Workshop «30 years of Cointegration and its future with Big Data»

Workshop «30 years of Cointegration and its future with Big Data»

Descripción

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 Co

Programa
Monday, February 11th
8:30-9:00
Inscription
9:00-9:15
Presentation of the Workshop
9:15-9:45
The future of nonlinear cointegration and nonlinear error correction with big data and automatic modelling: A personal viewpoint
Álvaro Escribano
9:45-10:15
30 years of Cointegration, 30 years of Big Data: A Personal Point of View
Jesús Gonzalo
10:15-10:45
The Decline of Cointegration: Fact or Fiction
Juan J. Dolado
10:45-11:00
Open discussion
11:00-11:30
Coffee Break
11:30-12:15
Models or Methods in Cointegration
Soren Johansen
12:15-13:00
Modelling Non-stationary `Big Data’
David Hendry
13:00-14:00
Round Table
Antoni Espasa, David Hendry, Soren Johansen and Esther Ruiz
Moderator
Daniel Peña
Note: Acknowledgement. FUNCAS acknowledges the support of the Institutes of Big Data  and Flores de Lemus of the University Carlos III de Madrid in the organization of the Workshop
The presentations will be in English without translation service
La conferencia será en inglés sin servicio de traducción simultánea
Ponencias

The future of nonlinear cointegration and nonlinear error correction with big data and automatic modelling: A personal viewpoint / Álvaro Escribano

30 years of Cointegration, 30 years of Big Data: A Personal Point of View / Jesús Gonzalo

The Decline of Cointegration: Fact or Fiction / Juan J. Dolado

Models or Methods in Cointegration / Soren Johansen

Modelling Non-stationary `Big Data’ / David Hendry

Some commnets on cointegration and other considerations on time series Big Data / Antoni Espasa

Funcas

Think tank dedicado a la investigación económica y social

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+34 91 596 57 18 | funcas@funcas.es
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