10th BMRC-DEMS Conference

Starts: Wednesday 28 May 2014 9:00 am
Ends: Friday 30 May 2014 3:00 pm
Event type Conference
Location Brunel University
Organised by the Brunel Macroeconomics Research Centre and the Department of Economics, Management and Statistics (DEMS), University of Milano, Bicocca

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

The Brunel Macroeconomics Research Centre and the Department of Economics, Management and Statistics (DEMS), University of Milano, Bicocca jointly organize a three day conference on Macro and Financial Economics/Econometrics on Wednesday, Thursday and Friday 28-30th of May, 2014 at Brunel University, London (UK).
 

The aim of the conference is to bring together researchers and practitioners from a variety of fields and countries, to discuss and exchange ideas.
 

A conference fee of 100 GBP will be charged to cover lunch, dinner and other expenses.
 

The Conference Organizers are planning to develop special issues of the JEF, JTSA and QASS based on the themes of this international conference.

The goal would be to publish the special issues in 2015.

Participants are also invited to submit to the SNDE journal: Studies in Nonlinear Dynamics and Econometrics.

Updates of the conference program will be made available on line:

http://www.qass.org.uk/conference.htm

http://www.brunel.ac.uk/sss/economics/research-and-research-centres/bmrc

    

Local Organizer:
Menelaos Karanasos (Brunel University)

Co-Organizers:
R. Barrell, E. Dioikitopoulos, A. Canepa, A. Kartsaklas and F. Menla Ali (Brunel University)

QASS Organizer:
Marika Karanassou

International Co-Organizers:
Richard Baillie (USA) - Journal of Empirical Finance (JEF);
Robert Taylor (UK) - Journal of Time Series Analysis (JTSA);
Claudio Morana (Italy) (SNDE)

 

KEYNOTE SPEAKERS

R. BAILLIE (Michigan State University)
V. CORRADI (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)
A. RAHBEK (Copenhagen University)
P. ZAFFARONI (Imperial College, London)
J.-M. ZAKOIAN (CREST, Paris)


INVITED SPEAKERS

Y. AKSOY (Birkbeck College, University of London)
J. CASTLE (University of Oxford)
C. CONRAD (University of Heidelberg)
R. GIACOMINI (UCL)
C. MORANA (University of Milano-Bicocca)
X. RAURICH (University of Barcelona)
S. WRIGHT (Birkbeck College, University of London)


Please submit papers in the pdf format to:
BMR-Centre@brunel.ac.uk
no later than April 24.
You will receive notification of acceptance by April 28, 2014.

  

CONFERENCE THEMES

We welcome submissions of papers on any aspects of recent theoretical and empirical developments in macro and financial economics and econometrics, especially those that relate to:

-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

 

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.

 

CONFERENCE PROGRAMMES

BMRC-DEMS Conference Main Program 28 and 29 May
BMRC-DEMS Conference Main Program 30 May

BMRC-DEMS Conference Parallel Program 28 May
BMRC-DEMS Conference Parallel Program 29 May
BMRC-DEMS Conference Parallel Program 30 May

 

    

Page last updated: Wednesday 28 May 2014