EconomistJobs.com

Each summer, EAERE organises its Annual Conference, an invaluable opportunity for meeting, exchanging and debating current topics in environmental and resource economics. With approximately 700 individual participants attending from all over the world, international researchers scholars, economists and students convene to the EAERE Annual Conferences in the spirit of economic discovery, research, analysis and collaboration.

Conferences are held in European countries and unite European participants together with their national and international neighbours. The Conference activities include keynote speeches and policy panels, the David Pearce Lectures, paper presentations, discussions and round tables, a book exhibition involving the most well-known publishers of environmental economic issues and a job market where universities, public and private institutes and corporations may interview the best young environmental economists for employment.

Economists, including those who are not currently members of the EAERE, are invited to submit papers for presentation at the Annual Conferences. It is hoped that papers presented represent a broad spectrum of environmental and resource economics. Every four years since 1998, EAERE's Annual Conference is held within the World Congress of Environmental and Resource Economists, an important international event organised together with AERE.

Upcoming

27-30 June 2012, Prague, Czech Republic
EAERE 19th Annual Conference
Information: http://www.eaere2012.org/ Dowload Poster
Organisation: EAERE and Charles University Prague, in collaboration with the University of Economics Prague
November 15, 2011 Paper submission and early registration begins

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TRANSITIONING ECONOMICS PhDs TO ACADEMIC CAREERS IN FINANCE | Virgina | Virginai Tech

TRANSITIONING ECONOMICS PhDs

TO ACADEMIC CAREERS IN FINANCE

Virginia Tech, Pamplin College of Business

Post Doctoral Bridge to Finance Program

June 4 – August 3, 2012

The Pamplin College of Business at Virginia Tech is pleased to announce its fifth cohort of an AACSB- endorsed program to train Ph.D.s in Economics for tenure-track positions in Finance.

Program Overview:

The eight-week/320-contact-hour residential program provides:

Courses in the main fields of Finance.
Training in research methodology and the development of research topics.
Training in business school pedagogy.

Program Benefits:

Having successfully completed the program, the graduating candidate will be deemed academically qualified by AACSB International (the Association to Advance Collegiate Schools of Business) to transition to a tenure- track career in Finance.

Program Costs:

The payback period on the all-inclusive program cost of $32,500 is approximately one year based on the differential between average starting salaries in Finance and Economics.

Eligibility Requirement:

A doctoral degree in Economics from an accredited program.

Program Details:

Visit the Finance Track of Virginia Tech’s Post-Doctoral Bridge to Business Program at: www.aqbridge.pamplin.vt.edu

or send an e-mail enquiry to MAILTO: fmsmith@vt.edu

Note: If you are attending the ASSA Conference in Chicago in January 2012, please stop by the Virginia Tech booth (no: 401) to visit with Finance Department faculty for more information on the Post-Doctoral Bridge to Business Programs.

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M101: A First Course in Mathematica | London | Timberlake

M101: A First Course in Mathematica

January 4 – 5, 2012 London, UK

April 18 – 19, 2012 London, UK

Level: Introductory

Course Length: 2 days

Delivered by: Dr Philip Ramsden, Imperial College London

For more information and registration see:

http://www.timberlake.co.uk/Training/?id=147&cid=67

Course Objective: This two-day training course provides hands-on experience with all the basic features of Mathematica as well as a comprehensive foundation for more advanced work in solving applications and developing software solutions.

Delivery Type: Courses are delivered as instructor-led classes in computer classroom facilities. Course topics are presented with alternating sessions of lectures and exercises. All classes feature low student-teacher ratios.

Syllabus. This basic course is organized into seven segments.

Introduction

Step-by-step instruction on getting started, free-form input with Wolfram|Alpha, performing basic operations, building up computations, and navigating the user interface, as well as a description of how to use and take full advantage of the documentation system

Programming I

Introduction to the Mathematica programming language with emphasis on familiar programming tasks involving procedural, functional, and rule-based styles of programming

Visualization and Graphics

Two- and three-dimensional plotting, plotting data, using options, and creating dynamic and interactive graphics.

Symbolic Computation

Computation with symbolic expressions, including polynomial operations, solving equations, functions from calculus, and simplification.

Numerical Computation
Fitting data, interpolation, integration, solving equations, displaying intermediate values, differential equations, linear systems, exact vs. inexact numbers, arbitrary-precision numbers, and working with large arrays

Programming II

A deeper look at the syntax and structure of the Mathematica programming language, functional programming, pure functions, options and messages, and creating efficient programs

Working with Data
Importing and exporting data and files, file formats, file paths, working with data collections, working with spreadsheets, formatting tables, working with data from the internet, and visualization of large datasets.

In addition, the course includes supplementary materials on slide show creation, stylesheets, hyperlinks and buttons, as well as a set of extended projects designed to give practice with the topics from this course.

Course Materials: Each attendee will be provided with course notebooks and access to the current version of Mathematica . For attendees participating in classroom-based sessions, course materials are distributed in print and on memory sticks, and are yours to keep; a computer running Mathematica is available for your use during class.

Who should attend?

The course is designed primarily for people who are interested in becoming expert Mathematica users but who currently have little or no experience with the system. This course can also be helpful for experienced users who would like to broaden their basic understanding of Mathematica and for those interested in learning exactly what the system can do.

Prerequisites

Course attendees are expected to have experience with common features of modern computer software. Also helpful are knowledge of mathematics through elementary calculus and experience with computer programming at the level of an introductory course in any computer programming language. No prior Mathematica experience is required for this course.

For more information and registration see:

http://www.timberlake.co.uk/Training/?id=147&cid=67

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M205: Visualization in Mathematica | London | Timberlake

M205: Visualization in Mathematica

January 6, 2012 London, UK

April 20, 2012 London, UK

Level: Introductory

Course Length: 1 day

Delivered by: Dr Philip Ramsden, Imperial College London

For more information and registration see:

http://www.timberlake.co.uk/Training/?id=147&cid=69

Course Objective:This course provides a foundation for using Mathematica's graphical and visualization features as well as working with the graphics programming language. Extensive use of concrete examples and applications to illustrate concepts is included.

Delivery Type:Courses are delivered as instructor-led classes in computer classroom facilities. Course topics are presented with alternating sessions of lectures and exercises. All classes feature low student-teacher ratios.

Syllabus

Survey of Mathematica's extensive collection of plotting functions

Plotting functions and expressions; visualizing data; working with Image data; visualization of networks.

Getting the most out of options for visualization functions

Options for color, regions of interest, mesh, vector plot, grid, plot range, text, charting, interactive values, and precedence of arguments.

Utilizing graphics programming to enhance your visualizations

The underlying structure of graphics; graphics primitives; graphics directives; GraphicsComplex.

Techniques for combining plots

Arrays of graphics; merging graphics; using Inset; Prolog and Epilog; Image operations

Advanced examples illustrating visualization concepts

Who should attend?

The course is written for anyone who wants to take advantage of Mathematica's graphical and visualization tools, or who has completed M101: A First Course in Mathematica.

Prerequisites

This course assumes a working knowledge of Mathematica syntax and the use of pure functions on the level of M101: A First Course in Mathematica.

For more information and registration see:

http://www.timberlake.co.uk/Training/?id=147&cid=69

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Introduction to EViews Programming | New York | Timberlake

Introduction to EViews Programming

9 January, 2012 New York, USA

30 July 2012, New York, USA

24 August, 2012 London, UK

Level: Introductory

Course Length: 1-day

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Overview:

The objective of this course is to provide an introduction to EViews programming to users interested in writing basic to intermediate programs to automate and simplify tasks related to data management, statistics and model building. EViews users who have not taken advantage of EViews programming facilities will immensely benefit from the course. The course is hands-on and participants will be asked to carry out several exercises. All example codes and completed exercises will be handed to the participants at the end of the course.

Topics Include:

FOR – NEXT loops	Matrix and Vector objects in EViews
WHILE – END loops	Functions and Subroutines
Write formatted output to a table Object	Optimisation routines
IF-THEN-ELSE statements	Practical Sessions
Statistical distribution functions

Target Group: EViews users who are interested to learn how to automate and simplify repetitive or complex tasks.

Prerequisites: Familiarity with EViews fundamentals. No previous programming experience is required. Work Experience with econometrics is desirable.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

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Introduction to Time Series Analysis and Forecasting using Stata | New York | Timberlake

Introduction to Time Series Analysis and Forecasting using Stata

9-11 January, 2012, New York, USA

16-18 July, 2012, New York, USA

Level: Introductory

Course Duration: 3-days

Delivered By: Prof. Robert A Yaffee

For more information, please see here:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Course Overview

The course assumes little mathematical background on the part of the participants. The course shows how to apply these techniques to real-life social science, economic, business, financial, and medical data, with many examples on the reporting and interpreting of the results. Participants are welcome to bring their own data.

Who should attend?

The course, given in English, is aimed at students, researchers, and forecasters interested in:

· Basic Stata

· Basic cross-sectional statistics with Stata

· Longitudinal analysis with Stata

· Box-Jenkins Time Series Analysis with Stata

Seasonal Box-Jenkins Models

Forecasting with time series models

Forecasting evaluation

Mathematical Background Required

High School Algebra

Basic Statistics

Helpful but not required background

Linear or Matrix Algebra

Basic differential and integral calculus

For more information, please see here:

http://www.timberlake.co.uk/Training/?id=147&year=2012

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Time Series Analysis and Forecasting with Stata | New York | Timberlake

Time Series Analysis and Forecasting with Stata

10 – 13 January, 2012, New York, USA

17 -20 July, 2012, New York, USA

Level: Introductory/Intermediate

Course Duration: 4-days

Delivered By: Prof. Robert A Yaffee

For more information, please see here:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Course Overview

The course discusses a number of techniques that have been proven very popular time series analysis and forecasting, and demonstrates in Stata how to apply these techniques to real-life social science, economic, business, financial, and medical data, with many examples on the reporting and interpreting of the results. Participants are welcome to bring their own data.

Topics Include:

ARIMA Models	Cointegration
Forecasting Theory	Autoregressive Error Models
Forecasting Evaluation	Robust Time Series Analysis
Intervention Analysis	GARCH Models
Dynamic Regression Models

Who should attend: Students, researchers, and forecasters interested in time series analysis and forecasting.

Prerequisites: Basic knowledge of statistics and algebra. Work experience with statistics/econometrics would be advantageous.

For more information, please see here:

http://www.timberlake.co.uk/Training/?id=147&year=2012

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The Practice of Econometrics with EViews | New York & Cambridge | Timberlake

The Practice of Econometrics with EViews

10 – 23 January, 2012, New York, USA

10 -13 April, 2012, Cambridge, UK

31 July – 3 August, New York, USA

19 – 22 September, Cambridge, UK

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Level: Introductory

Course Length: 4-days

Overview:

The fields of econometrics and statistics are constantly expanding providing as a result great advances in quantitative methods to analyse and forecast data. At the same time, econometrics and statistics are becoming more confusing in the sense that the modern menu of methods is so vast that a practitioner may find difficult to choose the appropriate methodology or the practice that best fits a quantitative task.

This course provides a review and practical guide to several major and popular econometric methodologies used in time-series and panel data analysis. The objective is to provide a practical and systematic approach to econometric modelling and make sense of the vast amount of available econometric techniques. Each methodology discussed is illustrated with real data examples in EViews.

Topics Include:

Classical Linear Regression Model	Error Correction Models
Diagnostic testing	Cointegration Analysis
ARIMA Models	Panel Data Analysis
Non-Stationary Time-Series	Estimating and Setting up a Model Within EViews
VAR Analysis	Dynamic and Static Solutions of a Model

Target Group: This course is aimed at economists and applied econometricians who deal with different types of data and projects in their day-to-day work. Professionals who are interested to learn different techniques and raise their awareness of possible methodologies that can be used in their current or future projects will greatly benefit from this course.

Prerequisites: Basic knowledge of statistics and regression analysis. Experience with EViews is not required. Previous experience with econometrics is desirable.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

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Introduction to Financial Investment Analysis | New York | Timberlake

Introduction to Financial Investment Analysis using Time Series and Statistical Analysis Tools

19-21 January 2012, New York, USA

17-19 May, 2012, New York, USA

Level: Introductory / Intermediate

Course duration: 3-Days

Delivered by: Dr. Frank Leiber

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Course Overview

Investors, traders and risk managers must have a solid grasp on the statistical distributions of returns and risk factors, and their possible interactions and changes over time.

Making sense of time series data requires appropriate statistical tools - and the objective of this series workshops, is to make you comfortable with the methods required to interpret and conduct empirical time series analysis for decision taking and forecasting. The course shows how to apply these techniques to real-life business and financial data, with many examples on the reporting and interpreting of the results.

The first in this series of 1-day workshops provides participants with a high-level overview of major topics, illustrating the capabilities of modern techniques to perform powerful financial time series analysis, while becoming aware of modelling pitfalls and the limitations of simple (simplistic) models.

During the subsequent 1-day workshops, participants will learn the concepts underlying the main modelling approaches and diagnostic tools to measure risk, analyze and forecast financial time series by way of illustrations and through hands-on immersion in realistic case studies, applying the user-friendly OxMetrics™ software.

Develop confidence in modelling financial data while gaining an appreciation of the consequences of using simple rules of thumb.
Explore the use of regression models for describing causality between financial data, including hypothesis tests
Understand the strengths, complexities and weaknesses of explicitly dynamic models, including those dealing with time-varying volatility
Learn simulation and bootstrapping techniques, using probability distributions of choice variables rather than single values, to generate distributions of future prices (to value options), present values (NPV distributions), risk (value-at-risk)
Estimate asymmetry and fat tails in performance measures, especially for hedge funds, and for market and credit risk

Who should attend?

Students of finance, financial analysts and investment professionals and other finance practitioners are regular users of statistical concepts - whether as readers/consumers or as analysts/producers of reports. The course benefits all those who need to enhance their ability to understand and carry out financial and risk analysis: commercial and investment bankers, regulators, traders, treasury and investment professionals, and market and credit risk management analysts.

Prerequisites:
High School Algebra and a knowledge of basic statistics.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

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2012 Econometrics Spring School | Washington DC | Timberlake

2012 Econometrics Spring School

12-14 March 2012, Washington DC, USA (http://www.timberlake.co.uk/Training/?id=147&cid=70)

This series of course will also run in Oxford, UK in July 2012. For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Timberlake Consultants are pleased to invite you to the 2012 Econometrics Spring School taking place at the George Washington University, Washington DC, USA. The Spring School comprises of three 2.5-day courses delivered by leading econometricians including Prof. Sir David F. Hendry, Dr. Jurgen A. Doornik, Prof. Grayham Mizon, Dr. Sebastien Laurent and Dr. Jennifer Castle. The courses will run simultaneously on 12-14 March 2012, therefore attendees can only participate in one of the three courses on offer. This is a great opportunity for students, academics and professionals to expand their econometrics skills and keep up-to-date with major recent developments in applied econometric modelling.

For more Information and registrations, please visit: http://www.timberlake.co.uk/Training/?id=147&cid=70

Course 1: Econometric Modeling

Delivered By: Prof. Sir David F. Hendry, Dr. Jurgen A. Doornik and Dr. Jennifer Castle
The course will cover the theory and practice of econometric modeling in a non-stationary and evolving world, when the model and mechanism differ. The following topics will be described in the course: how to embed theory models in selection; impulse-indicator saturation for handling multiple breaks during selection; simultaneous systems and VAR modeling; and tests for, and modeling of, non-linearity, super exogeneity and invariance.

Course 2: Economic Forecasting

Delivered By: Prof. Sir David F. Hendry, Dr. Jennifer Castle and Prof. Grayham Mizon
The course will cover the theory and practice of economic forecasting facing a non-stationary and evolving world, when the model differs from the data generation process. A generalized taxonomy of forecast errors is developed, allowing for structural change in the forecast period, the model to be mis-specified over the sample period, and selected from sample evidence, the parameters of the model to be estimated (possibly inconsistently) from the data, which might be measured with error, the forecasts to commence from incorrect initial conditions, and innovation errors to cumulate over the forecast horizon. The taxonomy reveals the central role of unanticipated location shifts, and helps explain the outcomes of forecasting competitions. Other potential sources of forecast failure seem less relevant. Regime-shift non-stationarity can be removed by co-breaking (the cancellation of breaks across linear combinations of variables).

Course 3: Modelling Volatility

Delivered By: Dr. Sebastien Laurent

The course will cover the theory and practice of volatility modelling and forecasting. Traditional regression tools have shown their limitation in the modelling of financial time-series. Assuming that only the conditional mean could be changing with covariates while the variance remains constant over time often revealed to be an unrealistic assumption in practice. The following topics will be described in the course: the ARCH model and some of its most important extensions, multivariate GARCH models, value-at-risk forecasting, ranking volatility models in terms of their forecasting power, introduction of continuous-time stochastic volatility models and non-parametric estimators of the volatility, how to disentangle jumps and the smooth part of volatility, how to forecast volatility in presence of jumps, how to identify jumps.

The series of courses will precede the 2012 OxMetrics User Group Meeting taking place also at Washington DC, USA. Participants of the Spring School can attend the OxMetrics meeting free of charge. For more information, please see: http://www.timberlake.co.uk/software/?id=419

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Stata Fundamentals | Dubai, UAE | Timberlake

Stata Fundamentals

25-26 March, 2012 Dubai, UAE

Level: Introductory
Course Duration: 2-Days
Delivered By: Dr George Bagdatoglou, Timberlake Consultants

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&cid=65

Course Overview

Stata is a powerful tool for data management, statistical analysis and model building. Typically, before performing any type of analysis, one has to import, prepare and manipulate data. This course aims to introduce Stata’s most popular and useful commands and procedures to import, manipulate, transform and manage data as well as to perform some commonly used statistical routines including regression analysis. A quick introduction to Stata programming will also be covered. It is ideal for new or beginner level users who want to have a head-start and learn how to use Stata efficiently. The course is hands-on, all participants will be expected to implement several procedures and exercises in Stata.

Topics Include:

Stata Basics	Regression Analysis
Data Management	Diagnostic Testing
Data manipulation & transformation	Common errors in Regression Analysis
Graphics	An Introduction to Stata Programming
Summary Statistics

Who should attend: New or beginner-level users of Stata. This is a course for those who are considering purchasing or already own Stata.

Prerequisites: analytical thinking.

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&cid=65

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Microeconometrics Using Stata | Dubai & Cambridge | Timberlake

Microeconometrics Using Stata

27 – 28 March, 2012, Dubai, UAE

16 – 18 April, 2012, Cambridge, UK

24 -26 September, 2012, Cambridge UK

Level: Intermediate
Course Duration: 3-Days
Delivered By: Dr Melvyn Weeks, University of Cambridge

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&year=2012

Course Overview

This course provides a review and practical guide to a number of microeconometric models and estimators. We focus on panel and count data models and also examine a broad class of models of discrete choice behaviour. The course emphasise two estimators, the instrumental variable estimator, and the Generalised Method of Moments. The objective of the course is to provide a solid introduction to each of the topics, reviewing both the theoretical econometrics and the empirical literature. Each topic discussed is then illustrated with real data examples using Stata. Some of the examples and applications discussed include: the demand for differentiated products in the ready-to-eat cereal industry, flexible substitution patterns in the new car market, foreclosure in subprime mortgages, the number of patents held by firms, the number of children born to a woman.

Topics Include:

Generalised Method of Moments (the link between OLS, method of moments, IV and GMM)

A natural starting point is GMM since this estimator provides a general framework for inference by encompassing a large number of estimators in econometrics. It is not necessary to specify a complete ‘model’ for the process generating the data, and in this regard we observe a more robust estimator. We consider the nature of the generalization in two ways: (i) moments can be nonlinear functions of the unknown parameters; (ii) there may be more moments than unknowns. GMM unifies these two aspects within a single estimation strategy.

We will cover a number of topics including Method of Moments (OLS as MOM), maximum likelihood as a GMM estimator, the optimal weight matrix, and IV as both a MOM and a generalized least squares estimator. We also examine the Generalised IV (GIVE) estimator and nonlinear GMM estimators, with examples from count modelling and discrete choice.

Version 11 of Stata includes a new gmm command to compute generalized method of moment (GMM) estimators, making it much easier to code up the nonlinear instrumental variables examples considered in this course.

Discrete Choice Models (conditional and multinomial logit, multinomial probit and mixed logit): Much of the data we collect in economics and the social sciences contains measures of economic activity that are inherently discrete. Common examples are the decision as to which mode of transport to use, which car to buy and whether to work full or part-time.

In this course we also review material from industrial organisation where the choice set is the set of products considered by a consumer. Since in many instances purchase occasions can be thought of as buy at most one, then we see that the discrete choice model is an integral component of many consumer demand systems.

Instrumental Variables Estimation (IV Estimation in linear models, overidentifying restrictions, tests for endogeneity): IV estimation facilitates consistent estimation of model parameters when one or more of the explanatory variables are endogenous. We consider sources of endogeneity that are common in micro-level datasets, including measurement error, omitted variables and simultaneity. The problem of and methods to tackle endogeneity is a rapidly expanding area of research, featured prominently in the widely acclaimed text Mostly Harmless Econometrics (MHE) by Angrist and Pische (2008). We review a number of standard and new methods and consider a number of examples from MHE.

Panel Data (pooled OLS, fixed and random Effects estimators, dynamic panel data methods): Over the last 10 years we have witnessed a steady increase in the availability of datasets that contain observations at the level of the economic agent observed over time. So-called panel data models are now a mainstay of modern econometric methods. In this module we provide an introduction to panel data models commonly used in microeconometric applications, including Dynamic Panel Data Models introduced by Arellano and Bond.

Count Models (the Poisson regression model, extensions of the Poisson model, quasi-maximum likelihood estimation, generalised linear models, mixture models): Count data models are an important component of econometric methodology. Phenomena as diverse as the number of patents held by a pharmaceutical company, the number of visits to a doctor, and the number of children born to a woman, are examples of data that are generated by a count process.

Who should attend?

This course is aimed at economists and applied econometricians who deal with different types of data and projects in their day-to-day work. Professionals who are interested to learn different techniques and raise their awareness of possible methodologies that can be used in their current or future projects will greatly benefit from this course.

Prerequisites: Basic knowledge of statistics and regression analysis. Previous work experience with econometrics is desirable as is familiarity with Stata fundamentals.

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&year=2012

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Techniques and Tools for Short-term Macroeconomic Forecasting | London | Timberlake

Techniques and Tools for Short-term Macroeconomic Forecasting

Date: 5 – 6 March (Introductory Part); 7 – 8 March (Intermediate Part), 2012

Location: London, UK

Level: Introductory / Intermediate

Course Duration: Two 2-day consecutive courses

Delivered by: Prof Massimiliano Marcellino, European University Institute, Bocconi University and CEPR

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&cid=53

Course Overview

We will review some classic methods and more recent developments for the analysis of time series data in economics, with a special emphasis on their use for forecasting macroeconomic variables. The focus will be more on the empirical implementation of the techniques than on their theoretical underpinnings. The techniques will be illustrated with several empirical applications, and then implemented in EViews.

The topics are divided into an introductory and an intermediate course, each of which will last two days. Participants can attend any of the two courses or both of them (recommended).

Introductory Part

1. Forecasting with univariate linear models

a) Review of basic forecasting formulae for the linear regression model

b) ARMA models: specification, estimation, testing and forecasting

c) Properties of forecasts from ARMA models

d) Forecasting with integrated variables

e) Multi-step estimation vs iterated formulae for h-step ahead forecasting

f) Example: AR vs Leading indicator forecasts for euro area GDP and inflation

g) Example: h-step ahead forecasts for US macro variables

Empirical example (in EViews): Forecasting the Conference Board Composite Coincident Indicator

2. Forecasting with multivariate linear models

a) VAR models: specification, estimation and testing

b) VAR models: forecasting and forecast error variance decomposition

c) Forecasting with cointegrated variables

d) Forecasting the aggregate vs aggregating the forecasts

e) Example: Country specific vs euro area forecasts for euro area IP, inflation and unemployment

Empirical example (in EViews): Forecasting the Conference Board Composite Coincident Indicator (Effects of cointegration and aggregation).

3. Forecast evaluation, comparison and pooling

a) Point and density forecast evaluation

b) Comparing alternative forecasts

c) Pooling alternative forecasts

d) Example: Forecast pooling for short time series of macroeconomic variables

Empirical example (in EViews): Forecasting the Conference Board Composite Coincident Indicator (forecast evaluation and combination).

Intermediate Part

1. Forecasting with smooth transition and threshold autoregressive models

a) Estimation, specification and testing

b) Constructing point, interval and density forecasts

c) Example: comparison of several forecasting models for euro area and US macro variables

d) Example: a multivariate TAR model for forecasting GDP growth

Empirical example (in EViews): comparison of linear and nonlinear models for forecasting inflation and GDP growth

2. Forecasting with Markov switching models

a) Introduction to Markov chains

b) Models with intercept switches

c) Markov switching models

d) Forecasting levels, regimes, and regime duration

e) Example: a multivariate MS-ECM of the UK labour market

Empirical example (in EViews): comparison of linear and nonlinear models for forecasting inflation and GDP growth (continued)

3. Forecasting with mixed frequency data

a) Bridge models

b) MIDAS models: specification, estimation, forecasting

c) Unrestricted MIDAS models

d) Markov switching MIDAS models

e) Example: a MS-MIDAS model for forecasting US GDP growth using monthly indicators

Empirical example (in EViews): Forecasting quarterly GDP growth using monthly indicators.

Who should attend?

This course is aimed at economists and applied econometricians who work with macroeconomic data and are interested in macroeconomic modelling and forecasting.

Prerequisites

Previous experience with econometric modelling and a good understanding of regression models is required. Participants with some work experience in econometrics will benefit the most.

Previous experience with EViews is not a prerequisite but would be highly advantageous. If you have no experience with EViews and you want to attend, please contact us to organise a free introductory EViews webinar for you.

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&cid=53

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Applied Econometrics With Stata | Washington & Cambridge | Timberlake

Applied Econometrics With Stata

24-27 April, 2012, Washington DC, USA

23-25 July, 2012, Cambridge, UK

Level: Introductory / Intermediate

Course Length: 3-days

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Overview:

Topics Include:

Classical Linear Regression Model	Limited Dependent Variable Models
Diagnostic testing	Cointegration Analysis
ARIMA Models	Non-parametric density estimation & regression
Non-Stationary Time-Series	Panel Data Analysis
Error Correction Models	Duration Data Analysis

Prerequisites: Basic knowledge of statistics and regression analysis. Previous work experience with econometrics is desirable as is familiarity with Stata fundamentals.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

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Introduction to EViews | Dubai, UAE | Timberlake

Introduction to EViews

12 -13 May, 2012 Dubai, UAE

Level: Introductory
Course Duration: 2-Days
Delivered By: Dr George Bagdatoglou, Timberlake Consultants

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=62

Course Overview

This two-day course aims to introduce EViews’ most popular and useful commands and procedures to import, manipulate, transform and manage data as well as to perform some commonly used statistical routines and econometric estimations. Particular attention will be paid on regression analysis. It is ideal for new or beginner users who want to have a head-start and learn how to use EViews efficiently. The course is hands-on, all participants will be expected to implement several procedures and exercises in EViews.

Topics Include:

Stata Basics	Regression Analysis
Data Management	Diagnostic Testing
Data manipulation & transformation	Common errors in Regression Analysis
Graphics	An Introduction to Stata Programming
Summary Statistics

Who should attend: New or beginner-level users of EViews 7 or any previous version. This is a course for those who are considering purchasing or already own EViews.

Prerequisites: analytical thinking.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=62

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Modelling and Forecasting Exchange Rates | Dubai, UAE | Timberlake

Modelling and Forecasting Exchange Rates

14 – 16 May 2012, Dubai, UAE

Level: Intermediate
Course Duration: 2-Days
Delivered By: Professor Lucio Sarno, Cass Business School and Pasquale Della Corte, Warwick Business School

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=57

Course Overview

The course is designed for colleagues who have some knowledge of exchange rate economics and econometrics and have an interest in econometric modelling and forecasting applied to nominal and real exchange rates. This two-day course is specifically designed to increase delegates’ familiarity with some of the recent developments in econometric modelling and forecasting methods applied to exchange rates. The course will focus on economic models and econometric techniques that will be shown to be particularly useful in the context of exchange rates. Real-world and worked examples will be provided to delegates using EViews. The sessions will be coordinate in such a way that a presentation of ideas and theory is followed immediately by an application with data to show implementation of the idea or theory in practice; in essence, the format is of a sequence of case studies.

Agenda

(subject to minor changes)

Day 1

· Review of basic econometric ideas: simple univariate modelling; cointegration; equilibrium correction models; vector autoregressions; out of sample tests of forecast accuracy.

· Portfolio selection and mean-variance optimization

· Practical sessions:

(i) A formal analysis of the carry trade regressions and portfolios

(ii) Out of sample testing procedures

(iii) Cointegration analysis: spot and forward exchange rates; nominal exchange rates and relative prices; purchasing power parity

(iv) A vector error correction, term-structure model of exchange rates.

Day 2

· Fundamentals (fair values) models of nominal exchange rate determination

· Nonlinear dynamics in exchange rates

· Spot and forward volatility in foreign exchange: trading the volatility surface

· Practical Sessions:

(i) Forecasting exchange rates with a fair value model of global imbalances

(ii) A nonlinear model of real exchange rates

(iii) A formal analysis of the “carry trade in volatility”: regressions and portfolios.

Who should attend?

The course is designed for colleagues who have an interest in econometric modelling and forecasting applied to nominal and real exchange rates.

Prerequisites: Some knowledge of econometrics and exchange rate economics. No previous experience with EViews is required.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=57

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Data management, regression, panel data analysis and research output using Stata | London | Timberlake

Data management, regression, panel data analysis and research output using Stata

14-15 June, 2012 London, UK

Level: Intermediate
Course Duration: 2-Days
Delivered By: JoãoCerejeira, Universidade do Minho & MiguelPortela, Universidade do Minho.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=64

Course outline:

Organizing and handling data

Data analysis

Linear regression: OLS and GLS

Causal inference with Stata: differences-in-differences and instrumental variables

Linear panel data regression: static and dynamic panels

Producing analysis output: graphs and tables

Who should attend: The course is designed for academic staff, including master/PhD students, with basic knowledge on statistics & econometrics and Stata who deal with different types of data and projects in their day-to-day work. The course is also of interest to non-academic staff with interest in data analysis with an econometric perspective.

Prerequisites: Basic knowledge of statistics and regression analysis. No previous experience with Stata is required.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=64

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Time-Series Analysis & Forecasting With EViews | London | Timberlake

Time-Series Analysis & Forecasting With EViews

27-29 June, 2012 London

Level: Intermediate

Course Length: 3-days

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=18

Overview:

Modelling and forecasting time-series data is often very challenging tasks. Parameter instability, model uncertainty, complex dynamics, unobserved variables, uncertainty regarding the stationarity of time-series as well as trend-like variables and over-fitting are some of the issues that can lead to poor model specification and low forecast accuracy.

This specialised course provides an in-depth exposition of all major issues a model builder needs to be aware of when dealing with time-series data, reviews several methodologies (traditional and modern) that have been proven very useful in analysing and forecasting time-series data and demonstrate them using real life data in EViews. The course aims to teach the science as well as the art (to the degree that it is feasible) of time-series modelling and forecasting.

Topics Include:

Dynamic Models	Forecast Design and Evaluation
ARIMA Models	Structural Stability
State Space and Unobserved Component Models	Predictive Failure
VAR Analysis	Multi-model Forecasts & Model Averaging
Error Correction Models

Target Group: The course is designed for applied economist and econometricians who are required to use time-series methods for analysis and forecasting and have some experience with econometrics.

Prerequisites: Good understanding of statistics and regression analysis and work experience with econometrics. Familiarity with EViews fundamentals is highly advantageous.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=18

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2012 Oxford Econometrics Summer School | Oxford | Timberlake

2012 Oxford Econometrics Summer School

July 7-15, 2012, Oxford University, Oxford, UK

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

Timberlake Consultants are pleased to invite you to the 2012 Oxford Econometrics Summer School taking place at Oxford University, Oxford, UK. The Spring School comprises of three 2.5-day courses delivered by leading econometricians including Prof. Sir David F. Hendry, Dr. Jurgen A. Doornik, Prof. Grayham Mizon, Dr. Sebastien Laurent and Dr. Jennifer Castle. This is a great opportunity for students, academics and professionals to expand their econometrics skills and keep up-to-date with major recent developments in applied econometric modelling.

For more Information and registrations, please visit:

Course 1: Econometric Modeling

Date: July 7 – 9, 2012

Delivered By: Prof. Sir David F. Hendry, Dr. Jurgen A. Doornik and Dr. Jennifer Castle.
The course will cover the theory and practice of econometric modeling in a non-stationary and evolving world, when the model and mechanism differ. The following topics will be described in the course: how to embed theory models in selection; impulse-indicator saturation for handling multiple breaks during selection; simultaneous systems and VAR modeling; and tests for, and modeling of, non-linearity, super exogeneity and invariance.

Course 2: Economic Forecasting

Date: July 10 – 12, 2012

Delivered By: Prof. Sir David F. Hendry, Dr. Jennifer Castle and Prof. Grayham Mizon.
The course will cover the theory and practice of economic forecasting facing a non-stationary and evolving world, when the model differs from the data generation process. A generalized taxonomy of forecast errors is developed, allowing for structural change in the forecast period, the model to be mis-specified over the sample period, and selected from sample evidence, the parameters of the model to be estimated (possibly inconsistently) from the data, which might be measured with error, the forecasts to commence from incorrect initial conditions, and innovation errors to cumulate over the forecast horizon. The taxonomy reveals the central role of unanticipated location shifts, and helps explain the outcomes of forecasting competitions. Other potential sources of forecast failure seem less relevant. Regime-shift non-stationarity can be removed by co-breaking (the cancellation of breaks across linear combinations of variables).

Course 3: Modelling Volatility

Date: July 13 - 15, 2012

Delivered By: Dr. Sebastien Laurent

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&year=2012

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Cambridge - 2012 Econometrics Summer School | Cambridge | Timberlake

Cambridge - 2012 Econometrics Summer School

Dates: 16-23 July 2012, University of Cambridge, UK

Level: Intermediate

Course Duration: 3x2.5-Days

Time Series Modelling and Analysis

Delivered By: Prof. Andrew Harvey, University of Cambridge

Macroeconomic Modelling and Forecasting

Delivered By: Prof. Sean Holly, University of Cambridge

Microeconometrics
Delivered By: Dr. Melvyn Weeks, University of Cambridge

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&cid=47

Timberlake Consultants are pleased to invite you to attend the 2012 Econometrics Summer School, which is to take place at University of Cambridge. The Summer School comprises a series of three 2.5-day courses running consecutively between 16-23 July 2012. The courses are to be delivered by experienced leading econometricians from the University of Cambridge.

This is a great opportunity for students, academics and professionals to expand their econometrics skills and learn how they can apply econometrics from econometricians pioneering research at the forefront of their specialist fields.

All courses will teach econometrics from an applied perspective and demonstrate the techniques in the internationally used econometric software packages of Stata, EViews and OxMetrics.

Course 1: Time Series Analysis and Modelling, 16-18 July 2012 (morning session only on 18 July)

Delivered By: Professor Andrew Harvey, University of Cambridge

The course will show how economic and financial time series can be modelled and analysed paying particular attention to State Space methods. The aim is to provide understanding and insight into the methods used, as well as explaining the technical details.

Course 2: Macroeconomic Modelling and Forecasting, 18-20 July 2012 (afternoon session only on 18 July)

Delivered By: Professor Sean Holly, University of Cambridge

This course is designed to cover the elements of economic theory and econometrics that are needed to construct a macroeconometric model that can be used for forecasting and for macroeconomic policy analysis.

Course 3: Microeconometrics, 21-23 July 2012 (afternoon session only on Sunday, 22 July)

Delivered By: Dr Melvyn Weeks, University of Cambridge

This course provides a review and practical guide to a number of microeconometric models and estimators. The focus is on panel and count data models as well as on a broad class of models of discrete choice behaviour.

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&cid=47

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Introduction to Programming in Mata | London | Timberlake

Introduction to Programming in Mata

10 September, 2012, London, UK

Level: Intermediate

Course Length: 1-day

Delivered By: Dr Alfonso Miranda, Imperial College London

For more information, please see: http://www.timberlake.co.uk/Training/?id=147&cid=60

Overview:

Mata is Stata’s matrix programming language that can be used interactively or as an extension for do-files and ado-files. Mata can be used by Stata users who want to think in matrix terms and perform (not necessarily simple) matrix calculations interactively, or by advanced Stata programmers who want to add features to Stata. This course aims at introducing the main features of Mata programming and demonstrating how to make use of Stata and Mata capabilities together.

Topics Include:

When is it advantageous to use Mata for programming	Writing loops
Local & global variables in Mata	Saving compiled Mata code and creating function libraries
Matrix definition, expressions and operators	A-to-Z example: simple program to estimate an OLS regression
Declarations, functions, subscripts and ranges

Target Group: Stata users who want to take advantage of Stata’s advanced programming capabilities.

Prerequisites: Basic knowledge of Stata. Prior knowledge of programming in Stata will be an advantage though not a prerequisite.

For more information, please see:

http://www.timberlake.co.uk/Training/?id=147&cid=60

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11th OxMetrics User Conference | Washington DC | Timberlake

11th OxMetrics User Conference

Conference Announcement and Call for Papers

March 15-16, 2012

Research Program in Forecasting
Department of Economics
The George Washington University
Washington, DC, USA

This is the first announcement and call for papers for the 11th OxMetrics User Conference, which will be held at The George Washington University on Thursday and Friday, March 15-16, 2012.

The OxMetrics User Conference provides a forum for the presentation and exchange of research results and practical experience within the fields of computational and financial econometrics, empirical economics, time-series and cross-section econometrics, and applied mathematics. The conference program will feature keynote presentations, contributed paper sessions, poster sessions, and a panel discussion with the OxMetrics developers. We expect all OxMetrics developers (Jurgen A. Doornik, Andrew Harvey, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent) to be present as keynote speakers. Other keynote speakers will be announced soon. The conference is open to all those interested, and not just to OxMetrics users.

Submissions. Please submit an abstract and full paper by email to both Neil R. Ericsson (ericsson@frb.gov) and Frederick L. Joutz (bmark@gwu.edu) on or before Friday December 9, 2011. The abstract should be no more than 200 words and the paper should be in PDF format. Decisions on submissions will be made by December 24, 2011. The conference program will be finalized in early 2012.

Registration, conference fee and accommodation. The logistics of the conference are organized by Timberlake Consultants, the publishers of OxMetrics software. A conference registration fee will be applicable to all non-presenting delegates and will include conference materials, refreshments, lunches, and the conference dinner on Thursday March 15, 2012. The registration fee is $140 (on or before February 19, 2012), $160 (after February 19, 2012), and $55 (full-time students). The conference fee is waived for presenters (only one fee waiver per presentation, regardless of the number of authors involved). The registration fee for students does not include the conference dinner, although students may attend the conference dinner for a supplementary charge. Information on local accommodation will be available on the conference website in early 2012.

Local Organizing Committee
Neil R. Ericsson, co-chair (ericsson@frb.gov)
Frederick L. Joutz, co-chair (bmark@gwu.edu)

Programme Committee
Jennifer Castle (jennifer.castle@magd.ox.ac.uk, Magdelen College, University of Oxford)
Jurgen A. Doornik (jurgen.doornik@nuffield.ox.ac.uk, principal of OxMetrics Technologies)
Neil R. Ericsson, co-chair (ericsson@frb.gov)
Andrew Harvey (Andrew.Harvey@econ.cam.ac.uk, developer of STAMP)
David F. Hendry (david.hendry@nuffield.ox.ac.uk, developer of PcGive)
Frederick L. Joutz, co-chair (bmark@gwu.edu)
Siem Jan Koopman (s.j.koopman@feweb.vu.nl, developer of STAMP and SsfPack)
Sébastien Laurent (s.laurent@maastrichtuniversity.nl, developer of G@RCH)
Giovanni Urga (g.urga@city.ac.uk, Cass Business School, City University, London)

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18th London Stata Users Group meeting | London | Timberlake

18th London Stata Users Group meeting

13-14 September 2012

Cass Business School
106 Bunhill Row, London EC1Y 8TZ

The 2012 London Stata Users Group meeting is a two-day international conference where the use of Stata is discussed across a wide ranging breadth of fields and environments. The conference will comprise a series of selected presentations and feature presentations from StataCorp representatives.

The London meeting is the longest-running series of Stata Users meetings, having been established in 1995. The meeting is open to all interested; in past years, participants have travelled from around the world to attend the event. Representatives from StataCorp will also be in attendance.

All users are encouraged to submit abstracts for possible presentations. Presentations on any Stata-related topic will be considered, including (but not limited to) the following:

new user-written commands, including commands for modeling and estimation, graphical analysis, data management, or reporting
use or evaluation of existing Stata commands
methods for teaching statistics with Stata or teaching the use of Stata
case studies of Stata use in novel areas or applications
surveys or critiques of Stata facilities in specific fields
comparisons of Stata with other software or use of Stata together with other software

Each user presentation should be either 15 or 25 minutes long, and should be followed by 5 minutes for questions. Longer presentations will be considered at the discretion of the scientific committee.

Submission guidelines

Please submit an abstract of no more than 200 words. Please include a short, informative title and indicate whether you wish to be considered for a short (15-minute) or long (25-minute) presentation. In addition, if your presentation has multiple authors, please identify the presenter; the conference registration fee will be waived for the presenter.

The Scientific organisers for this year’s meeting are:

Nicholas J. Cox
Durham University
n.j.cox@durham.ac.uk

Patrick Royston
MRC Clincal Trials Unit
pr@ctu.mrc.ac.uk

Logistics for the meeting are organised by Timberlake Consultants, distributors of Stata in the UK, Ireland, Spain, Portugal, Poland and Brazil.

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Master in Competition and Market Regulation | Barcelona | Barcelona GSE

Master in Competition and Market Regulation – Barcelona Graduate School of Economics

One-year Master program taught in English. As competition policy becomes increasingly relevant in both the public and private sectors, there is a great need for professionals prepared to address antitrust and regulation issues. The highly practical focus of the program assures that students graduate with a thorough understanding of how to apply microeconomic tools to real-world problems and with sound job prospects in their chosen field.

More information: www.barcelonagse.eu/MCR

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Master in Health Economics and Policy | Barcelona | Barcelona GSE

Master in Health Economics and Policy – Barcelona Graduate School of Economics

One-year Master program taught in English. Health agencies in governments, and healthcare suppliers are seeking professionals with a thorough understanding of technology assessment, health systems, the bioscience market and medical ethics. This is the training that this master provides. Students will acquire the skills needed to appraise existing policies and to formulate policy improvements for better health outcomes.

More information: www.barcelonagse.eu/health

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Contract - Senior Licensing Adviser | London | £negotiable | SRS

Senior Licensing Adviser

The Senior Licensing Adviser will help to ensure our client can successfully fulfil its new licensing duties. The licence will be the vehicle through which the organisation will apply its new regulatory powers.

Licence conditions will cover all aspects of the regulatory regime, and will include:

• General conditions: Covering areas such as information provision and compliance with relevant laws and regulations.

• Pricing conditions: Conditions which enable the organisation to determine and to enforce tariffs.

• Competition and integrated care conditions: Covering the competition oversight and integrated care functions which the organisation will fulfil.

• Continuity of service conditions: Enabling the organisation to fulfil its duties in the area of continuity of service in the case of provider failure.

• Financial and governance oversight conditions as applicable .

These licence conditions are being developed in close cooperation with the other policy team members and with legal advisers. In addition to the licence conditions, the Senior Licensing Adviser will help deliver the products required to support the broader licensing regime. These include, for example, projects on licence enforcement and on fees. Finally, the Senior Licensing Adviser will be involved in ensuring that all of the above is subject to appropriate stakeholder engagement, consultation and impact assessment.

The Senior Licensing Adviser will support and act as deputy to the Licensing Workstream Lead in terms of developing and reviewing the required products and critically engaging with and managing stakeholders.

Please email James.Phillips@srs.co.uk to register your interest.

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Consultant / Senior Consultant | London | SRS

Our client's Telecoms Strategy Practice is looking to expand the team at Consultant level into its practice based in Central London.

You will join a cross-disciplinary team of telecoms specialists who focus on providing advice to international telecoms operators including Vodafone, Orange/Everything Everywhere, AT&T, BT and Verizon.

You will join an existing Commercial Strategy team within Corporate Strategy and lead project teams providing advice to our clients across Europe, Middle East and beyond.

This could include:
. Developing market entry strategy and business cases;
. Corporate and organisational strategy;
. Business strategy and planning including cash-flow modelling;
. Convergence strategy including TV strategies for telcos
. Market analysis and segmentation;
. Pricing and costing strategy;
. Product development; and
. Telco M&A/commercial due diligence.

You will likely have held positions in either: corporate strategy, business strategy, marketing or planning departments of a mobile, fixed-line or CaTV operator. You will be very familiar with at least one of the key markets in the sector: fixed line broadband; mobile voice and data; or IP TV/hybrid TV.

You probably have a specific expertise in one of the following areas:
. Corporate/Business strategy including media strategy for a telco;
. Marketing strategy probably including market research (including conjoint modelling), forecasting, market modelling and segmentation;
. Competitor analysis and benchmarking;
. Pricing of converged services;
. Product management;
. Corporate finance/due diligence.

You will have a reasonable grasp of key technologies and underlying industry economics.

You are quantitative and structured in your approach to problem solving

You may also have been employed in the telecoms strategy practice of a management consulting firm.

To register your interest, please email James.Phillips@srs.co.uk

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Macro Economist | London | SRS

Macro Economists

Our client is looking to recruit able economists with enthusiasm and flair as well as top-flight academic training.

Reflecting the varied nature of their work, they are interested in candidates with two different specialisms:

Macroeconomists, with experience of UK economic forecasting and financial markets; and
Economists with experience or interest in the property market - both residential and commercial, in the UK and abroad;.

The company offers a competitive salary, and there is the potential for a very substantial performance-related bonus.

Candidates will need an excellent first degree in Economics, and probably a second degree, plus relevant work experience. Candidates will also need to demonstrate flexibility and an ability to apply economic principles to a wide range of economic issues.

Good computer skills, a keen analytical mind and the ability to communicate in English clearly, orally and in writing, are essential, as are commercial awareness and the ability to work well in a team.

For further information, please email your CV to James Phillips - James.Phillips@srs.co.uk

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Economist | London | SRS

Economist

As a senior member of the team, provide appropriate, timely and high quality economic analysis and advice for policy development, casework and other projects.

KEY RESPONSIBILITIES

To promote an understanding and utilisation of economics across the organisation.
To be responsible for providing and supporting economists in providing, good quality, timely advice and analysis to other professional groups, in a way that non specialist can understand.
To be responsible for providing substantial input into the design and use of regulatory tools, including cost benefit analysis.
To be responsible for participating in the professional development of the economics job family.

LEADERSHIP

To be responsible for regularly appraising all direct reports in accordance with the performance management framework.
To communicate clearly, persuasively and effectively.
To promote a continuous drive for learning, performance, quality and innovation to ensure continuous improvement in performance, value for money and quality of services for customers.
To be responsible for personally encouraging team working and for leading, empowering and motivating individuals to achieve.
To produce briefing notes and reports on a timely basis as required.
Supports Project Board in delivery of projects.

CORPORATE/GENERIC

To contribute to the overall success.
To support the project board in the planning, monitoring & delivery of projects and programmes in accordance with strategic priorities.
To be responsible for having a positive approach to team working.
To develop a network of internal and external contacts through attendance at steering, advisory and stakeholder groups where appropriate.
To take responsibility for own continuing professional development.
To promote a positive image of externally when in discussions with partner organisations, stakeholders and outside bodies.
To ensure that the principle of delivering equality in service provision and employment is consistently and vigorously applied across the service.
To adopt a visibly positive approach to stakeholders (both internally and externally) in both behaviour and outputs.
To actively pursue and work in support of the strategy at all times.
To support the matrix management operating structure through a flexible approach to work.

To apply, please email James.Phillips@srs.co.uk

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Senior Economist | marlow, Buckinghamshire | £45,000 | Dun & Bradstreet

Senior Economist – Country Risk (Asia-Pacific including North America)

Marlow, Buckinghamshire

c£45,000 Plus Free BUPA Medical Insurance, Contributory Pension, Life Assurance, Health Insurance + Other Benefits

Are you a high calibre economics professional with a proven track record gained within a blue-chip company and country risk analysis experience? Looking for the chance to further your career with an established and leading company? If so, read on.

As a Senior Economist, you will be responsible for writing and editing economic, political and commercial analysis regarding the financial implications risks and opportunities associated with cross-border transactions and country risk within the Asia-Pacific (including North America) region.

Managing and contributing to the design and implementation of various special projects, you will contribute to the training of less experienced team members and sales and marketing projects.

Your duties will include:

writing and editing quarterly country risk and opportunity reports and updates
developing, writing and editing thought leadership pieces and topical reports
taking a leading role in development projects that enhance the quality of country insight analysis

To be considered for the role of Senior Economist, you must have:

proven experience of analysing country risk within a commercial environment
experience gained within a blue-chip company and strong commercial acumen
customer-facing experience
experience gained within the business information industry
a postgraduate qualification in economics or a related subject
good macro-economic and micro-economic knowledge

In addition to your good knowledge of the Asia-Pacific region, including the US and Canada, you must have excellent organisational and communication skills. Capable of working independently on multiple assignments to produce results with the highest level of quality standards, you must have outstanding analytical, model-building and data manipulation skills.)

To apply, please email your CV to Warwick Knowles (Knowlesw@dnb.com) or Sharon Egan (EganSh@dnb.com)

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Senior Health Economist - | London | NCGC

National Clinical Guideline Centre (NCGC) at the Royal College of Physicians of London

Make a difference; work with us in healthcare research focussed on improving care quality in the NHS

Senior Health Economist - one year fixed-term contract (in the first instance) £34,000 to £44,000 per annum depending on skills and experience

This is an exciting opportunity to join a multi-professional team of experienced and enthusiastic specialists working at a national level. Our work programme delivers high quality guidance that is aimed at improving NHS patient care. The National Clinical Guideline Centre (NCGC) is a forward-thinking research centre producing evidence-based clinical practice guidelines for the NHS in England and Wales. Funded by the National Institute for Health and Clinical Excellence (NICE), and building on 10 years of success in developing clinical guidelines, the NCGC brings together expertise from the Royal Colleges of General Practitioners, Nursing, Physicians and Surgeons in an innovative partnership.

Clinical Guidelines are NICE's most frequently accessed products and have an international reputation for excellence. This is an opportunity to make a leading contribution to health economic evaluation in support of NICE clinical guidelines. If appointed you would undertake health economic modelling and critical appraisal of health economic literature. You would also line-manage and quality-assure another health economist's work and be involved in methodological development.

On each project you will work with a guideline development group, comprised of leading healthcare professionals and patient representatives, to produce recommendations for the NHS. The NCGC is a team of about 70 staff, delivering a large work programme (currently we are working on >20 clinical guidelines). This is a great opportunity to work within an effective team environment with information scientists, health economists, systematic reviewers and project managers.

Strong interpersonal, presentation and organisational skills are required, with a commitment to maintaining high standards in working to fixed timelines. The role provides opportunities for continuing professional and personal development in a highly supportive and collaborative environment.

Excellent benefits include generous leave, a first-class pension scheme, free lunches, season ticket loan after probation.

For an informal discussion about this role, contact David Wonderling, head of health economics ( 020 3075-1388 ; david.wonderling@rcplondon.ac.uk ).

To download a full job description & application pack, please visit www.rcplondon.ac.uk/jobs . Alternatively you can email ps.recruitment@rcplondon.ac.uk quoting reference NCG106. Please note that CVs in isolation will not be accepted.

Closing date for returned applications: Wednesday 7 th March (by 5pm) Interviews to be held: Friday 23 rd March

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Research Economist | London | LSE

Research Economist
London School of Economics - London

Jobcentre Plus, Directgov -

The post holder will assist the centre and programme directors with Centre projects, and for some of them will take responsibility for the major part of research design and writing up. The post holder will be given the opportunity to develop a wider research agenda of their own, within the context of the overall work programme of the Centre. Candidates will have or be within one year of completing a PhD.Candidates must have experience of applying advanced analytical skills in dealing with quantitative and administrative datasets, and must demonstrate an interest in the Centre’s area of work. Visit www.spatialeconomics.ac.uk/ for further information about the Centre.or call 0207 955 6183 quoting reference 1233558

How to apply

You can apply for this job by visiting www.lse.ac.uk/jobsatLSE and following the instructions on the webpage.

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EMEA Economist / Strategist | London | Standard Bank

EMEA Economist / Strategist

Standard Bank Group is Africa’s largest bank by assets. The Group delivers banking and related financial services that help strengthen Africa’s connections to key markets, and in turn enhance those markets’ connections to Africa. Standard Bank Group has wide representation that spans 17 African nations and 13 countries outside of Africa. The Group has more than 1 000 branches on the African continent and representation in key global financial centres.

Provide macroeconomic coverage on a set of EMEA sovereign credits agreed with the Global Head of Research and senior members of the EMEA team;
Participate in the preparation and production of the regular publications of the Global Research team (Weeklies, Monthlies, Quarterlies, and specific, topical one-off publications
Support the EMEA team in formulating directional and RV investment views and trade recommendations in local and hard-currency sovereign EM bonds, interest rates and foreign exchange
Liase with the Bank’s clients on the macroeconomic developments, trade and investment views across the EMEA sovereign credits and across the assets classes (hard-currency and local currency bonds, interest rates and FX)

Coverage:
EMEA Emerging Market countries, with a particular emphasize on the frontier countries, e.g. the Balkan countries (Albania, Bosnia & Herzegovina, Bulgaria, Romania, Serbia etc), Azerbaijan, Belarus, Georgia, Ukraine;
Support the senior members of the team in covering the liquid EMEA markets – Russia and Turkey

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Economist | Aberdeen | Maersk

Maersk Oil Maersk Olie og Gas AS (Maersk Oil) is owned by A.P. Møller – Maersk A/S, and is part of the A.P. Moller – Maersk Group. Maersk Oil was established in 1962, when Mr A.P. Møller was awarded the Concession for oil and gas exploration and production in Denmark. In 2003, the concession period was extended from 2012 until 2042 and terms and conditions were adjusted as of 1 January 2004.

Maersk Oil Aberdeen are looking for an Economist to join our team.

Scope

The Strategy & Economics Group are responsible for economic evaluation of value adding opportunities undertaken by Maersk. Such evaluations include:

Determination of asset and hub area life of field values
Determination of economic viability of investment proposals - work-over, infill drilling, facility upgrades
Determination of appropriate tariff arrangements for satellite field tie-ins
Determination of optimal equity levels when oil or gas fields are re-determined
Computation of security level required for decommissioning
Economic analysis in support of host and concept selection for development projects.

Specific Responsibilities

Prepare timely and accurate economic evaluations and undertake required business analysis on an as required basis to support proposed business decisions or reporting requirements
Prepare relevant presentations and / or reports based on such evaluation and analysis
Present such presentations internally (e.g. to Production Engineering team or to Senior Management) and externally (e.g. to Joint Venture partners at operating committee meetings, to government representatives, etc.)

Personal Characteristics

Individual who is pragmatic and able to apply common sense where required
Should be a self-starter; able to multi-task; good inter-personal & communication skills
A good team-player but also able to work unsupervised; must pay attention to detail
Diligent, adaptable – keen to learn new skills and to provide input to process improvement able to work to immoveable deadlines
Flexible approach to working hours.

Specific Skill Requirements

Sound grasp of economic principles (Net Present Value, Internal Rate of Return, Return on Capital, Payback, Discounting, etc) together with associated computation necessary to determine same
Computer literate – Good experience and use of key functions of MS Excel is essential. Can quickly review, manipulate and analyse numerical data such that relevant economic analysis and / or report preparation can be undertaken. Can manipulate data to produce good quality graphical output
Can prepare written reports and memos using MS Word – such reports to incorporate data from either Excel of PowerPoint as appropriate
Can quickly grasp key aspects of commercial agreements governing day to day operations, existing / proposed satellite tie-ins (including tariff computation / opex share analysis, etc) / decommissioning security computation, etc
Basic understanding of commercial law and / or finance would be advantageous.

Typical candidate profile

A degree in mathematics, economics, business studies, earth sciences or finance would be relevant
Demonstrable experience in applying economic analysis within the oil and gas industry
Candidate must be happy to work with / analyse numerical data for extended periods.

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Post Doctorate in Economics and Finance | London | £25,000 - £33,000 | Queen Mary

Post Doctorate in Economics and Finance

Queen Mary's Faculty of Humanities and Social Sciences is embarking on the latest phase of strategic investment to recruit excellent researchers and teachers who can contribute to the achievement of its ambitious and exciting plans. As a result, applications are invited for a full time two year fixed term postdoctoral position in the School of Economics and Finance at Queen Mary, University of London. The School of Economics and Finance is a dynamic, research led School that was ranked joint sixth in the UK in the 2008 Research Assessment Exercise. As part of a continuing process of planned expansion it seeks to recruit a post doctorate who can make a substantial contribution to the School's research and teaching.

This position is associated with the recently established Centre for Research in Macroeconomics and Finance – CreMFi (http://cremfi.econ.qmul.ac.uk/). The postdoctoral researcher will be expected to contribute to the activities of the Centre on a minimum half-time basis and engage in research of their own choice for the rest of their time. The successful candidate is expected to have previous experience in the CReMFi research areas and in programming languages such as Matlab and Gauss, and proven ability to undertake research independently.

Salary for this post will be in the region of £25,000 - £33,000 depending on research record. Benefits for this full time two year fixed term post include 30 days annual leave, an interest-free season ticket loan, childcare vouchers' scheme and a contributory, final salary pension scheme. The post is due to commence as soon as possible after interview.

For further details and an application form please visit the Human Resources website at http://www.hr.qmul.ac.uk/vacancies. Completed application forms and CVs should be returned econ-recruitment@qmul.ac.uk quoting reference number 12051/JS. The closing date for completed applications is 5pm (BST) on 16/03/12 with interviews expected to be held in April 2012. Arrangements should be made for two of the three referees to provide references shortly after the deadline on request

Promoting excellence in teaching, learning and research
Working towards Equal Opportunities

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Principal Environmental Economics Policy Consultant | London | Amec

Our Environmental Policy and Economics Team provides technical and economic advice on the development of environmental policy and business response to policy at a strategic level. We work for clients such as the European Commission, various UK Central Government Departments and Agencies, European Agencies, as well as major private sector clients, national and international trade associations and other countries’ national governments. The team provides advice in the areas of climate change, air quality, industrial emissions, chemicals, water, transport, energy and waste. We have an excellent track record and reputation for innovative, objective and authoritative work, often assessing new legislation and regulatory reform based on economic principles. Our work covers a variety of environmental aspects for markets and industry sectors across Europe as well as more general public sector and welfare economics. We have several multi-year framework contracts in the UK and Europe to provide support such as cost-benefit analysis, impact assessment and other appraisals for major new European and international environmental policies. Through such contracts, we provide analysis that influences environmental policy at the highest level. We have recently appointed a Senior Economist and are looking to strengthen our team further by appointing a high-calibre, senior candidate to play a key role in delivering our ambitious 2015 strategy for consolidation and growth of our already well-respected business in environmental policy and economic analysis. This encompasses direct opportunities with external clients as well as provision of the team’s expert skills and experience to support a range of high profile projects undertaken by AMEC at an international level. The role will include business development, project delivery as well as management/direction of individual projects and providing technical direction to more junior staff. It may also involve staff management responsibilities. Typically we would expect around 10 years relevant experience to have the skills and knowledge to be successful in this role, but depth and breadth rather than length of experience will be considered when making recruitment decisions. You will be expected to have demonstrable experience in practical application of environmental economics to support policy development in a consultancy, government or industry role. You should also have excellent knowledge and skills in some or all of the following: · familiarity with undertaking impact assessments of policies at a UK and/or European level in accordance with relevant guidance; · use of analytical economic techniques including: survey design and execution, quantitative methods, market analysis, socio-economic analysis, and cost-benefit analysis; · familiarity with national and international sources of government and business statistics; · demonstrable knowledge of environmental policy in one or more of the following areas: climate change (mitigation and/or adaptation), air quality, transport, water and/or chemicals. · interpretation and use of data, including spreadsheet modelling; · clear and concise report writing; ability to communicate with experts and non-experts.
EEOStatement	AMEC is committed to the principle of equal opportunity in employment.
BoilerPlateText	AMEC is a focused supplier of consultancy, engineering and project management services to its customers in the world's oil and gas, minerals and metals, clean energy, environment and infrastructure markets. With annual revenues of around £3 billion, AMEC designs, delivers and maintains strategic and complex assets and employs some 27,000 people in around 40 countries worldwide. See amec.com.

Our Environmental Policy and Economics Team provides technical and economic advice on the development of environmental policy and business response to policy at a strategic level. We work for clients such as the European Commission, various UK Central Government Departments and Agencies, European Agencies, as well as major private sector clients, national and international trade associations and other countries’ national governments. The team provides advice in the areas of climate change, air quality, industrial emissions, chemicals, water, transport, energy and waste. We have an excellent track record and reputation for innovative, objective and authoritative work, often assessing new legislation and regulatory reform based on economic principles. Our work covers a variety of environmental aspects for markets and industry sectors across Europe as well as more general public sector and welfare economics. We have several multi-year framework contracts in the UK and Europe to provide support such as cost-benefit analysis, impact assessment and other appraisals for major new European and international environmental policies. Through such contracts, we provide analysis that influences environmental policy at the highest level. We have recently appointed a Senior Economist and are looking to strengthen our team further by appointing a high-calibre, senior candidate to play a key role in delivering our ambitious 2015 strategy for consolidation and growth of our already well-respected business in environmental policy and economic analysis. This encompasses direct opportunities with external clients as well as provision of the team’s expert skills and experience to support a range of high profile projects undertaken by AMEC at an international level. The role will include business development, project delivery as well as management/direction of individual projects and providing technical direction to more junior staff. It may also involve staff management responsibilities. Typically we would expect around 10 years relevant experience to have the skills and knowledge to be successful in this role, but depth and breadth rather than length of experience will be considered when making recruitment decisions. You will be expected to have demonstrable experience in practical application of environmental economics to support policy development in a consultancy, government or industry role. You should also have excellent knowledge and skills in some or all of the following: · familiarity with undertaking impact assessments of policies at a UK and/or European level in accordance with relevant guidance; · use of analytical economic techniques including: survey design and execution, quantitative methods, market analysis, socio-economic analysis, and cost-benefit analysis; · familiarity with national and international sources of government and business statistics; · demonstrable knowledge of environmental policy in one or more of the following areas: climate change (mitigation and/or adaptation), air quality, transport, water and/or chemicals. · interpretation and use of data, including spreadsheet modelling; · clear and concise report writing; ability to communicate with experts and non-experts.
EEOStatement	AMEC is committed to the principle of equal opportunity in employment.
BoilerPlateText	AMEC is a focused supplier of consultancy, engineering and project management services to its customers in the world's oil and gas, minerals and metals, clean energy, environment and infrastructure markets. With annual revenues of around £3 billion, AMEC designs, delivers and maintains strategic and complex assets and employs some 27,000 people in around 40 countries worldwide. See amec.com.

The Company
AMEC is a focused supplier of high-value consultancy, engineering and project management services to the world's oil and gas, minerals and metals, clean energy, water and environmental sectors. Our environmental business in the UK forms part of a global Environment & Infrastructure division with 7,000 employees around the world.

Our Environmental Policy and Economics Team provides technical and economic advice on the development of environmental policy and business response to policy at a strategic level. We work for clients such as the European Commission, various UK Central Government Departments and Agencies, European Agencies, as well as major private sector clients, national and international trade associations and other countries' national governments. The team provides advice in the areas of climate change, air quality, industrial emissions, chemicals, water, transport, energy and waste.

We have an excellent track record and reputation for innovative, objective and authoritative work, often assessing new legislation and regulatory reform based on economic principles. Our work covers a variety of environmental aspects for markets and industry sectors across Europe as well as more general public sector and welfare economics.

We have several multi-year framework contracts in the UK and Europe to provide support such as cost-benefit analysis, impact assessment and other appraisals for major new European and international environmental policies. Through such contracts, we provide analysis that influences environmental policy at the highest level.

The Candidate
We have recently appointed a Senior Economist and are looking to strengthen our team further by appointing a high-calibre, senior candidate to play a key role in delivering our ambitious 2015 strategy for consolidation and growth of our already well-respected business in environmental policy and economic analysis. This encompasses direct opportunities with external clients as well as provision of the team's expert skills and experience to support a range of high profile projects undertaken by AMEC at an international level. The role will include business development, project delivery as well as management/direction of individual projects and providing technical direction to more junior staff. It may also involve staff management responsibilities.

You will be expected to have demonstrable experience in practical application of environmental economics to support policy development in a consultancy, government or industry role. You should also have excellent knowledge and skills in some or all of the following:
• familiarity with undertaking impact assessments of policies at a UK and/or European level in accordance with relevant guidance;
• use of analytical economic techniques including: survey design and execution, quantitative methods, market analysis, socio-economic analysis, and cost-benefit analysis;
• familiarity with national and international sources of government and business statistics;
• demonstrable knowledge of environmental policy in one or more of the following areas:
climate change (mitigation and/or adaptation), air quality, transport, water and/or chemicals.
• interpretation and use of data, including spreadsheet modelling;
• clear and concise report writing; ability to communicate with experts and non-experts.

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CHIEF ECONOMIST (Ref: CE501) | London | IGC

CHIEF ECONOMIST (Ref: CE501)

The IGC, an intergovernmental commodity body based in London, focuses on providing independent and authoritative information on world grain and oilseed market developments for dissemination to member governments, subscribers and the public. The Council, which administers the Grains Trade Convention, also monitors national grain policies, conducts surveys of the international grain economy and fosters co-operation between governments and the industry.

The Council has a vacancy for the post of Chief Economist who, reporting to the Executive Director, will be tasked to:

Lead the Council’s economic team in carrying out its market intelligence activities, including monitoring the global grain and oilseed situation and prospects, and further developing its extensive online information system

Formulate and implement the Secretariat’s economic work programme, including medium-term supply and demand projections, studies and other analytical projects

Develop the agendas for the Council’s market conditions discussions

Take full editorial responsibility for the Secretariat’s market reports and other documents

Assume a leading role in organising the IGC’s annual conferences, round tables and other events

Take on certain administrative responsibilities, including the preparation of documents for the Council and its committees.

Make presentations, as required, at international meetings

Maintain good contacts with representatives of IGC’s member countries, other relevant organisations and the media

The successful candidate will have:

A strong interest in global grain and oilseed issues, at least ten years’ relevant experience in the commodities sector at a senior level and good people management skills.

An advanced degree in Economics or closely-related discipline

Excellent drafting ability in English; knowledge of one of the Council’s other official languages (French, Russian, Spanish) will be an asset.

Please send a letter of application addressed to the Executive Director, accompanied by a curriculum vitae, to: igcrecruit2012@igc.int

Closing date for applications: 2 March 2012 (Please quote reference CE501)

N.B: All applicants must be a citizen of one of the IGC’s member states*. Only short-listed candidates will receive an acknowledgement.

For more information, please see: www.igc.int

*IGC members: Algeria, Argentina, Australia, Canada, Côte d’Ivoire, Cuba, Egypt (Arab Rep.), European Union, India, Iran (Islamic Rep.), Japan, Kazakhstan, Kenya, Korea (Rep.), Morocco, Norway, Pakistan, Russian Federation, Saudi Arabia, South Africa, Switzerland, Tunisia, Turkey, Ukraine, United States, Vatican City.

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