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15 Apr 2008
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Modeling and Forecasting Economic and Financial Time Series with State Space models, October 17-18, 2008.
October 17-18 2008
Sveriges Riksbank, Stockholm, Sweden
Call for papers 
Sveriges Riksbank, the Swedish Central Bank, is hosting a workshop on inference and forecasting in economics and finance using state space models.
State space models are a powerful tool to tackle difficult inference and forecasting problems common in economic and financial series. Given the emphasis placed on forecasting and nowcasting in modern central banks and other financial institutions, state space models seem a much under-utilized tool in the econometric community. This workshop welcomes theoretical as well as applied contributions. Topics of interest include inference, parameter variation, common factor models, measurement errors and filtering, data revision, and mismatched frequencies.

The following scholars have confirmed their presence at the conference:
Sylvia Fruehwirth-Schnatter, Andrew Harvey, Robert Kohn, Siem Jan Koopman, Michael Pitt, Nicholas Polson.

Papers will be presented in plenary presentations of 30 minutes, followed by 15 minutes of comments by a reviewer and an additional 15 minute plenary discussion. 11 papers will be presented and overall participation at the workshop will be limited to 40 people.

Sveriges Riksbank will refund economy-class travel expenses and cover accommodation for paper presenters and discussants. Lunch and a workshop dinner will be provided.

Paper submission
A PDF file containing the paper should be e-mailed to by May 23rd. Authors will be notified by June 16th. Authors submitting papers should also indicate whether they are willing to act as discussants.
Call for papers | 37 Kb

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