Meetings archive

Meetings 2014

MMF Economic Policy Seminar - Spring 2014

Hosted: School of Economics and Finance Queen Mary University of London

Interest Rate Normalisation
Friday 21 February 2014

At the David Sizer Lecture Theatre, Ground Floor of Francis Bancroft Building, Queen Mary, University of London, Mile End Road, London E1 4NS

Programme

13:00-14:00 Lunch
14:00-15:30 Session I 
Martin Weale (MPC, Bank of England and QMUL) “Forward Guidance and its Effects”.
Bill Allen (Cass) “The next reactivation of monetary policy”
Shamik Dahr (Aviva Investors and MMF) “What is normal, anyway?”15:30-16:00 Coffee break 
16:00-17:30 Session II 
Simon Wren Lewis (Oxford) "The idea of secular stagnation is fashionable, but does it make sense?”
Alex Michaelides (Imperial) "Policy lessons from Cyprus"
Richard Barwell (RBS Capital Markets) "Interest rate normalisation: a markets perspective”17:30 End of Seminar and Drinks.

Organisers: Francis Breedon (QMUL), Jagjit Chadha (Kent and MMF), Georgios Chortoreas (Kings College London and MMF), Haroon Mumtaz (QMUL) and Kevin Sheedy (LSE and MMF).This is the first MMF-QMUL Economic Policy Seminar, which will be running regularly three to four times per year and is open to all UK-based academics and research students. Please register your plan to http://econ.qmul.ac.uk/events/mmf-seminars.html. The MMF can support off-peak train travel for academics to this seminar if your host institution cannot fund your travel.


PhD MACROECONOMIC WORKSHOP

“Recent Developments in Money, Macroeconomics and Finance” 
Warwick, 31st March to 1st April

Sponsored by the Money, Macro, Finance Group, the Centre for Competitive Advantage in the Global Economy (CAGE) at the University of Warwick, Warwick Business School and the Bank of England.

Together with colleagues at the University of Warwick and the Bank of England, the Money Macro and Finance group, MMF, are launching an annual workshop for UK-based PhD economists in the broad fields of money, macro and finance.

The main objective of the workshop is to provide advanced PhD economists, about to go on the job market, an opportunity to present their research to their peers and leading researchers in the field in order to obtain feedback and practice the presentation of their key research ideas. An added bonus is that it allows for some early dissemination of these ideas across the research and policy-making community. As well as senior academics, the conference will be attended by economists from the Bank of England and H M Treasury.

We invite submissions of complete papers from PhD students who are registered for their research degree at UK institutions of higher education. Topic areas may include but are not confined to macroeconomic theory, time series, panel data and Bayesian macro-econometrics and economic and financial history. Attendees should note that they may be asked to discuss a paper. The costs of attendance at the conference will be met by the sponsors. Should you wish simply to attend please contact the organisers directly.

The Scientific Committee for the conference in 2014 comprises: Jagjit Chadha (Kent and MMF); Martin Ellison (Oxford and MMF); Kevin Lee (Nottingham and MMF); Michael McMahon (Warwick and MMF); Stephen Millard (Bank of England and Durham); James Mitchell (WBS); Kris Mitchener (CAGE, Warwick) and Michael Moore (WBS).

The deadline for the submission of papers is January 15, 2014. Please submit papers along with a covering letter confirming your status in an email with “PhD Conference Submission” in the Subject Heading, to This email address is being protected from spambots. You need JavaScript enabled to view it.. Authors will be notified by February 21, 2014 and the programme published shortly thereafter.


Conference on Monetary Analysis and Monetary Policy Frameworks

Organised by David Cobham (Heriot-Watt University) 
Wednesday-Thursday 9-10 April 
The Point Hotel, Bread Street, EdinburghKeynote lectures by Ben Friedman and Charles Goodhart, papers by economists from Bank of England, European Central Bank, Bank for International Settlements and academePreceded by PhD training sessions on part of the Wednesday (and incorporating poster session for PhD students on the Thursday)For further details see http://www.sml.hw.ac.uk/departments/accountancy-economics-finance/conference-monetary-analysis-monetary-policy-frameworks.htm

Birmingham Econometrics and Macroeconomics Conference
6-7 May 2104
More Details


CALL FOR PAPERS 
CONFERENCE ON CHINA AFTER 35 YEARS OF ECONOMIC TRANSITION 
8-9 May 2014,

London Metropolitan University, 84 Moorgate London, UK, EC2M 6SQ

London Metropolitan University through its Centre for International Capital Markets is hosting a conference "China after 35 Years of Economic Transition"

The conference will provide a platform for experts, academics, and policy makers to exchange their in-depth insights on all aspects of Chinese economic and social transformation since 1978 and evaluate the prospects for the decades ahead.

Papers on the following issues about China are particularly welcome: Economic growth and inequality, Monetary and fiscal policy, Exchange rate determination and policy, Banking and financial markets, International trade and capital flows, International financial Integration Demographics, Pension and health systems, Environment, energy and sustainability, State owned enterprises and privatisation Corporate governance and social responsibility, Institutional development, International political economy, Comparative economic development

CONFERENCE ORGANISERS
Centre for International Capital Markets, London Metropolitan University
Centre for Empirical Finance, Brunel University, London
The Bank of Finland Institute for Economies in Transition (BOFIT)

Conference Chair: Dr Kefei You (Director, Centre for International Capital Markets)
Co-Chair: Professor Guglielmo Maria Caporale (Director, Centre for Empirical Finance)

KEYNOTE SPEAKERS
Professor Catherine Schenk, Dean for Research, College of Social Sciences, University of Glasgow
Mr Xianhong Deng, Vice Chairman of the State Administration of Foreign Exchange, China

SPECIAL ISSUE OF CHINA ECONOMIC REVIEW 
Selected papers presented at the conference will be published in a special issue of China Economic Review. Guest Editor: Professor Guglielmo Maria Caporale Co-Editor: Dr Kefei You

SCIENTIFIC COMMITTEE
Chair: Professor Guglielmo Maria Caporale Co-Chair: Dr Kefei You

SUBMISSION GUIDELINES 
Abstracts should be submitted to This email address is being protected from spambots. You need JavaScript enabled to view it. following the instructions below:

Word Limits: Titles are limited to 30 words. The abstract text body is limited to 500 words.
Abstract Submission Deadline: 31 Jan 2014
Submission Confirmation: After submission of the abstract, a confirmation email will be sent to the abstract submitter. 
Notification of acceptance of abstracts 28 Feb 2014 Please note that submission of full papers, if they are available by 31 Jan 2014, are strongly encouraged.

Final Paper Submission Deadline
21 March 2014. The final version of the paper should not exceed 40 pages. For both abstract and final paper, please supply the original Word documents, not PDFs.

For any further information, please contact Dr Kefei You at This email address is being protected from spambots. You need JavaScript enabled to view it.


Workshop on ‘Liquidity Management, Institutions and the Macro-economy’

Friday 9 May 2014

University of Nottingham, Jubilee Campus
Organised by the Centre for Finance, Credit and Macroeconomics, Nottingham and the Nottingham University Business School with support from MMF

Programme (pdf)


MMF Economic Policy Seminar: 6th June 2014 Monetary and Fiscal Issues for an Independent Scotland

Hosted: School of Economics and Finance Queen Mary University of London
Monetary and Fiscal Issues for an Independent Scotland14:00 – 15:30 Session I
Mr. Alun Evans (Scottish Office)
Dr. Angus Armstrong (NIESR)
Professor David Bell (Stirling)
Chair: Professor Francis Breedon
15.30 – 16:00 – Tea/Coffee
16:00 – 17:30 Session II
Sir Nick Macpherson (HMT)
Professor Ronald MacDonald (Glasgow)
Professor Andrew Hughes-Hallett (Georgetown and St Andrews)
Chair: Professsor Jagjit Chadha.

Organisers: Angus Armstrong (NIESR) Francis Breedon (QMUL), Jagjit Chadha (Kent and MMF), Georgios Chortoreas (Kings College London and MMF), Haroon Mumtaz (QMUL) and Kevin Sheedy (LSE and MMF).

Please register at: http://econ.qmul.ac.uk/events/mmf-seminars/index.html


CALL FOR PAPERS: 7th CGBCR Conference (Manchester)

3 ‐ 4 July 2014

The Centre for Growth and Business Cycle Research at the University of Manchester will host its seventh
conference on Growth and Business Cycle in Theory and Practice on 3‐4 July 2014. The Conference is intended to provide a forum for the dissemination of recent research on growth and business cycles from both theoretical and empirical perspectives. The Conference is unique in the UK, and should be of interest to both academic economists and policy makers alike.

Conference link: http://www.socialsciences.manchester.ac.uk/cgbcr/conferences/

The Keynote Speakers for the 2014 CGBCR conference are:
• Guido Ascari (Pavia)
• Paul De Grauwe (LSE)
• Nobuhiro Kiyotaki (Princeton)
• Marcus Miller (Warwick)
• Simon Wren‐Lewis (Oxford)

A Supplement Issue of The Manchester School is planned for the conference. The selection will be based on a standard, but high‐speed, refereeing process with the view to publishing the highest quality submissions.

Call for Papers

Seventh Conference on Growth and Business Cycles in Theory and Practice, 3 ‐ 4 July 2014.
The Centre for Growth and Business Cycles Research invites submissions of papers for its 2014 conference.
Papers should be sent via e‐mail to This email address is being protected from spambots. You need JavaScript enabled to view it.
The deadline for submissions is 10 March 2014. Decisions will be made by 10 April 2014, when registration will also open. For the deadline for submissions of presented papers to The Manchester School see above.
For further information please visit: http://www.socialsciences.manchester.ac.uk/cgbcr/conferences/
Any enquiries should be sent to This email address is being protected from spambots. You need JavaScript enabled to view it. or This email address is being protected from spambots. You need JavaScript enabled to view it. .


Andy Haldane Bank of England 
Wednesday 29 October 2014 
17:15 for 17:30

G12 Main Lecture Theatre, Birmingham Business School, University House, (off Edgbaston Park Road, opposite the University’s East Gate and next to King Edwards School).

Supported by the Money, Macroeconomics and Finance Research Group

The Lecture is held annually in memory of Professor Maxwell Fry, who was Professor of International Finance at Birmingham Business School until 2000. Max worked in the fields of international and development (‘global’) finance and the annual lecture is given by a prominent academic or policy maker on a topic that reflects Maxwell Fry’s interests. Past speakers have included Mervyn King, when Deputy Governor of the Bank of England, Marek Belka, former Finance Minister and Prime Minister of Poland, Thorsten Beck, Chairman of the European banking centre in the Netherlands and prominent US academics such as Ross Levine, Ronald MacKinnon and Charles Calomiris.


MMF Economic Policy Seminar: The instruments of macroprudential policy
Hosted by: School of Economics and Finance Queen Mary University of London
Venue: David Sizer Lecture Theatre, Bancroft Building
Date: Friday 7th November

Schedule:
Registration and light lunch 12:30-13:30

Session 1: 13:30 – 15:00
Thorsten Beck, Professor of Banking and Finance, Cass Business School
Sujit Kapadia, Head of Research, Bank of England
David Llewellyn, Professor of Money & Banking, Loughborough University and Chairman of the Board of the Banking Stakeholder Group at the European Banking Authority (EBA).

Coffee Break 15:00-15:30

Session 2: 15:30-17:30
Ray Barrell, Professor of Economics, Brunel University
Paul Fisher, Deputy Head of the PRA, Bank of England
Claudia Girardone, Professor of Banking and Finance, Essex Business School
Alistair Milne, Professor of Financial Economics, Loughborough University

Reception and buffet: 17:30


Conference on ‘Effective Macroprudential Instruments’

November 13-14, 2014

Organised by the Centre for Finance, Credit and Macroeconomics, University of Nottingham, UK

Location: Great Hall, Main Campus, University of Nottingham

PROGRAMME

13 November

10.00am - 10.30am Welcome, Registration and Coffee

10.30 opening remarks – Paul Mizen

10.35 -  11.30pm Keynote speaker 1 (Chair: Paul Mizen)

Philip Turner (Bank for International Settlements) “The Macroeconomics of Macroprudential Policies”

11.30am – 1.00pm Session 1  (Chair: Paul Mizen)

  •  “When is Macro-Prudential Policy Effective?”

Chris McDonald (Bank for International Settlements and Reserve Bank of New Zealand)

  • “Consumption Dynamics, Housing Collateral and Stabilisation Policy: A Way Forward for Macro-Prudential Instruments?”

Jagjit Chadha (University of Kent) 

1.00pm – 2.00pm Buffet Lunch

2.00pm – 3.00pm Keynote Speaker 2 (Chair: Joe Pearlman)

Philipp Hartmann (European Central Bank) “Policy Messages from the ESCB Macroprudential Research Network (MaRs)”

3.00pm – 4.30pm Session 2 (Chair: Margarita Rubio)

  •  "Monetary and Macroprudential Policies"

Stefano Neri (Banca D’Italia)

  •  “Bank Regulation under Fire Sale Externalities”

Mehmet Ozsoy (Ozyegin University) and Gazi Kara (Board of Governors, Federal Reserve System)

4.30pm – 5.00pm Tea/Coffee break

5.00pm – 6.30pm Session 3 (Chair: Kevin Lee)

  • "Capital Regulation and Macroeconomic Activity: Implications for Macroprudential Policy" Roland Meeks (Bank of England and University of Essex)
  • "Basel III Regulation and Monetary Policy: A Macroprudential Approach"

José Carrasco-Gallego (University of Portsmouth) and Margarita Rubio (University of Nottingham)

14 November

9.30am – 10.30am Keynote Speaker 3 (Chair: Jagjit Chadha)

Jean-Pierre Landau (Sciences Po, Paris) “TBC”

10.30am – 12.00am Session 4 (Chair: Giammario Impullitti)

  • “On the Use of Monetary and Macroprudential Policies for Small Open Economies”

Filiz Unsal (IMF) and Gulcin Ozkan (University of York)

  • “Capital Flows, Financial Intermediation and Macroprudential Policies”

Matteo Ghilardi (IMF)and Shanaka Peiris (IMF)

12.00pm – 1.00pm Buffet Lunch (Richard Barwell, RBS - Talk 1.15 followed by Q&A)

1.00pm – 2.30pm Session 5 (Chair: Marta Aloi)

  • “Macroprudential Regulation and the Role of Monetary Policy”

Roy Zilberman (Lancaster Business School) and William Tayler (Lancaster Business School)

  • “Cross-border Effects of Macroprudential Policy”

Rhiannon Sowerbutts (Bank of England) and Dennis Reinhardt and (Bank of England)

2.30pm – 3.00pm Tea/Coffee break

3.00pm – 4.30pm Session 6 (Chair: Spiros Bougheas)

  • "Systemic Risk and Bank Business Models"

Maarten van Oordt  (De Nederlandsche Bank) and  Chen Zhou Erasmus University)

  • "Macroprudential Tools of Systemic Risk Analysis"

Marcin Łupiński (National Bank of Poland)

  • "Optimal Versus Realized Bank Credit Risk and Monetary Policy"

Yiannis Karavias (University of Nottingham) and Manthos Delis (University of Surrey)

4.30pm closing remarks

We are grateful for funding from the Royal Economic Society, the Money Macro and Finance Research Group and the School of Economics, University of Nottingham.

Organising committee: Paul Mizen (University of Nottingham), Jagjit Chadha (University of Kent), Joe Pearlman (City University London), Margarita Rubio (University of Nottingham) and José Carrasco-Gallego (University of Portsmouth)

Meetings 2013

27-28 June 2013
The 30th Symposium in Money Banking and Finance, will be held at the University of Poitiers,
Douglas Diamond guest speaker

To consult the call for papers or to upload a submission, please visit 
http://www.univ-orleans.fr/deg/GDRecomofi/Activ/call2013.htm
Submission deadline February 28th, 2013


25 and 26 April 2013

(NEWS - Submission deadline extended until November 30th - Also accepting extended abstracts)

International Conference on the Global Financial Crisis: European Financial Markets and Institutions 
“The impact of the Global Financial Crisis on Banks, Financial Markets and Institutions in Europe” 
In association with the Journal of International Money and Finance and the Money Macro and Finance Research Group
University of Southampton, UK
KEYNOTE SPEAKER: Professor James Lothian, Fordham University (US)

We are pleased to announce an international conference that will be held in the beautiful city of Southampton, UK on 25-26 April, 2013. The international conference is organised by the School of Management, University of Southampton, in association with the Journal of International Money and Finance and the Money Macro and Finance Research Group.
As the chairs of the conference, it is our great pleasure to cordially invite you to submit papers in all areas of banking and finance that investigates the effects of the Global Financial Crisis on European financial markets and institutions.

Both theoretical and empirical papers are encouraged in areas, which include, but are not limited to:
Asset pricing, banking, capital markets, corporate governance, corporate finance, efficiency and productivity analysis,  financial regulation, foreign exchange markets, derivatives, global markets for risk, market microstructure, corporate investment decision,  risk management, financial management, securitization, corporate control and organization, financial intermediation, forecasting, econometric analysis, risk management, systemic risk, liquidity risk, mathematical and computational modelling. 

Proposals for special sessions are also welcome and should be sent directly to the Conference Chairs.

SPECIAL ISSUE in JOURNAL OF INTERNATIONAL MONEY AND FINANCE:
A special issue of the Journal of International Money and Finance (JIMF) on the conference theme will be published under the Guest Editorship of Professor Taufiq Choudhry, Dr Gerhard Kling and Dr Ranadeva Jayasekera. Papers submitted for this special issue will undergo the journal’s normal review process but the journal’s usual submission fee will not be required. Authors whose papers are accepted for presentation at the conference are encouraged to submit their papers to the JIMF special issue.

Additional details for the submission procedure will be provided in due course.
Those interested in presenting a paper at the conference are kindly invited to submit their completed papers, in PDF format, along with the names, addresses, affiliations, phone numbers and e-mail addresses of ALL co-authors by 9 November 2012 to the Conference Chairs using the paper submission form in the conference website, https://www.ocs.soton.ac.uk/index.php/financialcrisisconference/conference2013
The papers will be reviewed by the Conference Scientific Committee and the authors will be notified with the decision by 11 January 2013. 
For additional details on the Keynote speakers, the Scientific Committee, the Conference Location & Accommodation, Registration fees, etc., please visit the conference website (provided above).


Workshop on ‘Systemic Risk, Financial Markets and the Post-Crisis Economy’
University of Nottingham
9-10 May 2013

Organised by the Centre for Finance and Credit and Macroeconomics, Nottingham and we are grateful for co-funding from the Money, Macro and Finance Research Group and the School of Economics, Nottingham.

Preliminary Programme
Thursday
9.00 – 10.15 Keynote Speaker 1: John Moore (University of Edinburgh) 
10.15-10.45: tea/coffee
Morning session 
10.45-12.15: Chair: Spiros Bougheas 
Christophe Perignon (HEC Paris) A theoretical and empirical comparison of systemic risk measures
Kirstin Hubrich (ECB) Melting down: Systemic financial instability and the macro-economy
12.15-13.30: Buffet Lunch 
Afternoon sessions 
13.30-15.00: Chair: Sanjay Barneji 
Julia Giese (Bank of England) The credit-to-GDP gap and complementary indicators of macro-prudential policy: Evidence from the UK 
Wolf Wagner (Tilburg University) The disturbing interaction between countercyclical capital requirements and systemic risk 
15.00-15.30: Tea/Coffee break
15.30-17.00 : Chair: Paul Mizen 
Spiros Bougheas (University of Nottingham) Strategic adverse selection and securitization 
Dimitrios Tsomocos (University of Oxford) An integrated framework for analyzing multiple financial regulations
Friday
Morning session
10.00-11.30: Chair: Sanjay Banerji
Tiangxi Wang (University of Essex) Lend out what you do not have: A model of banking and unconventional central banking
Toni Ahnert (LSE) Macroprudential liquidity regulation
12.00 – 13.00 Keynote Speaker 2: Javier Suarez (CEMFI)
13.00-14.00: Buffet Lunch 
Afternoon session 
14.00-15.30: Chair: Spiros Bougheas
Vikrant Vig (London Business School) Information, Credit and Organization
Sanjay Banerji (University of Nottingham) Incentives, risk sharing and wealth: A model of intrinsic cycles

Organiser: Paul Mizen This email address is being protected from spambots. You need JavaScript enabled to view it.


MMF Workshop on “Empirical Modelling of Financial Markets” 
hosted by the Centre for Empirical Finance (CEF), Brunel University, London 
organised by Professor GM Caporale to be held in the Darwin Room, Hamilton Centre, Brunel University, 
London on 29 May 2013

Programme
10.00 Registration and Coffee

10.30-12.30 Session 1
Chair: Guglielmo Maria Caporale, Brunel University, London
Lucio Sarno, Cass Business School “Volatility Risk Premia and Exchange Rate Predictability” (joint with P. Della Corte and T. Ramadorai)
Discussant: Jerry Coakley, University of Essex
George Kapetanios, Queen Mary, University of London “Jumps in Option Prices and Their Determinants: Evidence from High Frequency Data " (joint with George Skiadopoulos and Michael Neumann)
Discussant: Ana-Maria Dumitru, Surrey University

12.30-13.30 Buffet Lunch

13.30-15.30 Session 2
Chair: John Hunter, Brunel University, London
Domenico Giannone, Universite’ Libre de Bruxelles (ULB) “Optimal Combination of Survey Forecasts” (joint with Cristina Conflitti and Christine De Mol)
Discussant: Michael Clements, University of Warwick
Dick van Dijk, Erasmus University Rotterdam "Common Factors in Commodity Futures Curves" (joint with M. van der Wel and D. Karstanje)
Discussant: John Hunter, Brunel University, London

15.30-16.00 Coffee Break

16.00-18.00 Session 3 
Chair: Alessandra Canepa, Brunel University, London
Anders Rahbek, University of Copenhagen “Multivariate Covariance Targeting in the BEKK model” (joint with Rasmus Soendergaard Pedersen)
Discussant: Dennis Kristensen, UCL
Mario Forni, University of Modena and Reggio Emilia “Noise Bubbles” (joint with Luca Gambetti, Marco Lippi and Luca Sala) Discussant: 
Paolo Zaffaroni, Imperial College

18.30 Dinner at a Local Restaurant (for Speakers and Discussants)


Maxwell Fry Global Finance Lecture,
University of Birmingham, 
2 October 2013

Workshop (pdf)


"Taxing Banks Fairly" workshop
Wednesday 2nd October 2013 
University of Birmingham, UK

Please submit papers with a title page containing full contact details and names, job titles and affiliations of the corresponding/presenting authors (and names and affiliations of co-authors) and, on a separate page, an Abstract along with key words by 1st September 2013 to Gabrielle Kelly (This email address is being protected from spambots. You need JavaScript enabled to view it.).

We will notify the acceptance or rejection of papers by 15th September 2013.

For further details, please contact Sajid Mukhtar Chaudhry (This email address is being protected from spambots. You need JavaScript enabled to view it.)

Conference Organisers: Andy Mullineux, FinCris Co-investigator, Bournemouth University Sajid Mukhtar Chaudhry, FinCris Research Fellow, University of Birmingham

Call for Papers (pdf)

Meetings 2011

Conference on “The Yield Curve and New Developments in Macro-finance: What have we learnt from the 2007-2010 financial crises?”
Cambridge, 1-2 September 2011

Programme (pdf)
Registrations close on 25th July 2011


Monetary policy before, during and after the crisis
Conference at Heriot-Watt University, Edinburgh
29- 30 September 2011

This conference brings together a group of academic and central bank economists to review the issues around monetary policy before (did it contribute to the crisis, if so how?), during (how and how well have the various measures of 'unconventional monetary policy' worked?) and after (how has the experience of the crisis changed the environment for monetary policy in the future? what lessons should be learned?) the crisis, and to produce a set of papers which will be a key reference on the topic for future researchers. The conference is sponsored by the Scottish Institute for Research in Economics (SIRE) and the Money, Macro & Finance Research Group (MMF).

This is a two-day conference, in which Thursday 29 September is a training day for PhD students and young researchers, while Friday 30 September is the full conference. Everyone is welcome, to attend one or both days, but please register (for one or both days) with Yuka Scott at This email address is being protected from spambots. You need JavaScript enabled to view it.. Participants from Scotland will be able to claim travel expenses from SIRE, participants from the rest of the UK will be able to claim travel expenses from the MMF.

Further information can be found at http://www.sml.hw.ac.uk/monpolconference/


28th GdRE Annual International Symposium on Money, Banking and Finance
23-24 June 2011
University of Reading, UK Keynote speaker: Marvin Goodfriend, Carnegie Mellon University Keynote speaker: Paul De Grauwe, Katholieke Universiteit Leuven Round table panel: Re-regulating banking in the UK and the EU Gala Dinner, 23 June, Greenlands Campus, Henley-on-Thames Selected papers: The Review of International Economics
For further information go to: www.gdresymposium.com


“Banking and Finance Post-Crisis” 
Conference Announcement 17 June 2011University of Leicester
Institute of Finance, University of Leicester & Money, Macro and Finance Research Group

The University of Leicester, in association with the Money, Macro and Finance Research Group, is delighted to announce a one-day conference to inaugurate the Institute of Finance at the University.  Invited speakers include: Charles Calomiris (Columbia University (USA)), Charles Goodhart (LSE), Alan Morrison (Oxford University) and Peter Rousseau (Vanderbilt University (USA)).
All welcome.  Travel expenses for UK-based academics and PhD students for travel within the UK for the conference on 17th June will be reimbursed in accordance with the MMFRG travel policy.
See: http://www.york.ac.uk/res/mmf/membership.htm
Prior to the start of the conference, on the afternoon of Thursday 16th June the Institute of Finance is holding a research workshop.  All are welcome to attend, although MMFRG does not reimburse overnight accommodation expenses for participants wishing to take part at both events.     

Further Details


One-Day Conference on 'Household Behaviour, Household Finance, Housing, and Macroeconomics' 
at the University of Nottingham, 
6 May 2011

Organised by the Centre for Finance and Credit and Macroeconomics, Nottingham. If you have further enquiries and to indicate your interest in attending please contact the organiser Christos KoulovatianosThis email address is being protected from spambots. You need JavaScript enabled to view it.

The conference is organised with the support of the Money, Macro and Finance Research Group and the School of Economics, Nottingham.

Location: Willoughby Hall, Machicado Suite, University of Nottingham, University Park, Nottingham, NG7 2RD.

Reminder: MMF will refund the reasonable travelling expenses of UK-based academics and PhD students to attend this meeting. In most cases we expect to refund the equivalent of Saver train tickets.

Programme (doc)


MMF Workshop on Empirical Finance: Some Recent Methodological Developments and Applications 
hosted by the Centre for Empirical Finance, Brunel University 
organised by Professor GM Caporale (This email address is being protected from spambots. You need JavaScript enabled to view it.
to be held in the Darwin Room, Hamilton Centre, Brunel University, West London on 25 May 2011

Programme 
10.00 Registration and coffee 
10.30-11.30 Karim Abadir, Imperial College
"Lies, Damned Lies, and Statistics? Examples From Finance and Economics" 
11.30-12.30 George Kapetanos, Queen Mary, London
Forecasting financial distress in emerging markets: a dynamic probit
analysis"
12.30-13.30  Lunch 
13.30-14.30 Walter Distaso, Imperial College
Conditional Alpha and Realized Betas
14.30-15.30 Luis Gil-Alana, University of Pamplona
Fractional Integration and Cointegration in US Financial Time Series Data
15.30-16.00 coffee break
16.00-17.00 Michael Funke, Hamburg University
Off-the-record target zones: Theory with an application to Hong Kong's currency board
17.00-18.00 Carlo Altavilla, University of Naples Parthenope 
Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
18.30 Dinner

Reminder: MMF will refund the reasonable travelling expenses of UK-based academics and PhD students to attend this meeting. In most cases we expect to refund the equivalent of Saver train tickets.


Scottish Economic Society 
2010 Annual Conference
Monday, April 4th - Wednesday, April 6th, 2011
Ramada Jarvis Hotel, Perth & Castle Menzies, Aberfeldy

Call for papers & proposals for organised sessions

The Society invites submissions of papers for presentation and proposals for dedicated paper sessions at its Annual Conference in Perth. Papers and proposals for organised sessions from all areas of Economics, Economic Policy and Econometrics are invited from academics and practitioners in government, local authority, NDPBs, private sector and charitable organisations. The Society places particular emphasis on the application of economics to policy and there will be invited sessions in separate policy and pedagogy streams. Please see below for submission details and deadlines. Further details will be made available at the society's web site: http://www.scotecsoc.org/

Submission of papers & proposals

  1. Abstracts must be submitted electronically via e-mail to This email address is being protected from spambots. You need JavaScript enabled to view it. by Friday 14th January 2011. Please use an open file format, such as PDF or LaTeX, for your submission. All abstracts must contain the corresponding author's full address. Contributors will receive e-mail notification as to whether their papers have been accepted by Friday January 28th.
  2. Full papers must be submitted by Friday 4th March 2011 so that they can be included on the Conference CD and in the Conference Book of Abstracts. Full papers should be submitted in PDF format, and should include (i) a brief abstract of 100-200 words and (ii) where relevant, JEL classification numbers.
  3. Cairncross Prize applicants must submit full papers by Friday 14th January 2011 - such that the competition can be decided prior to the conference -, and should indicate that they wish to be considered for the prize in their e-mail.
  4. Proposals for organised sessions should include the title of the proposed session, the name of the chair and a set of three or four abstracts in either PDF, RTF or LaTeX format. Proposals should be submitted via e-mail to the e-mail address above, by Friday 14th January 2010. Full papers for Organised Sessions must be submitted by the session organiser by Friday 4th March 2011.

An outline of conference events

The Sir Alec Cairncross Memorial Dinner will be on Monday.
This will be preceded by a Civic Reception hosted by John Hulbert, Provost of Perth and Kinross Council. At the dinner the Cairncross Prize will be awarded The Conference Dinner will be held on Tuesday at Castle Menzies, Aberfeldy. This will be preceded by a visit to Dewars' World of Whisky. The traditional Economics Network Workshop will take place at Castle Menzies. The 2011 SES President's Lecture will be held by George Alogoskoufis, Professor of Economics at the Athens School of Economics and former Finance Minister of the Government of Greece. The topic for the SES Policy Forum in 2011 will be "Energy and Scotland's Future". In parallel with the Annual Meeting, there will be a workshop of the Health at Work working group, which includes organised sessions open to the public.

Sir Alec Cairncross Prize 
The Scottish Economic Society will award a prize of £1000 for the best paper presented at the 2011 annual conference by an economist currently registered for a PhD or who has successfully completed a PhD within the last five years. Consideration for the prize presupposes conference attendance and society membership.

Support for PhD students 
The Scottish Economic Society will continue its policy of promoting conference participation by young economists and supporting PhD students. Details of the programme as well as the number of places available will announced in December.


Maxwell Fry Financial Sector Development Workshop

Date: Friday 21 January 2011 Time: 11:00 – 15:00 
Venue: University of Birmingham, Birmingham Business School, University House, Edgbaston Park Road, Birmingham B15 2TT (http://www.about.bham.ac.uk/maps)

11:00 – 11:30 Coffee (Room G13) 
11:30 – 12:15 “Bank Intermediation and Risk Taking in Africa: Does the Protection of Creditor Rights Matter?” presented by Victor Murinde, University of Birmingham
12:15 – 13:00 “The African Credit Trap” presented by Sevtlana Andrianova, University of Leicester
13:00 – 13:30 Lunch (G13) 
13:30 – 14:15 “Why are loan default rates so high in Africa?” presented by Panicos Demetriades, University of Leicester 
14:15 – 15:00 “Do better institutions matter for microfinance profitability? - Evidence from Sub-Sahara Africa” presented by Peter Muriu, University of Birmingham

Please contact Gabrielle Kelly (This email address is being protected from spambots. You need JavaScript enabled to view it.) to register for this Workshop and also for catering purposes.

Meetings 2012

2-3 May 2012

Birmingham Econometrics and Macroeconomics Conference
Programme (pdf)

Anyone who wishes to attend the conference is more than welcome to do so and should contact one of the organisers as soon as possible. We have reserved a number of hotel rooms for the nights of 1st and 2nd May for conference participants which will be made available on a first-come, first served basis. Please let one of the organisers know whether you would like a hotel room for either night (or for both) when you contact them. Also, the MMFRG will reimburse domestic travel costs for attendees.


18 May 2012

Workshop on 'New Methods for Forecasting Macroeconomic Data'
University of Nottingham

Programme (pdf)


23 May 2012

MMF Workshop on “Empirical Modelling of Financial Markets” hosted by the Centre for Empirical Finance, Brunel University

Organised by Professor GM Caporale (This email address is being protected from spambots. You need JavaScript enabled to view it.)
to be held in the Meade Room, Hamilton Centre, Brunel University, West London

Programme (pdf)


25 May 2012

Understanging Oil and Commodity Prices 
MMF, BoE and CAMA workshop, Bank of England,
Call for Papers (pdf)
Programme (pdf)

WORKING PAPERS:
Forecasting the Price of Oil by Ron Alquist, Lutz Kilian and Robert J. Vigfusson (pdf)
Oil price dynamics, macro-fi…nance interactions and the role of fi…nancial speculation by Claudio Morana (pdf)
Index Funds Do Impact Agricultural Prices by Christopher L. Gilbert and Simone Pfuderer (pdf)
The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data by David Bicchetti and Nicolas Maystre (pdf)
Speculation in the Oil Market by Luciana Juvenaly, Ivan Petrellaz (pdf)
The recent behavior of commodity prices: fundamentals, speculative bubbles and relation to the global economic environment by Isabel Figuerola-Ferretti, Christopher L. Gilbert, and J. Roderick McCrorie (pdf)
The impact of oil price shocks on the UK: a time-varying SVAR by Stephen Millard and Tamarah Shakir (ppt) (pdf)
Forecasting the Price of Oil by Ron Alquist, Lutz Kilian and Robert J. Vigfusson (pdf)
Oil price dynamics, macro‐finance interactions and the role of financial speculation by Claudio Morana (pdf)
Oil price density forecasts: exploring the linkages with stock markets by Marco J. Lombardi and Francesco Ravazzolo (pdf)
Index Funds Do Impact Agricultural Prices by Christopher L. Gilbert and Simone Pfuderer (ppt)
The US dollar exchange rate and the demand for oil by Selien De Schryder and Gert Peersman (pdf)
The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data by Nicolas Maystre and joint work with David Bicchetti (ppt)

The conference will be held at the Bank of England,Threadneedle Street, London EC2R 8AH. Registration begins at 9:30 for a 9:55 start: proceedings close at 17:40. Attendance is open to all but for security reasons prior notification is required no later than 18 May (to This email address is being protected from spambots. You need JavaScript enabled to view it.). MMF will reimburse travel expenses for UK academic participants.
Arrive at the Bank museum in Bartholomew Lane where you will be escorted to the workshop venue (the Conference Centre).


28-29 June 2012

The 29th Symposium in Money Banking and Finance, will be held  at the University of Nantes, 
Flyer (pdf)
To consult the call for papers or to upload a submission, please visit 
http://www.gdresymposium.eu/


17th October 2012

MAXWELL FRY PHD WORKSHOP IN DEVELOPMENT FINANCE AND LECTURE
BUSINESS SCHOOL
ROOM G06 UNIVERSITY HOUSE
UNIVERSITY OF BIRMINGHAM

Workshop draft programme (pdf)


17 December 2012

An international research workshop on "Modelling and Forecasting Inflation: Recent Approaches" will be held on Monday, 17 December 2012, at the University of Reading, UK. It is organised by Alexander Mihailov and Kerry Patterson, University of Reading, and Fabio Rumler, Austrian National Bank, as part of a British Academy Small Research Grant and co-funded by the Money Macro and Finance Research Group.

The confirmed speakers are:

  • Michael Clements, University of Warwick
  • Domenico Giannone, Université Libre de Bruxelles
  • Eleonora Granziera, Bank of Canada
  • Alexander Mihailov, University of Reading
  • Simon Price, Bank of England and City University London
  • Fabio Rumler, Austrian National Bank
  • Timo Teräsvirta, Aarhus University

The aim of the workshop is to present some recent advances in modelling and forecasting inflation from an empirical as well as theoretical perspective. It seeks to focus, among other themes, on understanding, narrowing down, and potentially helping bridge the gap between these alternative approaches.

There is no fee for conference registration or attendance, but places are limited. To book, please send an e-mail to the workshop organisers at the address below, with subject of the message "Inflation Modelling and Forecasting".

Contact person and e-mail - Alexander Mihailov, This email address is being protected from spambots. You need JavaScript enabled to view it.
Workshop Website - https://sites.google.com/site/modellingforecastinginflation/

Programme (pdf) Poster (pdf)

Meetings 2010

MMFRG Workshop on African Credit Markets

The Money, Macro and Finance Research Group is organising a workshop on African credit markets at theBank of England on Friday 17th December, starting at 2pm. The programme of the event is as follows:

2.00-3.00 pm: Keynote address by Thorsten Beck (Tilburg) "Financing Africa: Through the Crisis and Beyond" 
3.00-3.30 pm: Svetlana Andrianova (Leicester) "The African Credit Trap" 
3.30-4.00 pm: Coffee/tea
4.00-4.30 pm: David Fielding (Otago) "Information, Institutions and Banking Sector Development in West Africa"
4.30-5.00 pm: George Anayiotos (IMF) "Institutional Factors and Financial Sector Development: Evidence from Sub-Saharan Africa"
5.00-5.30 pm: Panel discussion chaired by Panicos Demetriades (Leicester)

Participant’s travel costs from UK destinations will be refunded in line with the MMF group’s travel policy. To be admitted to the Bank of England you will need to register for the event in advance. Please note that due to the limited capacity of the room, those intending to attend should register as soon as possible. To register please email: This email address is being protected from spambots. You need JavaScript enabled to view it.


Workshop on ‘Finance, Credit and Output Fluctuations’ 
University of Nottingham
12 November 2010

Organised by the Centre for Finance and Credit Markets, Nottingham and we are grateful for co-funding from the Money, Macro and Finance Research Group and the School of Economics, Nottingham.

Location: East Midlands Conference Centre, 1st floor Gallery, University of Nottingham, University Park, Nottingham, NG7 2RD.

There is car parking at the East Midlands Conference Centre. A taxi from Nottingham station will take about 10 minutes to the University Park Campus. You should enter the campus using the west entrance, following the signs to the East Midlands Conference Centre which will be on your right. Maps giving directions to the University Park campus can be found at http://www.nottingham.ac.uk/about/campuses/maps.php

Enter the East Midlands Conference Centre using the main entrance facing the car park and go up the stairs to the first floor. The workshop is being held in a room on the Gallery overlooking the main entrance. See the website for further details http://www.nottinghamconferences.co.uk/emcc/

Reminder: MMF will refund the reasonable travelling expenses of UK-based academics and PhD students to attend this meeting. In most cases we expect to refund the equivalent of Saver train tickets.

Programme

10.30-11.00: Welcome and coffee

Morning session
11.00-12.30 Chair: Christos Koulovatianos (CFCM, University of Nottingham)
"Idiosyncratic Uncertainty, Lending Risk and Aggregate Output in Long-run Equilibrium" Atsuyoshi Morozumi (CFCM, Nottingham) and Santiago Acosta Ormaechea (IMF) 
“Financial Factors in Economic Fluctuations” Lawrence Christiano (Northwestern University), Roberto Motto (ECB), Masimo Rostagno (ECB)
Discussant: Stephen Millard (Bank of England)

12.30-14.00: Buffet Lunch

Afternoon sessions
14.00-15.30: Chair: John Tsoukalas (CFCM, University of Nottingham)
"Understanding the Macroeconomic Effects of Working Capital in the UK" Emilio Fernandez-Corugedo (Bank of England), Michael McMahon (Warwick University), Stephen Millard (Bank of England), and Lukasz Rachel (Bank of England)
“High Cross Country Correlations of Prices and Interest Rates” Roman Sustek (CFCM, University of Nottingham), Espen Henriksen (University of California-Santa Barbara) and Fynn Kydland (University of California-Santa Barbara)
Discussant: Kevin Lee (CFCM, University of Nottingham)

15.30-16.00: Coffee break

16.00-17.00 Chair: Paul Mizen (CFCM, University of Nottingham)
Keynote Lecture “Financial Intermediation and Credit Policy in Business Cycle Analysis” Mark Gertler (NYU) and Nobuhiro Kiyotaki (Princeton University)


Maxwell Fry Global Finance Lecture

“The Impact of the Global Financial Crisis on Development Thinking”
Speaker: Professor John Williamson, Senior Fellow, the Peterson Institute for International Economics, Washington DC
Wednesday 13 October 2010 
Flyer (doc)


Quantitative Easing - a mid-term review
March 12 2010  •  Full Programme (pdf) • Programme web page

conference shot

qe pdf screenshotThe MMF and Centre for International Macroeconomics and Finance at the University of Cambridge hosted a one-day Workshop at Trinity College, Cambridge on 12 March 2010. Co-organisers Jagjit Chadha (Kent) and Sean Holly (Cambridge) put together policy makers, academics and City and Hedge fund based economists in order to think about arguably the most radical policy initiative in recent UK monetary history.

Read more in this article from the Royal Economic Society Newsletter (pdf).

conference shot conference shot conference shot conference shot

(Images with thanks to Charlotte Chamberlain)


MMF/Brunel Workshop on Risk Management and High Frequency Data Brunel University, Uxbridge

May 26th 2010 • Programme (pdf)


Macroeconomics and Econometrics Conference University of Birmingham
May 4 -5 2010  •   Call for Papers  •   Programme (pdf)

The Econometrics and Macroeconomics and Finance Research Groups of the Department of Economics in Birmingham are pleased to hold a two-day conference hosted by the Department of Economics with generous financial support from the Money, Macro and Finance Research Group.


Money Macro and Finance Research Group and GEP Workshop on Macroeconomics and Migration at the Bank of England
May 7 2010  •   Programme (pdf)

Acknowledgement

ESRC logoThe MMFRG gratefully acknowledges financial support from the Economic and Social Research Council (ESRC).

Further information

Further information about membership of the MMFRG can be obtained from the secretary:

MMF Secretary
Email: secretary@mmf.ac.uk
Fax: 01904 433759

 8 2754esrc logobank of england

© THE MONEY MACRO AND FINANCE RESEARCH GROUP