Peter C. B. Phillips (Yale) lecture , St Andrews, 20 May 2016 and SIRE CDMA workshop
SIRE/SGPE Numerical Methods Boot Camp, University of Edinburgh, 13-17 June 2016

The School of Economics and Finance in the University of St Andrews will host the 3rd SIRE Econometrics Lecture, to be delivered by Professor Peter C.B. Phillips (Yale University, University of Auckland, University of Southampton & Singapore Management University), and the SIRE-funded Centre of Dynamic Macroeconomic Analysis Workshop on Time Series Econometrics

Professor Phillips is distinguished by the many original and path-breaking papers he has written across Econometrics and Statistics, and is probably most noted for his sustained role over thirty years (and counting) in the development of the statistical underpinnings of unit root and co-integration econometrics.  Other speakers include Liudas Giraitis (QMUL), Tassos Magdalinos (Soton) and Xiaohu Wang (CUHK).

Registration is free.  All welcome.  Kick-off is 2.30pm.  

Latest update: the lecture by Prof. Peter Philips is entitled 'Denis Sargan and 21st Century Econometrics'

A limited travel fund for PhDs and academics based at SIRE universities is now made available by SIRE.

If you wish to attend this event please e-mail



SIRE/SGPE are organising the Numerical Methods Boot Camp, between 13-17th June 2016 from 10am - 5pm at the University of Edinburgh.

This will be taught by Dr. Pontus Rendahl (Cambridge University). This course is suitable for PhD students and for academic staff.

There will be two sessions each day for five days: The before lunch session is a 2-3h lecture, and the after lunch session is a 2-3h exercise using Matlab. For those who have no familiarity with Matlab some introductory material will be provided for review before the bootcamp starts.

A provisional set of topics is as follows:

  • Day 1: Linearization methods for Rational Expectation models. Exercise: Solving some typical linear rational expectation models.
  • Day 2: Markov switching linear RE models. Exercise: Solving Eggertson 2011 (or something like that).
  • Day 3: Introduction to nonlinear rational expectation models. Exercise: Solving systems of nonlinear equations; functional approximation.
  • Day 4: Solving nonlinear rational expectation models with and without inequality constraints. Exercise: Solving a stochastic growth model with irreversible investment.
  • Day 5: An introduction to incomplete markets/heterogenous agents models. Exercise: Solving an Aiyagari style model (possible Krusell and Smith).

Travel and, if justified, accommodation costs, can be offered to staff and PhD students affiliated to an Economics department at a university in Scotland.

Details of how to book are available from the Eventbrite booking page

NOTE: WAITING LIST IN OPERATION!. If you are interested in attending please contact

European Workshop of General Equilibrium Theory, University of Glasgow, 16-18 June 2016
Workshop on Recent Developments in Behavioural Economics and Mechanism Design University of Glasgow, 24-25 June 2016

The University of Glasgow invites you to attend the 25th European Workshop of General Equilibrium Theory from Thursday 16th June 2016 (12.00 am) to Saturday 18th June 2016 (16.00 pm).

The Workshop allows participants to present and be informed of the latest developments in general equilibrium theory and its applications in other areas of economics, such as financial markets, decision theory, game theory, economics of information, contract theory, microeconomic theory, public economic theory, theory of finance, networks, macroeconomic and monetary theory.

The event will be held at the Adam Smith Business School at the main campus (Gilbert Scott Building).

Plenary talks
Since 2003, the EWGET features two invited Plenary Lectures, the Lecture in Honor of Gerard Debreu and a University Lecture, both presented by distinguished scholars in the field of mathematical economics.
We are pleased to confirm that this year's plenary speakers are:

We have funds to cover accommodation for all presenters for two nights. If you need to stay for a further night, due to travel arrangements, please let us know as soon as possible and we will try to make these arrangements for you. However, you should cover the extra cost with your funds.

Conference website

SIRE is pleased to announce that the full programme is now available.

Keynote speakers are Christopher Chambers of University of California, San Diego and Geoffroy de Clippel of Brown University and Yuval Salant of Northwestern University.

The workshop will aim to provide a forum for microeconomic theorists with an interest in behavioural economics and mechanism design working in Scottish/UK Universities for interaction with each other and with distinguished keynote speakers. And also to provide an opportunity for PhD students in Glasgow and other Scottish universities to interact with distinguished keynote speakers and faculty working in behavioural economics and mechanism design.

Subject to availability, we will aim to refund reasonable travel expenses (equivalent to 2nd class rail fare) to academics and PhD students from SIRE universities who wish to attend, although those offering a paper will be given preference.

If you would like to register for this workshop or require further details then please contact our event administrator, Mrs Christine Haley, by email: . Please also indicate whether you would like to attend only the first day, second day or both days of the event for planning purpose.

Registration will close on Friday 17th June.

Download the announcement