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30 YEARS OF COINTEGRATION AND ITS FUTURE WITH BIG DATA

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Workshop

30 years of Cointegration and its future with Big Data

Monday, February 11th


The objective of this FUNCAS workshop is to analyze the future applications and developments of the concept of cointegration in the new Big Data environment. The importance of this concept was recognized with the 2003 Nobel Prize in Economics, awarded to Engle and Granger. Thirty years after the introduction of this idea in the Economic literature it is a right time to think about the effect of the new opportunities provided for the disaggregated and massive data available with the Big Data revolution in the future development of this concept in Business and Economics. In the workshop will participate two leading figures in the development of cointegration: David F. Hendry, from Oxford University, and Soren Johansen, from the University of Copenhagen, and others well-known experts in the field of Cointegration and Big Data Analysis.