| The programme mainly concerns the development of classical and Bayesian methods for the analysis of time series, with the objective to apply them to empirical problems in economics and finance. The programme also focusses on the implementation of econometric methods in programming environments. The research involves further the development of new econometric methods that are based on the manipulation of standard techniques or on new developments such as simulation techniques. The new developments are integrated in the work on empirical applications such as volatility modelling, detecting relationships between economic variables and crime, measuring business cycles, seasonal adjustment and modelling of electricity spot prices. The main objective is to publish state-of- the-art theoretical results and their applications in high-quality international journals in the fields of econometrics, statistics and time series analysis. |
