23rd Dynamic Econometrics Conference

17-18 September 2020
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Department of Management, Economics and Quantitative Methods

Università degli studi di Bergamo /
University of Bergamo (Italy)

Via dei Caniana, 2
Bergamo

 

Organiser: Giovanni Urga

 

NOTICE OF MEETING AND CALL FOR PAPERS

 

This is the first announcement and call for papers for the 23rd Dynamic Econometrics Conference, to be held at the Department of Management, Economics and Quantitative Methods of Bergamo University (Italy) on Thursday and Friday, 17-18 September 2020.

The Dynamic Econometrics Conference (previously named the OxMetrics User Conference) provides a forum for the presentation and exchange of research results and practical experiences within the fields of computational and financial econometrics, empirical economics, time-series and cross-section econometrics and applied mathematics. The conference program will feature contributed paper sessions, a PhD SPEED presentations, and a panel discussion with developers of the OxMetrics software including Jurgen A. Doornik, Andrew Harvey, David F. Hendry, Siem Jan Koopman, and Sébastien Laurent). Professor Valentina Corradi (Surrey University, UK) will deliver the “Ana Timberlake Memorial Lecture”. The conference is open to all those interested, not just to OxMetrics™ users, from academic and non-academic organizations.

Submission

Please submit via e-mail to Giovanni Urga at oxmetrics23@city.ac.uk (Subject: 23rd Dynamic Econometrics  Conference) the full paper (with abstract) on or before the 1st June 2020. Decision on submissions will be notified on the 2nd July 2020. The preliminary conference program will be released on the 7th July 2020, while the final programme will be available on the 3rd August 2020.

Registration, accommodation, conference fee

Please register online here. A conference registration fee will be applicable to all non-presenting delegates and will include conference material, refreshments, lunches, and the conference dinner on Monday 10th September. Conference fee is Euro 110 (PLUS VAT). Full-time students pay 50% of the fees. The conference fee is waived for presenters (only one fee waiver per presentation, regardless of the number of authors involved). Both the student registration fee and the waived conference fee for presenters does not include attendance at the conference dinner, although attendees may attend the dinner for a supplementary charge of £35. Information on local accommodation will be available on the conference website shortly.

PhD SPEED presentations session: £250 + OxMetrics 8 Enterprise prize

We encourage PhD students in the mid/end of their studies to submit a PDF file containing 5 slides summarising motivation, model and main results of a research topic of their PhD dissertation. Selected students (5 presentations) will be given 10 minutes each to present their work. The programme committee will evaluate the quality of both the presentation and the research topic, awarding the best a £250 prize, made available by the Centre for Econometric Analysis, and a full copy of OxMetrics 8 Enterprise, made available by Timberlake Consultants UK.

Local Organizing Committee

Annamaria Bianchi (annamaria.bianchi@unibg.it, Bergamo University, Italy)

Marina Margheron (marina.margheron@unibg.it, Bergamo University, Italy)

Marilyn Parris-Bell (marilyn.parris-bell.1@city.ac.uk, Cass Business School, UK)

Elisabetta Pellini (elisabetta.pellini@city.ac.uk, Centre for Econometric Analysis, Cass Business School, UK)

Giovanni Urga (g.urga@city.ac.uk, Cass Business School, UK and Bergamo University, Italy)

Programme Committee

Jennifer Castle (jennifer.castle@magd.ox.ac.uk, Oxford University, UK)

Jurgen A. Doornik (jurgen.doornik@nuffield.ox.ac.uk , principal of OxMetrics Technologies)

Neil R. Ericsson (ericsson@frb.gov, Federal Reserve Board, GWU, and SAIS, Washington, DC, USA)

Andrew Harvey (andrew.harvey@econ.cam.ac.uk, developer of STAMP)

David F. Hendry (david.hendry@nuffield.ox.ac.uk, developer of PcGive)

Siem Jan Koopman (s.j.koopman@feweb.vu.nl, developer of STAMP and SsfPack)

Sébastien Laurent (sebastien.laurent@univ-amur.fr, developer of G@RCH)

Giovanni Urga (g.urga@city.ac.uk, Cass Business School, UK and Bergamo University, Italy)

OxMetrics™ is a modular software system that provides an integrated solution for the econometric analysis of time series, forecasting, and financial econometric modeling, and for the statistical analysis of cross-section and panel data. The OxMetrics modules are PcGive™, STAMP™, SsfPack™, G(a)RCH™, and CATS™. OxMetrics is available within a user-friendly GUI interface and has extensive graphical reporting. OxMetrics also provides a powerful object oriented programming language (Ox Professional™) that allows users to directly implement the latest theoretical developments and/or integrated packages. For further details, visit www.oxmetrics.ne