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7th ANNUAL EUROPEAN
SEMINAR ON BAYESIAN ECONOMETRICS
ESOBE 2016
Venice, Italy
27 - 28 October 2016
The workshop is organised by the Department of Economics of the University Ca’ Foscari of Venice (Venice, Italy), and is co-sponsored by the European Central Bank (Frankfurt) and GRETA Associati (Venice, Italy). The ESOBE meetings aim at bringing together researchers and professionals interested in the application of Bayesian inference. Ever since the pioneering work of Arnold Zellner, Bayesian econometrics has expanded enormously in areas such as economics, finance, business, and marketing. Empirical applications of Bayesian econometrics deal with issues such as financial time series analysis, risk management, economic growth analysis, measurement of policy effectiveness, individual decision making in marketing, labour market analysis, forecasting in monetary policy, just to name a few.
The
computational revolution in simulation techniques is a
key ingredient in this expansion and allows the
application of Bayesian methods to increasingly
complex models and high-dimensional data environments.
The ESOBE meetings are intended as a discussion forum
for new and recent research methods that are capable
to face these challenges. These techniques include,
among others, semi-parametric modelling based on
mixtures, shrinkage estimators, and variable selection
methods.
The organizers encourage submissions of papers on any
topic within the overall theme of the conference and
in the following areas in particular:
· Bayesian financial econometrics
· Bayesian microeconometrics and program evaluation
· Bayesian nonparametric and semi-parametric methods based on countably infinite mixtures
· Shrinkage estimation and variable selection in high-dimensional data environments
· Computational methods for large datasets
· Efficient MCMC and SMC methods for complex models
The keynote speakers of ESOBE 2016 are:
Christian P. Robert (University Paris Dauphine and University of Warwick)
Thomas J. Sargent (New York University)
The Scientific Committee for the Conference consists
of:
Monica Billio (Ca’ Foscari University of
Venice)
Fabio Canova (BI Norwegian Business School)
Roberto Casarin (Ca’ Foscari University of Venice)
Sylvia Frühwirth-Schnatter (Wirtschaftsuniversität Wien)
Sylvia Kaufmann (Study Center Gerzensee)
Gary Koop (Strathclyde Business School)
Francesco Ravazzolo (Free University of Bozen/Bolzano)
Herman K. van Dijk (Erasmus University Rotterdam and VU University Amsterdam)
CALL FOR PAPERS
The final program will include both submitted and invited papers. In addition to invited presentations, the workshop will have:
We would welcome submissions for these sessions. Submissions for the contributed sessions should be sent to [log in to unmask] by July 15, 2016. Researchers who received their Ph.D. after October 2013 or expect to graduate by November 2016, may register as "junior scientist" (a detailed CV has to be submitted during registration).
Junior
scientists may apply for a travel award (more detailed
information will be soon available). Papers submitted
by junior scientists will be eligible for the Special
Session of Junior Scientist Presentations.
IMPORTANT DATES
July
15, 2016: Papers submission deadline
August 20, 2016: Paper acceptance notification
September 30, 2016: Deadline for registration
More detailed information available on the Conference website:
http://virgo.unive.it/esobe2016/index.htm
* Apologies for post-crossing.