The general purpose of conference on Dynamic Econometric Models is to provide opportunities for scientists from all over the world to meet, to exchange ideas and to discuss current research on a broad range of subjects concerning dynamic econometric modelling. We invite both applied and methodological work on implementation and estimation of dynamic econometric models, including cointegration analysis, financial market modelling, forecasting of macro- and microeconomic phenomena.
Keynote Speaker: Prof. Katarina Juselius (Department of Economics, University of Copenhagen, Denmark). Presentation title: "Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market"