SIdE Summer Schools

San Giobbe Economics Campus, Cannaregio 873, Venice

The Italian Econometric Association (SIdE) in collaboration with the Venice centre in Economic and Risk Analytics for Public Policies (VERA) organizes two Summer Schools on:

Network Econometrics 
27 June - 1 July, 2022

The aim of the course is to provide the fundamentals of the econometrics network with particular reference to the Network mapping and visualisation, the Network Extraction Methods, Multi-layer Network Models and their applications to finance.

The tutorials will develop applications to stocks, interest rates and commodities markets and to contagion analysis. Modelling of financial and commercial trade networks will be considered as well.

The summer schools will be held in Venice at the Department of Economics and online.
A reduced fee of 40 euro (plus SIdE's membership fee) for online and in presence participation is foreseen for PhD and master students of the Department of Economics.

The deadline for application is May 10th, 2022 (deadline for fee payment: May 30th 2022).

Lecturers

Monica Billio

Monica Billio, Full Professor of Econometrics, Department of Economics, Ca' Foscari University of Venice

Roberto Casarin

Roberto Casarin (coordinator), Full Professor of Econometrics, Department of Economics, Ca' Foscari University of Venice

Matteo Iacopini

Matteo Iacopini, Research Fellow, Vrije University of Amsterdam

Luca Rossini

Luca Rossini, Assistant Professor in Statistics, Department of Economics, Management and Quantitative Methods, University of Milan (Statale)

Veronica Vinciotti

Veronica Vinciotti, Associate professor, Department of Mathematics, University of Trento

Angela Andreella

Angela Andreella, Assistant Professor, Department of Economics, Ca' Foscari University of Venice

Bayesian Multivariate Models and Forecasting in Economics and Finance 
29 August - 2 September, 2022

The course is advanced and covers state-of-the-art techniques and recent developments in Bayesian Multivariate Models, for structural analysis and forecasting, nonparametric methods and forecast combinations with a broad range of applications in economics and finance.

The methods introduced in the lectures will be illustrated with hands-on applications in MATLAB.

The summer schools will be held in Venice at the Department of Economics and online.
A reduced fee of 40 euro (plus SIdE's membership fee) for online and in presence participation is foreseen for PhD and master students of the Department of Economics.

The deadline for application is May 10th, 2022 (deadline for fee payment: May 30th 2022).

Lecturers

Gaetano Carmeci (coordinator), Associate Professor of Econometrics, Department of Economics, Business, Mathematics and Statistics, University of Trieste

Roberto Casarin

Roberto Casarin, Full Professor of Econometrics, Department of Economics, Ca' Foscari University of Venice

Matteo Ciccarelli

Matteo Ciccarelli, Senior Adviser, Forecasting and Policy Modelling, European Central Bank

Carlos Montes-Galdon

Carlos Montes-Galdon, European Central Bank, DG Economics, Forecasting and Policy Modelling Division

Francesco Ravazzolo

Francesco Ravazzolo, Full Professor of Econometrics, Department of Economics, University of Bozen

Last update: 05/12/2022