7 DAYS WORKSHOP

ON
FINANCIAL ECONOMETRICS AND ITS APPLICATIONS

Organised by
GOKHALE INSTITUTE OF POLITICS AND ECONOMICS (GIPE), PUNE

In collaboration with
THE INDIAN ECONOMETRIC SOCIETY (TIES)
On
29th August 4th September, 2016

About GIPE: Gokhale Institute of Politics and Economics (GIPE), Pune, is one of the oldest research and training
institutes in Economics in India. Although primarily a research institute, in recognition of the eminent and sustained
contribution to teaching, training and research in Economics since its inception and its potential to emerge as a centre of
excellence in the field of teaching and research in Economics, the UGC granted to the institute the status of a Deemed to
be University in 1993. Currently, GIPE offers one Ph.D and four master programs in the domain of Economics.
About TIES: The Indian Econometric Society (TIES) is one of the oldest and largest bodies of professional
econometricians and quantitative economists with more than 2000 members from all over India and abroad. TIES
regularly organises training programmes, workshops and conferences to promote the development of econometric
methodology and techniques.
About the Workshop: The aim of the workshop is to bring together researchers and doctoral students who are working
on financial data and want to employ econometric models in their research. It aims to provide a platform for discussing
various topics of financial econometrics and their applications to financial data. This workshop would provide hands on
experience on applications of various tools of financial econometrics to financial data through statistical softwares. The
participants will get a good training on theory of financial econometrics and their applications through software packages
like STATA and E-views. The programme will be delivered by reputed financial econometricians from TIES.
Registration Fee: Rs. 3000 for research scholars and faculty and Rs. 5000 for industry executives. The fee includes
boarding, lodging and conference kit during the programme.
Participants will be selected on first-cum-first basis and preference will be given to those who work in the area of banking
and finance. Participants are expected to have basic knowledge of Statistics and Econometrics. Participants are requested
to bring their own laptops with STATA and EVIEWS installed.
How to Apply: Interested candidates should get registered themselves by emailing duly filled application form to
ksreddy@gipe.ac.in on or before 2nd August, 2016. Selected candidates will be informed through mail by 4 th August, and
they have to be registered by paying registration fee by 10th August. The fee should be paid through Demand Draft in
favour of Gokhale Institute of Politics and Economics payable at Pune and should reach GIPE by 10 th August.
Participant can also make payment online through NEFT and should mail the scanned/printout of the payment details on
or before 10th August, 2016.
The broad themes of the workshop would include:
Regression applications in Finance; Univariate Time Series Models; Unit Roots; Cointegration Models; Vector Auto
Regression Models; Impulse Response Functions and Variance Decompositions; Testing Rationality and Market
Efficiency; Models of Volatility; ARIMA and Forecasting Models; High Frequency Data Models; Principal Components
Analysis; Robust Estimation; Panel Data Applications
Important Dates:

All communications shall be addressed to:

Last date for registration: 2nd August, 2016
Last date for paying fee: 10th August, 2106
Dr. Kalluru Siva Reddy
Last date for receiving registration fee 10th August
Workshop Coordinator
2016.
Gokhale Institute of Politics and Economics
Deccan Gymkhana, Pune 411004
Phone: +91 20 25654288, 25654289, 25661367 Fax: +91 20 25652579
Email: ksreddy@gipe.ac.in; sivareddykalluru@gmail.com
Mobile: +919545118639
Website: www.gipe.ac.in
1

WORKSHOP ON FINANCIAL ECONOMETRICS AND ITS APPLICATIONS

Organised By
Gokhale Institute of Politics and Economics (GIPE)
In collaboration with
The Indian Econometric Society (TIES)
On
(29th August 4th September, 2016)

1. Name (in capital letters)___________________________________

2. Qualification: ________________________________________
3. Designation: ________________________________________
4. Organisation: _____________________________________
5. Department: _________________________________
6. Mobile: _________________________________
7. Email:______________________________

Please mail your registration form to:

Dr. K S Reddy,
Gokhale Institute of Politics and Economics
Deccan Gymkhana, Pune 411004
Phone: +91 20 25654288, 25654289, 25661367 Fax: +91 20 25652579
You can also mail your filled application to ksreddy@gipe.ac.in
Note: Selected candidates will be informed through mail to pay registration fee.