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Modelling and Forecasting Exchange Rates
16-17 July 2009 Cass Business School, 106 Bunhill Row, London, EC1Y 8TZ, UK. Contents Course Description Timberlake Consultants Ltd invite you to attend a two-day course in Central London, on Modelling and Forecasting Exchange Rates. Although the course is built around EViews, other modern econometrics packages, including OxMetrics (modules used will be PcGive and STAMP) and RATS, might be used to demonstrate the use of the techniques under discussion. The Course Several major advances in time series, forecasting and software engineering have occurred in the past few years. These advances provide a major breakthrough in the modelling of time series using easy-to-use object-oriented Windows based software. The course aims to provide delegates with background on the state-of-the-art methodology available to model and forecast exchange rates and demonstrate, using real-life business and industrial data, how to interpret and report the results. Who is the course for? People who have some knowledge of exchange rate economics and econometrics and have an interest in econometric modelling and in forecasting applied to nominal and real exchange rates. This two-day course is designed to increase delegates’ familiarity with traditional and some of the most recent developments in econometric modelling and forecasting methods applied to exchange rates. The course will focus on econometric techniques that will be shown to be particularly useful in the context of exchange rates, including estimation of complex systems of equations and nonlinear exchange rate models and covering both the theory and practice related to these models. Real-world and worked examples will be provided to delegates using several modern econometric packages, including EViews, STAMP and RATS.
Professor Sarno is internationally renowned in the area of international finance and has an impressive list of research publications in leading journals in economics and finance. He is also the author of The Economics of Exchange Rates (Cambridge University Press, 2003), joint with Mark Taylor (Barclays Global Investors). Lucio has previously held teaching and research positions in various institutions, including the
Cost - The course fees are
Note: Academic discounts available. Please contact us for details. The cost includes course materials, course dinner, lunch, refreshments and the use of computers. The number of delegates is restricted. Please register early to guarantee your place. Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department.
Day 2
Registration closes 3 calendar days prior to the start of the course. After registering, you are liable for the payment of the fee unless you cancel your registration. Cancellation rules are listed below. Cancellations:
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