpool Management School) Workshop on Econometrics
June 6th, 2022
Venue: 405 MHL (Durham Business School)
To attend the workshop online, please register here
Preliminary program
09:00-09:45 Liangjun Su ( School of Economics and Management, Tsinghua University)
Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation
09:45-10:30 Hashem Pesaran (University of Southern California)
Trimmed Mean Group Estimator for Ultra Short T Panels with Correlated Random Coefficients
10:30-11:00 Coffee
11:00-11:45 Bas Werker (Tilburg University)
Ancillarity and Semiparametric Efficiency
11:45-12:30 Jean-Marie Dufour (McGill University)
Approximation bounds for conditional expectations and nonparametric regressions:
theory and inference
12:30-13:30 Lunch
13:30-14:15 Barbara Rossi (Universitat Pompeu Fabra & CREI)
TBA
14:15-15:00 Fabio Canova (Norwegian Business School)
Using Structural and Nonstructural Shocks in the Estimation of DSGE Models
15:00-15:30 Coffee
15:30-16:15 Lynda Khalaf (Carlton University)
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
16:15-18:00 Walk to Durham Cathedral
18:00-19:30 Dinner
Organizers:
Abderrahim Taamouti (Econometrics and Big Data Cluster at University of Liverpool Management School)
Majid Al Sadoon (QRFE at Durham University Business School)
Bo Zhou (Durham University Business School)
Please check the website of Econometrics and Big Data Cluster at University of Liverpool Management School and get in touch if you are interested in the research agenda/activities of the cluster:
Econometrics and Big Data - Management School - University of Liverpool
Very useful information: Econometric Society-Africa Region offers every year a limited number of sponsored Econometric Society membership to students and young scholars from low income regions who do not have financial support. To apply see here:
Econometric Society Membership | Africa Econ. Society (africaeconometricsociety.com)
See below some PhD scholarships at University of Liverpool Management School [Deadline 25 of March 2022]. Please get in touch if you are interested:
ULMS Economics PhD Funding Call: October 2022 entry at University of Liverpool (jobs.ac.uk)
QRFE seminars (Durham Business School) that I organized since 2014:
https://www.dur.ac.uk/business/research/economics/qrfe/seminars/
Forthcoming QRFE seminars: Autumn 2021/2022
Thursday, October 14, 2021, 3:00pm
Timothy Christensen (New York University)
Title: Robust Forecasting
Abstract: We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about model misspecification or structural breaks. We derive “robust” forecasts which minimize maximum risk or regret over the set of forecast distributions. We show that for a large class of models including semiparametric panel data models for dynamic discrete choice, the robust forecasts depend in a natural way on a small number of convex optimization problems which can be simplified using duality methods. Finally, we derive “efficient robust” forecasts to deal with the problem of first having to estimate the set of forecast distributions and develop a suitable asymptotic efficiency theory. Forecasts obtained by replacing nuisance parameters that characterize the set of forecast distributions with efficient first-stage estimators can be strictly dominated by our efficient robust forecasts.
Zoom link (To register):durhamuniversity.zoom.us/webinar/register/WN_fbe_9y8qQhG6EdQ_-OKoYA
Thursday, October 21, 2021, 3:00pm
Sophocles Mavroeidis (Oxford University)
Title: Testing the effectiveness of unconventional monetary policy in Japan and the United States
Abstract: Unconventional monetary policy (UMP) may make the effective lower bound (ELB) on the short-term interest rate irrelevant. We develop an empirical test of this `irrelevance hypothesis,' based on a simple idea that under the hypothesis, the short rate can be excluded in any empirical model that accounts for alternative measures of monetary policy. We develop a theoretical model that underpins this hypothesis, and test it empirically for Japan and the United States using a structural vector autoregressive model with the ELB. For each country, we firmly reject the hypothesis but find that UMP has had strong delayed effects.
Zoom link (To register):durhamuniversity.zoom.us/webinar/register/WN_fbe_9y8qQhG6EdQ_-OKoYA
Thursday, 28 of October, 2021, 3:00pm
Laura Coroneo (York University)
Title: Testing the predictive accuracy of COVID-19 forecasts
Abstract: We test the predictive accuracy of forecasts of the number of COVID-19 fatalities produced by several forecasting teams and collected by the United States Centers for Disease Control and Prevention for the epidemic in the United States. We find three main results. First, at the short horizon (1-week ahead) no forecasting team outperforms a simple time-series benchmark. Second, at longer horizons (3- and 4-week ahead) forecasters are more successful and sometimes outperform the benchmark. Third, one of the best performing forecasts is the Ensemble forecast, that combines all available predictions using uniform weights. In view of these results, collecting a wide range of forecasts and combining them in an ensemble forecast may be a superior approach for health authorities, rather than relying on a small number of forecasts.
Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_grVi9mZXS2KJIsQJ-zqiOg
Thursday, 4 of November 2021, 3:00pm
Stefano Giglio (Yale School of Management)
Title: A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
Abstract: We propose a new methodology to build portfolios that hedge climate change risks. Our quantity-based approach explores how mutual funds holdings change when the fund adviser experiences a local extreme heat event that shifts beliefs about climate risks. We use the observed trading behavior to predict how investors will reallocate their capital when “global” climate news shocks occur, which shift the beliefs and asset demands of many investors simultaneously and thus move equilibrium prices. We show that a portfolio that holds stocks that investors tend to buy after experiencing a local heat shock appreciates in value in periods with aggregate climate news shocks. Our quantity-based approach yields superior out-of-sample hedging performance compared to traditional methods of identifying hedge portfolios. The key advantage of the quantity-based approach is that it learns from cross-sectional trading responses rather than time-series price information, which is limited in the case of climate risks. We also demonstrate the efficacy and versatility of the quantity-based approach by constructing successful hedge portfolios for aggregate unemployment and house price risk.
Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_5yYNcNCIRj-iKU-oRGPiGw
Thursday, 11 November, , 2021, 3:00pm
Rasmus Tangsgaard Varneskov (Copenhagen Business School)
Title: Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions
Abstract: This paper studies the properties of predictive regressions for asset returns in economic systems governed by persistent vector autoregressive dynamics. In particular, we allow for the state variables to be fractionally integrated, potentially of different orders, and for the returns to have a latent persistent conditional mean, whose memory is difficult to estimate consistently by standard techniques in finite samples. Moreover, the predictors may be endogenous and ``imperfect". In this setting, we show that the Local speCtruM (LCM) procedure is consistent and delivers asymptotically Gaussian inference. Furthermore, we provide a new LCM-based estimator of the conditional mean persistence that leverages biased regression slopes as well as new LCM-based tests for significance of (a subset of) the predictors, which are valid even without estimating the return persistence. Simulations illustrate the theoretical arguments. Finally, in an empirical application to monthly S&P 500 return predictions, we provide evidence for a fractionally integrated conditional mean component. Moreover, using our new LCM procedure and tools, we document significant predictive power for key state variables such as the price-earnings ratio and the default spread.
Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_wGU9jWV2QHaPcJJCtCWH4w
Thursday, 18 of November 2021, 2021, 3:00pm
Stephane Bonhomme (University of Chicago)
Title: Estimating Individual Responses when Tomorrow Matters
Abstract: We consider a class of response functions that depend not only on current covariates, but also on the process of covariates. We obtain those as the nonparametric reduced forms of structural dynamic models of individual choice. We model the process of covariates using a hidden Markov structure. We are interested in estimating the effects of changes in this process on decisions and other outcomes. We decompose the total effect of such a change into a contemporaneous effect and an effect accounting for expectations. We illustrate the method in two settings. In a model of consumption and savings, we show how to estimate the effects of a change in the income process on consumption decisions. In a model of agricultural production, we show how to identify both the effects of changes in weather and changes in the weather process (i.e., the ``climate''), thereby accounting for the possibility of adaptation. We take this second illustration to data on weather and crop yields in the US since 1950.
Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_vLZ2Xo_dTfe0lxnIiOtLgg
Thursday, November 25, , 2021, 3:00pm
Jia Li (School of Economics, Singapore Management University)
Title: Reading the Candlesticks: An OK Estimator for Volatility
Abstract: The nonparametric inference on “spot” volatility has mostly relied on high-frequency returns data. In this paper, we exploit the richer information in high-frequency candlesticks and propose an Optimal candlesticK (OK) estimator for the spot volatility at a given time point. Under a standard infill asymptotic setting for Ito semimartingale price processes, we show that the OK estimator is asymptotically unbiased and has minimal asymptotic variance within a class of linear estimators. In addition, its estimation error can be coupled by a Brownian functional, whose distribution is pivotal and known in finite-sample. Optimal confidence intervals can be constructed using the highest density interval of the (nonstandard) coupling distribution. Our theoretical and numerical results suggest that the proposed candlestick-based estimator is much more accurate than the conventional spot volatility estimator based on high-frequency returns. An empirical illustration is provided, which documents the intraday spot volatility dynamics of various assets during the Fed Chairman’s recent congressional testimony.
Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_63vwwbdPT06FE_GF9MOPGQ
Thursday, 2nd of December, 2021, 3:00pm
David Preinerstorfer (University of St. Gallen)
Title: Consistency of p-norm based tests in high dimensions: characterization, monotonicity, domination
Abstract: Many commonly used test statistics are based on a norm measuring the evidence against the null hypothesis. To understand how the choice of a norm affects power properties of tests in high dimensions, we study the consistency sets of p-norm based tests in the prototypical framework of sequence models with unrestricted parameter spaces, the null hypothesis being that all observations have zero mean. The consistency set of a test is here defined as the set of all arrays of alternatives the test is consistent against as the dimension of the parameter space diverges. We characterize the consistency sets of p-norm based tests and find, in particular, that the consistency against an array of alternatives cannot be determined solely in terms of the p-norm of the alternative. Our characterization also reveals an unexpected monotonicity result: namely that the consistency set is strictly increasing in p∈(0,∞), such that tests based on higher p strictly dominate those based on lower p in terms of consistency. This monotonicity allows us to construct novel tests that dominate, with respect to their consistency behavior, all p-norm based tests without sacrificing size.
Zoom link (To register): https://durhamuniversity.zoom.us/webinar/register/WN_EIc2SxoNR5WQMnBDXmKgIw
Past QRFE seminars/Workshops
Virtual QRFE Workshop on Financial Econometrics, June 14-15, 2021
Venue: Zoom
To attend the workshop and for the link to zoom, please register here:
Program
June 14, 2021
16:25 - 16:30PM Opening remarks
16:30 - 17:15PM Torben Andersen (Kellogg School of Management)
On Measurement Errors and Inference for Option-Based Volatility Indices
17:15 - 17:20PM Break
17:20 - 18:05PM Dacheng Xiu (Booth School of Business, University of Chicago)
Test Assets and Weak Factors
18:05 - 18:10PM Break
18:10 - 18:55PM Giuseppe Cavaliere (University of Bologna and University of Exeter Business School)
Bootstrap Inference for Hawkes and General Point Processes
18:55 - 19:00PM Closing remarks
June 15, 2021
16:25 - 16:30PM Opening remarks
16:30 - 17:15PM Jesus Gonzalo (University Carlos III de Madrid)
Long-Term Climate Forecasts
17:15 - 17:20PM Break
17:20 - 18:05PM Christiane Baumeister (University of Notre Dame)
Advances in Structural Vector Autoregressions with Imperfect Identifying Information
18:05 - 18:10PM Break
18:10 - 18:55PM Domenico Giannone (Senior Principal Economist at Amazon.com)
Nowcasting with Large Bayesian Vector Autoregressions
18:55 - 19:00PM Closing remarks
Organizers: Bo Zhou, Majid Al-Sadoon, Abderrahim Taamouti
End of Workshop
QRFE seminars for 20/21 Academic Year
Thursday, 8 October, 3:00pm
Luca Fanelli (University of Bologne)
To attend this seminar, please register here:
Thursday, 15 October, 3:00pm
Bertille Antoine (Simon Fraser University)
To attend this seminar, please register here:
Thursday, 22 October, 3:00pm
Liang Chen (HSBC Business School, Peking University)
To attend this seminar, please register here:
Thursday, 29 October, 3:00pm
Ekaterina Smetanina (University of Chicago Booth School of Business)
To attend this seminar, please register here:
Thursday, 5 November, 3:00pm
Canceled: Pedro H. C. Sant'Anna (Vanderbilt University)
To attend this seminar, please register here:
Thursday, 12 November, 3:00pm
Kirill Evdokimov (Universitat Pompeu Fabra)
To attend this seminar, please register here:
Thursday, 19 November, 3:00pm
Yuan Liao (Rutgers University)
To attend this seminar, please register here:
Thursday, 26 November, 3:00pm
Anisha Ghosh (McGill University)
To attend this seminar, please register here:
Thursday, 3 December, 3:00pm
Canceled: Katerina Petrova (University Pompeu Fabra)
To attend this seminar, please register here:
Thursday, 10 December, 3:00pm
Nicola Fusari (Johns Hopkins University)
To attend this seminar, please register here:
Thursday, 17 December, 3:00pm
Yuya Sasaki (Vanderbilt University)
To attend this seminar, please register here:
Thursday, 14 January, 3:00pm UK time
Xiye Yang (Rutgers University)
To attend this seminar, please register here:
Thursday, 28 January, 3:00pm UK time
Katerina Petrova (University Pompeu Fabra)
To attend this seminar, please register here:
Thursday, 4 Feburary, 3:00pm UK time
Pedro H. C. Sant'Anna (Vanderbilt University)
To attend this seminar, please register here:
Thursday, 11 Feburary, 3:00pm UK time
Bruno Feunou (Bank of Canada)
To attend this seminar, please register here:
Thursday, 18 Feburary, 3:00pm UK time
Tetsuya Kaji (University of Chicago)
To attend this seminar, please register here
Thursday, 25 Feburary, 3:00pm UK time
Martin Weidner (Oxford University)
To attend this seminar, please register here
Thursday, 4th of March, 3:00pm UK time
Yinchu Zhu (Brandeis University)
To attend this seminar, please register here
Thursday, 11 of March, 3:00pm UK time
Gustavo Schwenkler (Santa Clara University Leavey School of Business)
To attend this seminar, please register here
Thursday, 18 of March, 3:00pm UK time
Amin Shams (Ohio State University )
To attend this seminar, please register here
Thursday, 25 of March, 3:00pm UK time
Nazarii Salish (University Carlos III de Madrid)
To attend this seminar, please register here
Thursday, 20 of May, 3:00pm UK time
Daniel Kim (Norwegian Business School)
To attend this seminar, please register here
2019 African Econometric Society Meeting (2019 AESM), Rabat, July 11-13, 2019:
https://www.econometricsociety.org/meetings/schedule/2019/07/11/2019-africa-meeting
Reaction of Prof. John Taylor to his participation in the 2019 African Econometric Society Meeting:
Africa Meeting of Econometricians: History, Revival and Ways Forward | Economics One
Some videos of online workshops and seminars organised by the QRFE center in response to Covid-19
https://www.youtube.com/watch?v=Zc3RSIz1hYA
https://www.youtube.com/watch?v=b90zZCrqgL8
https://www.youtube.com/watch?v=ToCBGohUpvE