The Alfred-Weber-Institute for Economics at Heidelberg University and QASS

jointly organize a two day conference on


Macro and Financial Econometrics


September 29 and 30, 2011, Heidelberg, Germany


Keynote Speakers


Joerg Breitung (University of Bonn)

George Kapetanios (Queen Mary, University of London)

Enno Mammen (University of Mainnheim)

Anders Rahbek (University of Copenhagen)

Kevin Sheppard (Oxford University)

Paolo Zaffaroni (Imperial College, London)



Submission of Papers


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


         The modelling of long term financial volatility

         Dynamic correlations and volatility spillovers in times of financial turmoil

         The risk-return relationship

         Inflation persistence

         Central Bank communication

         Taylor rules



Please submit the paper as pdf file to


The deadline for submission is July 31, 2011. Decisions will be made by August 15, 2011. A conference fee will not be charged.


Conference Venue: Heidelberg University, Germany


Conference Website:


Conference Chairmen:


Christian Conrad (Heidelberg University and QASS journal)

Menelaos Karanasos (Brunel University and QASS journal)










ISSN: 1752-8925 Online Date: Tuesday, October, 24, 2006 All Rights Reserved.