The Econometrics Research Unit is located within the Department of Economics at the University of Melbourne and is a joint endeavour between the Department of Economics and the Melbourne Institute of Applied Economic and Social Research (MIAESR).
The Unit brings together academic staff and research students with an interest in any area of applied or theoretical econometrics. Areas of research currently pursed by the Econometrics Research Unit's members include labour economics, health economics, immigration, issues relating to social policy and its evaluation, development economics, trade, industrial organisation, consumer expenditure analysis, measurement of inequality and poverty, and measurement of productivity and efficiency. Areas of methodological research in which the Unit's members work include panel data methods and discrete choice.
In additional to holding weekly seminars, the Econometrics Research Unit hosts workshops and symposia. Recent workshops have been held in the areas of Health, Labour, Immigration and Microeconometric techniques. The Unit has an active visitors program, hosting both international and local scholars. The Unit also conducts short courses on recent methodological advances.
If you are interested in visiting the Econometrics Research Unit, please contact the Director, Prof. Christopher Skeels.
The Centre acknowledges the financial support of the Department of Economics, the Melbourne Institute of Applied Economic and Social Research, and the Faculty of Business and Economics.
Co-ordinator: Sam Tsiaplias
Phone: +61 3 9035 3353
Co-ordinator: Tim Moore
Phone: +61 3 8344 0209
Please click on the presenters name for the seminar topic and to download the paper.
Wednesday 20 Sep 2017
03:30 pm - 05:00 pm
Econometrics Seminar- Vladimir Volkov
Signed spillover effects building on historical decompositions
The spillover effects of interconnectedness between financial assets is decomposed into both sources of shocks and whether they amplify or dampen volatility conditions in the target market. We use historical decompositions to rearrange information from…Department of Economics Econometrics Research Seminar SeriesPresenters Vladimir Volkov
- 03:30 pm - 05:00 pm
Wednesday 4 Oct 2017
Wednesday 18 Oct 2017
Wednesday 25 Oct 2017
Wednesday 8 Nov 2017
Wednesday 15 Nov 2017
Wednesday 22 Nov 2017