11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics, 18-19th of May 2015

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The Brunel Macroeconomics Research Centre (and the Centre for Empirical Finance) and the Department of Economics, Management and Statistics (DEMS), University of Milano-Bicocca, jointly organize a two days conference on Macro and Financial Economics/Econometrics on Monday and Tuesday 18-19th of May, 2015 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.


*** Register for the conference here ***
For the conference programme on the 18th of May please download the files below:
BMRC-DEMS 11th Conference-Main-Program-18th
BMRC-DEMS 11th Conference-Parallel-Program I-18th
BMRC-DEMS 11th Conference-Parallel-II-Program-18th
For the conference programme on the 19th of May please download the file below:
BMRC-DEMS 11 Conference-Main-Program-19th
Richard Baillie (Queen Mary, UK; Michigan State University, USA)  
Paul De Grauwe (LSE, UK) Presentation_De Grauwe_ppt
(Discussant: Ray Barrell Presentation_Barrell_ppt)
Søren Hvidkjaer (Copenhagen University, Denmark)
Cesare Robotti (Imperial College London, UK) Psesentation_Robotti_pdf
Barbara Rossi (University of Pompeu Fabra, Spain) Presentation_Rossi_pdf
Stephen Satchell (University of Sydney, Australia)  Presentation_Satchell_ppt
Enrique Sentana (CEMFI, Spain)
Robert Taylor (University of Essex, UK)
Christian Conrad (University of Heidelberg, Germany)
Richard Dennis (University of Glasgow, UK)
Massimo Giuliodori (Amsterdam School of Economics, Netherlands)
Niels Haldrup (Creates, Aarhus University, Denmark)
Michael Lamla (University of Essex, UK)
Asger Lunde (Creates, Aarhus University, Denmark)    Presentation_Lunde_pdf
Claudio Morana (University of Milan-Bicocca, Italy)
Rod McCrorie (University of St Andrews, UK)
Ivan Paya (Lancaster University, UK)
Alessio Sancetta (Royal Holloway University of London, UK) 
Melanie Schienle  (University of Hanover, Germany)
Giovanni Urga (Cass Business School, UK)
Sponsored by the Society of Nonlinear Dynamics and Econometrics (SNDE) and the Money Macro and Finance Research  Group (MMF)
Brunel Macroeconomics Research Centre (Director Menelaos Karanasos)
Centre for Empirical Finance (Director Guglielmo-Maria Caporale)
Richard Baillie (Journal of Empirical Finance, Editor)  
Claudio Morana (DEMS)
Robert Taylor  (Journal of Time Series Analysis, Editor)
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
CALL FOR PAPERS (Deadline: 24th of April)
Please fill in the submission form
For enquiries: info@econometricopedia.com
Notification of acceptance: April 28, 2015.
A conference fee of 50 GBP will be charged to cover lunch and other expenses.
For further details regarding the conference please download the pdf file below:
Rooms are available on campus: in the Lancaster Hotel and Spa more suitable for delegates sharing or travelling with family. All rooms are modern rooms with en-suite bathrooms. The rates are as follows:
  • Double Room Lancaster Suite – £95 without breakfast
  • Single Room Lancaster Suite – £60 without breakfast
These rooms can be booked by email (lancaster-suite@brunel.ac.uk) or alternatively call 01895 268006.
All prices include VAT. Generally bookings are made by delegates using credit cards but special arrangements can be made for invoicing organisations and companies but not individuals.
All rooms in the Lancaster Suite are on campus and in easy walking distance of the Gaskell Building where the conference is being held.
 Delegates who would prefer to stay in a local hotel can try the following, but should book directly:
More information about the University’s location and transport connections can be found here, including Local Accommodation.  To download Brunel Campus map please click here.
Previous conferences can be found at:
Videos from last year’s conference:

The talks by Professor Richard Baillie, Professor Anders Rahbek and Professor Andrew Harvey.



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