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