Another Look at Dependence: the Most Predictable Aspects of Time Series

Speaker: Tommaso Proietti (University of Rome "Tor Vergata") Date: September 29, 2023 from 12:00 to 13:00 Location: Room 101 - Department of Economics (Via Alessandro Pascoli, 20)   Abstract: Serial dependence and predictability are two sides of the same coin. The literature has considered alternative measures of these two fundamental concepts. In this paper, we aim to distill the most predictable aspect of a univariate time series, i.e., the one for which predict...
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A Gentle Introduction to Bayesian Nonparametrics

  Instructor: Brunero Liseo Location: Department of Economics, University of Perugia, Via Alessandro Pascoli, 20, 06123, Perugia Instructor details Brunero Liseo is professor of Statistics at the Department of Methods and Models for Economics and Finance, Sapienza University of Rome, Italy. His research interests include foundational issues, inference from a Bayesian perspective and copula representation of multivariate distributions. From ...
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PhD Poster Day 2023

On Wednesday June 21, from 3 to 6 pm, the students of the PhD in "Economics – institutions, business and quantitative methods" will present their work in the "Acquario" study room of the Department of Economics  located on the first floor of the building. All are invited to meet the students and discuss their research.
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Yellen earns worst grade yet in CNBC Fed Survey

Facing growing criticism from Wall Street, Federal Reserve Chair Janet Yellen earned her worst grade yet in the latest CNBC Fed Survey. The 41 survey respondents, who included money managers, investment strategists and economists, gave Yellen a C+ overall grade — a full letter markdown from the last time she was graded, six months ago. Only 8 percent granted the Fed chief an "A" rating, down from 36 percent in April. "She appears indecisive, even if she knows what she wants to do," said...
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