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:
There's an impressive line-up of keynote speakers:
© 2014, David E. Giles
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)
