Macro and Financial Econometrics Conference

Call for papers:


The Alfred-Weber-Institute for Economics at Heidelberg University and Quantitative and Qualitative Analysis in Social Sciences (QASS) jointly organize a two day conference on


Macro and Financial Econometrics


September 29 and 30, 2011, Heidelberg, Germany


 Keynote Speakers


Jörg Breitung (University of Bonn)

George Kapetanios (Queen Mary, University of London)

Enno Mammen (University of Mannheim)

Anders Rahbek (University of Copenhagen)

Kevin Sheppard (Oxford University)

Paolo Zaffaroni (Imperial College London)


Submission of Papers

We invite submissions in all areas of macro and financial econometrics, including:


·       The modelling of long term financial volatility

·       Dynamic correlations and volatility spillovers in times of financial turmoil

·       The risk-return relationship

·       Inflation persistence

·       Central Bank communication

·       Taylor rules


Conference Venue: Heidelberg University, Germany


Conference Chairmen:

Christian Conrad (Heidelberg University and QASS Journal)

Menelaos Karanasos (Brunel University and QASS Journal)

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Latest Revision: 2017-06-22
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