Call for Papers: MODELING AND FORECASTING ECONOMIC AND FINANCIAL TIME SERIES WITH STATE SPACE MODELS

                           CALL FOR PAPERS

           MODELING AND FORECASTING ECONOMIC AND FINANCIAL
                 TIME SERIES WITH STATE SPACE MODELS

                        October 17 - 18 2008
                Sveriges Riksbank, Stockholm, Sweden


     Sveriges Riksbank, the Swedish Central Bank, is hosting a
     workshop on inference and forecasting in economics and
     finance using state space models.


     AIM:

     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.


     SPEAKERS:

     The following scholars have confirmed their presence at the
     conference:

     Sylvia Fruehwirth-Schnatter, Andrew Harvey, Robert Kohn,
     Siem Jan Koopman, Michael Pitt, Nicholas Polson


     FORMAT:

     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.


     EXPENSES:

     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 PROCEDURE:

     A PDF file containing the paper should be e-mailed to:

     Email:       MAILTO:lena.lofgren@riksbank.se

     by May 23rd. Authors will be notified by June 16th. Authors
     submitting papers should also indicate whether they are
     willing to act as discussants.


     ORGANIZATION:

     The workshop program and other information about the
     conference will be posted at:

                  http://www.riksbank.com/workshop

     as they become available. The organizing committee consists
     of Tor Jacobson, Paolo Giordani and Mattias Villani.

     Questions can be directed to:

     Email:       MAILTO:lena.lofgren@riksbank.se
Posted 3/8/08