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)

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