XIME Announces a 2-Day Workshop On APPLIED ECONOMETRICS. For Business & Finance

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1 XIME Announces a 2-Day Workshop On APPLIED ECONOMETRICS For Business & Finance at XIME, CHENNAI JANUARY 27-28, 2017

2 About XIME XIME is one of the top Business Schools in South India with campuses in Bangalore, Kochi and Chennai. Founded in 1991 by a group of leading academicians and public spirited men, it had an impressive growth in the last 25 years. Prof. J. Philip, Former Director of IIM Bangalore, provided the leadership in founding, nurturing and developing this Institution. Its flagship programme is the two-year Post-Graduate Diploma in Management (PGDM) approved by AICTE. XIME admits 180 students a year at Bangalore and 120 at Kochi. XIME enjoys a high level of acceptance in the profession, as shown by its rankings among B-schools in India. The two most recent ones among them are: the ranking as the 13th best B-School in India by Eduniversal, an international agency based in Paris; and the 30th rank awarded to it by the Ministry of HRD, Government of India, in the first ever official Indian ranking of over 3500 business schools in India (April 2016). Introduction XIME, Chennai takes pleasure to organize a two-day workshop on Applied Econometrics for Business and Finance. Econometrics is the application of statistical and mathematical methods to test and quantify economic hypothesis and finds solutions to research problems. Econometrics has become an integral part of training in modern business, economics and finance. The workshop aims to familiarize the participants with techniques of analyzing data related to financial markets. This will enable participants to understand the dynamics of the financial markets by interpreting the trends and patterns evolving from observable data. This workshop will deliberate on the standard financial econometrics tools which are used by the business analytics professionals for monitoring and assessing their business and financial performances as compared with peers so that early warnings and signals are used for devising appropriate corporate strategies. The workshop will be beneficial to young researchers and teachers to gain exposure in applied financial econometrics, computer applications and empirical analysis. Besides, the workshop provides a platform for the academicians, research analysts and student community to learn the developments in theoretical tools and empirical methods with special focus on Bivariate and Multivariate models and Time-Varying Conditional Variance models in business, finance and economic research. The methodology of the workshop involves hands-on instruction on empirical applications using relevant software, viz. E-Views and STATA. Objective of the Workshop The primary objective of the workshop is to provide orientation in essential Applied Time-Series Econometrics relevant for research in Business, Finance and Economics. The programme is designed to provide participants with the

3 (I) Get the participants acquainted with current research in time series econometrics. (ii) Develop a comprehensive set of tools and techniques for analyzing various forms of univariate and multivariate time series models for understanding the current literature in applied time series econometrics (iii) Practical application of time series econometrics through EVIEWS and STATA. By the end of the workshop, participants should be in a position to use various statistical techniques. Topics to be Covered The programme would train the participants on the following themes: Ÿ Stationarity and Non-Stationarity Time-Series Ÿ Testing for Unit Roots Ÿ Cointegration Ÿ Causality tests: Vector Auto Regressions (VAR) Model and Vector Error Correction Model (VECM) Ÿ ARMA & ARIMA Models Ÿ ARCH, GARCH and Asymmetric GARCH Models Ÿ Time Series Forecasting Target Participants Ÿ Academicians: University/B-School and College Teachers Ÿ Research Scholars who are in the process of getting their doctoral degrees Ÿ Research Analysts/Business Analysts working in financial institutions such as mutual funds, banks, rating agencies and consulting firms Programme Fee Business & Research Analysts: Rs. 5000/- University/B-School and College Teachers: Rs. 4000/- Research Scholars/Post-Graduate Students: Rs. 3200/- Campus accommodation can be provided to those who need it on an additional payment of Rs.1000/- per person on twin sharing basis for the duration of the workshop. For single accommodation the payment will be Rs.1500/- per person.

4 Individuals/Organizations desirous of participation in this program are requested to intimate the same through an to and pay the requisite registration fee through a Demand Draft in favour of XIME, Bangalore. Those who require accommodation, have pay the additional fee along with the registration fee trough Demand Draft (DD). Alternately payable by NEFT/RTGS for which the account details will be furnished by on request. Venue Xavier Institute of Management & Entrepreneurship (XIME), Plot No: CP 2A, SIPCOT, Industrial park,oragadam, Near Royal Enfield Factory, Kanchipuram District, Chennai, Tamil Nadu, India Resource Persons Prof. K. R. Shanmugam is presently working as professor of Finance at institute of Financial Management and Research(IFMR).Dr Shanmugam has more than 15 years of experience in teaching and research in areas of public Economics,Indian Public Finance,Financial Economics,Financial Mathematics,Economics of Insurance,Life and Health Insurance,Microeconomics,Applied Econometrics,Econometric methods,statistical Methods,Optimization Techniques,Cost Benefit Analysis.His work experience includes the position of Director of Madras School of Economics from 2012 to 2015.He has very good publication record and also involved in lot of research projects.he served as Treasurer of the Indian Econometric Society and member of various committees of Government and Academic institutions.his areas of interest include Public Finance,Finance,Macro Economic models,applied Econometrics,Economics of Human Resources and Environmental Economics. Dr. P. Srinivasan is an Assistant Professor of Economics & Finance at Xavier Institute of Management & Entrepreneurship (XIME), Bangalore, Karnataka, India. He holds a doctoral degree from Pondicherry University. His specializations include Managerial Economics, Financial Economics, Applied Econometrics, International Economics and Public Finance. He has published more than 40 research papers in various reputed refereed national and international journals. He has conducted several faculty development programmes in the area of applied econometrics and advanced research. And he has been the key resource person of several workshops on research methodology.

5 Feedback from earlier programme participants: Excellent training programme. Thank you so much! I learned a lot. One of the best trainings I have attended Dr. Mohammad Masudur Rahman, Zhejiang A&F University & Bangladesh Trade Portal Project, Dhaka, Bangladesh. Exceptionally knowledgable instructors with excellent presentation skills. Their ability to recognize the needs of the participants and adapt was appreciated Dr. Laila Ajuman Ara, Associate Professor, Southeast University, Dhaka, Bangladesh. Very well structured and delivered Dr. Udai Damodaran, Professor, XLRI, Jamshedpur. A compact program and well designed Dr. Suma Damodaran, Professor, XLRI, Jamshedpur. Use of IT blended with knowledge of Economics & Mathematics and usage of statistical tools to increase research productivity using time-series study with difference models with a practical application. Thank You Shruthi Prabhakar, PES College, Bangalore. Got to know what happens to the data set behind the screen of the software through this workshop. Thank You Chetan G. K. Assistant Professor, KIAMS, Bangalore Very Good programme, it helped me lot for my research, please continue in future also. Sharath Kumara, PhD Scholar, Karnataka University Enriching and Informative Assistant Professor, IFIM Business School, Bangalore. Good Intellectual opportunity of leaning and very equipped Resource Persons Prof. Nusrathunnisa, School of Business, Alliance University, Bangalore. For registration and other information, contact Dr. P. Srinivasan Programme Coordinator Faculty of Economics & Finance Xavier Institute of Management & Entrepreneurship Electronic City, Phase II, Hosur Road Bangalore , Karnataka, India srinivasaneco@gmail.com Mobile: ;