INFER Workshops

Workshop on Frequency Domain Research in Macroeconomics and Finance

From: 2011-10-20 to: 2011-10-21
Place: Helsinki, Finland

Attached files:

Frequency domain methods are not regularly applied in economics, and yet there are now many different techniques available that allow us to analyze economic behavior at different cycle lengths or frequency responses, and the interactions between them.  Frequency domain methods are particularly relevant in macroeconomics where the time horizon for event transmission and policy changes is important and difficult to capture with standard empirical techniques. The most obvious applications of frequency domain techniques in macroeconomics centre around the dynamics of economic growth, the relationship between money and prices, inflation dynamics and financial market integration.

 

The main objective of this workshop is to share innovative macroeconomic research using frequency domain methods and also to initiate greater collaboration between economists who work in this area.  A broader objective will be to demonstrate the usefulness of these techniques in empirical macroeconomics so as to generate wider acceptance of these techniques.

 

For more information please follow this link!

 

 

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