Thursday, February 6, 2014

Conference on Macro & Financial Economics/Econometrics

The 10th BMRC-DEMS Conference is being held at Brunel University, London (U.K.), at the end of May this year. Details can be found here.

The conference themes include a number of important topics:
  • Recent developments in time-varying and nonlinear models
  • Economic dynamics and smooth transition modeling
  • Structural breaks in financial time series
  • Dynamic structural financial and macroeconometric modeling
  • Macro-financial modeling 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
  • Modeling dynamic correlations during financial crises
  • Boom-bust cycles and the linkage between financial and real activity
  • Early warning indicators of economic and financial instability

There's an impressive line-up of keynote speakers:
  • R. Baillie (Michigan State University)
  • V. CorradiI (University of Surrey)
  • C. Francq (University of Lille 3)
  • M. Hallin (ECARES, Brussels)
  • A. Harvey (University of Cambridge)
  • D. Hendry (University of Oxford)
  • G. Melard (ECARES, Brussels)
  • P. Minford (Cardiff University)
  • R. Taylor (University of Essex)
  • S. Wright (Birkbeck College, University of London)
  • P. Zaffaroni (Imperial College, London)
  • J.-M. Zakoian (CREST, Paris)


© 2014, David E. Giles

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