Conferences Past Conferences Breaks and Persistence in Econometrics Call for Papers

Call for Papers

NOTICE OF MEETING AND CALL FOR PAPERS

Following the conference on “Modelling structural breaks, long memory and stock markets volatility” held at Cass Business School in December 2002 (http://www.cass.city.ac.uk/conferences/esrc2002/index.html), this is the first announcement and call for papers for the international conference on “Breaks and persistence in econometrics”, to be held at Cass Business School on Monday and Tuesday, 11 and 12 December 2006.

Modelling and testing for structural changes and persistence in economics and finance has been an important research topic in time series econometrics, with noticeable recent developments in panel data. Related issues are the concepts bi- and multi-power variation and co-jumping in financial modelling. We encourage the submission of original papers (both theoretical and empirical) which will help in the evaluation of recent controversies in detecting and modelling structural breaks and long memory processes.

The conference is open to all those interested from academic and non-academic organisations. The conference will have several invited and contributed sessions. The plan is to avoid parallel sessions to allow for a high-quality discussion between speakers and participants.

Keynote speakers:

Jushan Bai (New York University, USA)
David F. Hendry (Oxford University, UK)
Pierre Perron (Boston University, USA)
Hashem Pesaran (Cambridge University, UK)
Peter Robinson (London School of Economics, UK)
Neil Shephard (Nuffield College, Oxford, UK)

Submission of an abstract/paper.
If you are interested in presenting a paper, please submit, by e-mail to Giovanni Urga (g.urga@city.ac.uk, subject: BREAKS AND PERSISTENCE) an extended abstract or a full paper on any issue that contributes to the conference themes before the 31th July 2006. The full paper must be submitted by the 30th of September 2006. The final decision will be taken by the 15th October 2006 and full paper must be submitted by the 10th November 2006. The programme of the conference will be released on the 15th November 2006.
The submission does not imply that the paper cannot be submitted elsewhere.

The programme committee:

Chihwa Kao (Syracuse University, USA)
S. Lazarova (Queen Mary University of London, UK)
L. Trapani (Cass, UK and Universita’ di Bergamo, Italy)
Giovanni Urga (Cass Business School, UK)