This one-day symposium will focus on some recent developments in time series econometrics and applied macroeconomics. The topics covered include the use of economic narrative data and data decomposition, the use of micro-level data for macro forecasting, the use of model-averaging, nonparametric estimation, and machine learning algorithms, in macroeconomic applications. Both time series econometric theory and empirical applications in macroeconomics will be emphasized.

Organizers:

Center for Macroeconomic Research, Xiamen University

NSFC Basic Science Center for Econometric Modeling and Economic Policy Analysis

Paula and Gregory Chow Institute for Studies in Economics, Xiamen University

Center for Forecasting Science, Chinese Academy of Sciences

*Invited Sessions: 45 minutes per speaker, including 10-minute Q&A

Thursday, Dec 14, 2023     Venue: Econ Bldg., Xiamen University