Bishop-staff@brunel.ac.uk

 

Brunel University - West London

 

http://www.qass.org.uk/images/spirallogo.gif  QASS

Conference on “Macro and Financial Economics”

May 24, 2012

 

PROVISIONAL PROGRAMME

Main Session (Invited Papers)

Gaskell Building, Room  239

 

9.30-10.00: Coffee Reception

FINANCIAL ECONOMICS 1.  Chair:  Dr John Hunter  (Brunel University)

10.00-10.30

George Kapetanios (Queen Mary, University of London):  Inference on Stochastic Time-Varying Coefficient Models (KEYNOTE SPEAKER)

10.30-11.00

Manthos Delis (CASS Business School, London): Foreign Bank Ownership and Income Inequality

11.00-11.30

Christopher Martin (University of Bath): Financial Stress and Macroeconomic Vulnerability

 

11.30-12.00:  Coffee Break

FINANCIAL ECONOMICS 2.  Chair:  Prof. Menelaos Karanasos (Brunel University)

12.00-12.30

Sanjay Banerji (University of Nottingham): Intrinsic Cycles

12.30-13.00

Allesandro Beber (CASS Business School, London): Where Are We and Where Are We Headed? Macroeconomic Fundamentals, Macroeconomic Uncertainty, and Asset Markets (KEYNOTE SPEAKER)

13.00-13.30

Peter Reinhard Hansen (Stanford University, US): Choice of Sample Split in Out-of-Sample Forecast Evaluation (KEYNOTE SPEAKER)

 

13.30-14.30: Lunch (GB239)

ECONOMICS. Chair:  Prof. Ray Barrell (Brunel University)

14.30-15.00

Yiannis Vailakis (University of Exeter):  Refining not-too-tight Debt Constraints

15.00-15.30

Jean-Bernard Chatelain (Université Paris 1 Panthéon Sorbonne): The Failure of Financial Macroeconomics and What to Do About It.

15.30-16.00

Herakles Polemarchakis (University of Warwick): Perils for Quantitative Easing (KEYNOTE SPEAKER)

 

16.00-16.30: Coffee Break:

BANK REGULATION. Chair:  Prof. Sugata Ghosh (Brunel University)

16.30-17.00

Misa Tanaka (Bank of England):  The Instruments of Macro-Prudential Policy

17.30-18.00

Ray Barrell (Brunel University, London): Macro-Prudential Policy, Costs and Benefits

18.00-18.30

Richard Reid (International Centre for Financial Regulation): What is the Price of Basel III? An analysis of the Impact of Basel III on the Real Economy

 

Dinner: 19.30