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Description: Description: Description: Description: Description: Description: Description: Description: C:\Users\Siming Liu\Desktop\images\spirallogo.gifQASS

CALL FOR PAPERS

 

BMRC-DEMS Conference on Macro and Financial Economics/Econometrics

 

 

BMRC-DEMS Conference-Main-Program-28-29

BMRC-DEMS Conference-Main-Program-30

 

 

BMRC-DEMS Conference-Parallel-Program-28th May

BMRC-DEMS Conference-Parallel-Program-29 May

BMRC-DEMS Conference-Parallel-Program-30 May

 

Special issue(s) of: Journal of Time Series Analysis; Journal of Empirical Finance; Quantitative and Qualitative Analysis in Social Sciences. Participants are also invited to submit to the Studies in Nonlinear Dynamics and Econometrics journal.

Brunel University,

May 28-30, 2014

 

Sponsored by the Society of Nonlinear Dynamics and Econometrics (SNDE) and The Money Macro and Finance Research Group (MMF)

 

PROGRAMME

 

The Brunel Macroeconomic Research Centre and the Department of Economics, Management and Statistics (DEMS), University of Milano-Bicocca, jointly organise a three days conference on Macro and Financial Economics/Econometrics on Wednesday, Thursday and Friday 28-30th of May at Brunel University.

Keynote Speakers:

 

         R. Baillie (Michigan State University, USA)

         V. Corradi (University of Surrey)

         Jean-Marie Dufour (McGill University)

         C. Francq (University of Lille 3, France)

         M. Hallin (ECARES, Brussels, Belgium)

         A. Harvey (University of Cambridge)

         D. Hendry (University of Oxford)

         G. Melard (ECARES, Brussels, Belgium)

         P. Minford (Cardiff University)

         A. Rahbek (University of Copenhagen, Denmark)

         P. Zaffaroni (Imperial College, London)

         J-M. Zakoian (CREST, Paris, France)

Invited Speakers:

 

  • Y. Aksoy (Birkbeck College, University of London)
  • J. Castle (University of Oxford)
  • C. Conrad (University of Heidelberg, Germany)
  • R. Giacomini (UCL)
  • C. Morana (University of Milano-Bicocca)
  • X. Raurich (University of Barcelona)
  • S. Wright (Birkbeck College, University of London)

 

 

Special Session (Commodities)

 

Submission of Papers

 

We invite submissions in all areas of macro and financial economics/ econometrics, including:

 

-Recent developments in time-varying and nonlinear models

-Economic dynamics and smooth transition modelling

-Structural breaks in financial time series

-Dynamic structural financial and macroeconometric modelling

-Macro-financial modelling using mixed frequency data

-Monetary policy and risk taking

-Fiscal policy, financial development and growth

-Macro-finance interface

-Asset pricing models with time-varying moments

-Financial markets volatility and macroeconomic activity

-Financial crash, stock, bond and commodity prices

-Modelling dynamic correlations during financial crises

-Boom-bust cycles and the linkage between financial and real activity

-Early warning indicators of economic and financial instability

 

Papers can be submitted in pdf format to

 

BMR-Centre@brunel.ac.uk

 

Selected papers from the conference will be published in a special issue of JTSA, JEF and QASS.

Please indicate whether you would like your paper to be considered for publication.

 

The deadline for submission is April 24, 2014. Decisions will be made by April 28, 2014. A conference fee of 100 pounds will be charged to cover lunch, dinner and other expenses.

 

Local Organiser:

Menelaos Karanasos (Brunel University and QASS journal)

 

Co-organisers (Brunel University):

Ray Barrell, Alessandra Canepa, Evangelos Dioikitopoulos, Aris Kartsaklas, Russ Moro and Faek Menla Ali.

 

International Co-organisers:

 

Richard Baillie (Michigan State University, USA)-Journal of Empirical Finance

Robert Taylor (University of Essex)-Journal of Time Series Analysis

Claudio Morana (University of Milano-Bicocca, Italy)-SNDE

 

QASS Organiser

Marika Karanassou (Queen Mary, University of London)

 

The opening session will be on the 28th of May 11.50-13.30.

 

The last session on the 28th of May (16.00-18.00) will be a joint CEF-MMF/BMRC-DEMS session

 

 

 

 

ISSN: 1752-8925 Online Date: Tuesday, October, 24, 2006

qass.org.uk All Rights Reserved.