CIDE
CIDE is the acronym for Centro Interuniversitario di Econometria born in 1987 to promote, support and coordinate research and teaching in Econometrics, with a number of activities such as conferences, seminars, a summer school, post-graduate courses, among others.
CIDE regroups some Universities (Bocconi, Bologna, Milano Cattolica, Firenze, Modena, Padova, Pavia, Roma La Sapienza, Torino, Trieste, Venezia) and public research centers (Bank of Italy and ISTAT) to promote, support and coordinate research and training in Econometrics.
Since 1987, CIdE organises the Summer School in Econometrics. During the years, The summer School received the most prestigious worldwide econometrics; such as the winners of the Nobel Prize in economics in 2003: Robert Engle e Clive Granger.
Moreover, CIdE arranges Econometric courses for PhD students (in Italian). Every year, these courses are a good opportunity for young Italian research scholars to learn the most advanced econometric techniques.
Department of Economics, University of Brescia, 11 December 2009. Sala Biblioteca, Facoltà di Economia, via San Faustino 74/B
The Associazione Carlo Giannini and the Dipartimento di Scienze Economiche dell’ Università di Brescia organise a workshop for Ph.D. students and post-doctoral
researchers with a field of specialisation in financial econometrics and quantitative
finance. The aim of the meeting is to bring together young researchers in applied and theoretical econometrics and introduce them to the Italian econometric profession.
Programme
- 10.00 Opening address
- 10.10 Paolo Santucci De Magistris (Pavia): “Fractional cointegration and level shifts
in the realized and implied volatility relationship”. Discussant: Roberto Casarin
(Brescia)
- 11.00 Ana Maria Dumitru (Bergamo and Cass Business School): “Jumps and price
discovery in the US Treasury market”. Discussant: Eduardo Rossi (Pavia).
-
11.50-12.10 Coffee break
- 12.10 Andrea Donato Tortora (Bocconi): “Exchange rate forecasting: Bayesian model
averaging and structural instability”. Discussant: Monica Billio (Venice).
-
13.00-14.00 Lunch
- 14.00 Andrea Bastianin (FEEM): “Modelling asymmetric dependence using copula
functions: an application to VaR in the energy sector”. Discussant: Gianni Amisano
(ECB and Brescia)
-
14.50 Filip Zikes (Imperial College): “Semiparametric conditional quantile models for
financial returns and realized volatility”. Discussant: Sergio Pastorello (Bologna)
- 16.40: Adjourn
Participation is free. If you plan to attend, please inform the organisers (amisano@eco.unibs.it, casarin@eco.unibs.it, miniaci@eco.unibs.it)
November 25th, 2009 Posted in News |
The Centro Interuniversitario di Econometria (CIdE) and the Associazione Carlo Giannini award a Research Fellowship in Econometrics in memory of Carlo Giannini. It is aimed to young researchers of all nationalities who wish to undertake advanced research in econometrics in an Italian university. The competition is based on candidates’ curriculum, research papers and publications, and a research project.
See details in the Official Call[Pdf]
October 30th, 2009 Posted in News |
On the 11th December 2009 the Associazione Carlo Giannini organises a workshop for Ph.D. students and postdoctoral researchers with a field of specialisation in financial econometrics and quantitative finance.
The aim of the meeting is to bring together young researchers in applied and theoretical econometrics and introduce them to the Italian econometric profession. The selected researchers will present a paper in the meeting. Each paper will be discussed by a discussant. The discussants will be chosen by the Associazione Carlo Giannini board among leading econometric scholars in order to provide effective and
useful feedbacks to the presenters.
Papers should be submitted electronically in pdf format to one of the following addresses before 10th November 2009.
The papers will be selected by the local organisers and the final program will be announced on November 17th 2009.
Read the full Call for Papers [Pdf]
October 16th, 2009 Posted in News, Seminari e Convegni |
Bank of Italy, Rome, 19/20 January 2010
Confirmed invited speakers will be:
- John Geweke, University of Technology, Sydney
- Marco Del Negro, New York Fed
- Mark W. Watson, Princeton University
- Tao Zha, Atlanta Fed
The deadline for submissions is 30th October 2009. More detailed information is contained in the Call for Papers (Pdf, 33 KB)
September 16th, 2009 Posted in News, Seminari e Convegni |
Per problemi di tipo logistico rivolgersi a Fabrizio Zanotti tel. 0543/446561 Fax. 0543/446595 ANZICHE’ a Roberta Partisani, come indicato nel bando.
June 8th, 2009 Posted in Corsi |
E’ disponibile il bando della Scuola Estiva di Econometria 2009
June 8th, 2009 Posted in Corsi |
Il terzo “Spatial Econometrics Advanced Institute” sarà tenuto a Roma a Giugno e Luglio 2010. Si tratta di un corso di 4 settimane organizzato dalla Spatial Econometrics Association. Deadline il 28 febbraio 2010.
May 21st, 2009 Posted in Seminari e Convegni |
