The Scottish Institute for Research in Economics (SIRE) and the Centre for Economic and Financial Studies (CEFS) in the Department of Economics at the University of Glasgow are organising conferences on ‘Economic and Financial Linkages’.  The conferences will take place at the Kelvin Conference Centre (Garscube Campus) on 21 and 22 February 2008.

Keynote addresses will be given by:

·         Søren Johansen (Copenhagen) on ‘An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator’
·         Katarina Juselius (Copenhagen) on ‘The PPP Puzzle: What the Data Tell When Allowed to Speak Freely’
·         David Hendry (Oxford) on ‘An Automatic Test of Super Exogeneity’
·         Valerie Ramey (University of California, San Diego) on ‘Identifying Government Spending Shocks: It’s All in the Timing’

Soren Johansen and Katarina Juselius are amongst the world's leading econometricians.  The Johansen cointegration approach has been used extensively by researchers all over the world, while Juselius' research focuses on implementing the theory of cointegration on real world data.

David Hendry's work, for which he has received numerous accolades from overseas including the American Academy of Arts and Sciences, and the American Economic Association, spans both theoretical and applied econometrics.  He is a Fellow of the British Academy, the Econometric Society and the Royal Society of Edinburgh, and is an Honorary Vice-President of the Royal Economic Society.

Valerie Ramey is one of the leading applied macroeconomists in the United States. Her ground breaking work on the labour market, on productivity and in numerous other fields is widely cited.  For over ten years she has been involved in the editorial activities of the journals of the American Economic Association.

Presentations will also be given by Gary Koop (Strathclyde) on  ‘A Flexible Approach to Parametric Inference in Nonlinear Time Series Models’, Rod McCrorie (St Andrews) on ‘Representations of the Moments of the Dickey-Fuller Distribution’ and by Karim Abadir (Imperial College London).

Both conferences are free and open to the public however space will be limited.  Those wishing to register are asked to contact the conference organiser, Mrs Lavina McMillan by 14 February 2008.  She can be contacted by telephone on 0141 330 5061 or by email to l.mcmillan@lbss.gla.ac.uk.  Please let her know if you have any dietary or access requirements. 

Full details of conference programme here: www.gla.ac.uk/economics/news/economicandfinanciallinkagesconferences/

First published: 8 February 2008

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