2nd Bergamo Workshop in Econometrics and Statistics (BWES): Salience theory, Non-standard Identification and Bayesian methods | Dipartimento di Scienze Economiche

2nd Bergamo Workshop in Econometrics and Statistics (BWES): Salience theory, Non-standard Identification and Bayesian methods

7 settembre 2023 08:45 - 8 settembre 2023 18:00
Via Salvecchio, Aula 3
Persona di riferimento: 
Emilio Zanetti Chini (emilio.zanettichini@unibg.it)
Strutture interne organizzatrici: 
Dipartimento di Scienze Economiche

At its second edition, the Bergamo Workshop in Econometrics and Statistics - BWES aims to bring together experts to present and discuss new research, fill the mathematical, methodological and applied aspects of economics.

It will be held on 7th and 8th September, and it will be possible to partecipate online, at this link.


2nd Bergamo Workshop in Econometrics and Statistics. Salience Theory, Non-standard Identification and Bayesian Methods

Day 1 – September 7th
9:45 - 10:45: Keynote Speak 1 -Pedro Bordalo, “How people use statistics” (with Conlon, Gennaioli, Kwon and Shleifer)
S2 - Macroeconomic and Financial Applications
11:30–12.00: Maximilian Boeck“Belief Distortions in Risk Premia”
12:00–12.30: Antonio Cosma“Missing Endogenous Variables in Conditional Moment Restriction Models” (with A.V. Kostyrka and G. Tripathi)
12.30–13.00: Elisa Ossola, “Green Risk” (with C. Morana and N. Cassola)
15:00 - 16:00: Keynote Speak 2 - Monica Billio, “Bayesian Tensor Autoregressive Models”
S1 – Bayesian Methods (I)
16:30–17:00: Dario Palumbo“Bayesian Dynamic Calibration of Models Predictions” (with R. Casarin and F. Ravazzolo)
17:00–17:30: Antonio Peruzzi“Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model” (wirth R. Casarin and M. Steel)
17:30–18:00: Alessandro Colombi, “Hierarchical Mixture of Finite Mixtures”
Day 2 – September 8th
9:30 - 10:30: Keynote Speak 3 - Antonio Lijoi, “Discrete random structures and dependence in Bayesian nonparametrics”
S3 - Econometric Theory
11:15–11.45: Simone Giannerini“Consistent and efficient model selection with possible misspecification for vector time series” (with G. Rubio and G. Goracci)
11:45 – 12.15: Greta Goracci, “Robust estimation for threshold autoregressive moving -average models” (with D. Ferrari, S. Giannerini and F. Ravazzolo)
12:15 – 12.45: Francesca Rossi“Testing linearity for network interaction functions” (with J. Lee and A. Gupta)
15:00 - 16:00: Keynote Speak 4Ivana Komunjer, “A Perturbation Approximation to Bayesian Filtering”
S4 - Bayesian Methods (II)
16:30–17:00: Roberto Casarin“Bayesian Nonparametric Inference on Probabilistic Surveys” (with F. Bassetti and M. Del Negro)
17:00–17:30: Luca Rossini“Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions” (with. M. Pintado and M. Iacopini
17:30–18:00: Tommaso Tornese“Functional Uncertainty Shocks”