10

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