| May 30 | Room G3-46 | 09.30hrs 10.00-12.00hrs 14.00-16.00hrs | Registration/coffee Herman K. van Dijk (ÌÇÐÄÖ±²¥)
An Introduction to Dynamic Stochastic General Equilibrium Models Welcome by Philip Hans Franses (ÌÇÐÄÖ±²¥
Editor of the Econometric Institute/Princeton University Press Lecture Series) Thomas Sargent (New York University and Stanford University)
The econometric structure of dynamic economic models. Specification analysis and entropy. Introduction to robustness in dynamic programming and filtering. |
| May 31 | Room G3-46 | 10.00-12.00hrs 14.00-16.00hrs | Herman K. van Dijk
Recursive Models, Kalman Filter, Time Varying Structures for Trends and Business Cycles. Thomas Sargent
Robustness, risk aversion, and the equity premium: an extensive application of how robustness works. |