Econometric Modelling of Macro-Financial Linkages

Date: 
Sunday, 23 October 2011 to Monday, 24 October 2011
Venue: 
European University Institute

The global financial crisis has emphasized the close linkages between macroeconomic and financial conditions, stimulating theoretical and empirical research on how to formally include these linkages into economic and econometric models, and on how to use the resulting models for structural analysis, forecasting, and economic policy design and assessment exercises. The conference focused on the econometric aspects of the macro-financial linkages.

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