Events 2011


  • Conference on "Macro policies after the crisis"
    Reserve Bank of New Zealand
    12- 13 December 2011
    Enrique Mendoza (Maryland)
    Bruce Preston (Columbia/CAMA)
    Key Date:
    Paper submission: 9 September 2011
  • Quantitative Macroeconomics
    Reserve Bank of Australia
    15- 16 December 2011
    Enrique Mendoza (University of Maryland)
    Tommaso Monacelli (Universita Bocconi)
    Volker Wieland (Goethe University Frankfurt)
    Organising Committee
    Chris Edmond (University of Melbourne)
    Jonathan Kearns (Reserve Bank of Australia)
    Bruce Preston (Columbia University and Australian National University)
    Shaun Vahey (CAMA, ANU)
    Mark Weber (University of Adelaide)
    Key Date:
    Paper submission: 18 September 2011



  • First Annual VUW Macro Workshop (CAMA EVENT)
    School of Economics and Finance
    Victoria University of Wellington
    21 October 2011
    Keynote speakers:
    Professor James Morley (University of New South Wales)
    Professor Mark Weder (University of Adelaide)
    Key Date:
    Paper submission: 15 September 2011

School of Economics and Finance at Victoria University of Wellington, in conjunction with Centre for Applied Macroeconomic Analysis at ANU, are organizing the First Annual VUW Macro Workshop. The workshop aims to establish a regular venue for advancing research in macroeconomics in New Zealand, Australia, and the wider region





  • The Econometric Society Australasian Meeting in 2011 (ESAM11)
    5 - 8 July 2011
    Invited Speakers:
    Professor Yacine Ait-Sahalia, Princeton University (Financial Econometrics)
    Professor Yoosoon Chang, Indiana University (Macroeconometrics)
    Professor Xiaohong Chen, Yale University (Econometrics)
    Professor Bruce Hansen, University of Wisconsin (Econometrics)
    Professor Javier Hidalgo, London School of Economics (Econometrics)
    Professor Yongmiao Hong, Cornell Univerisity (Econometrics)
    Professor Joseph Hotz, Duke University (Labour Economics and Public Policy)
    Professor Cheng Hsiao, University of Southern California (Panel Data Analysis)
    Professor Matthew Jackson, Stanford University (Game Theory)
    Professor Patrick Kehoe, Princeton University (Macroeconomics)
    Professor Yuichi Kitamura, Yale University (Empirical Likelihood Methods)
    Professor Qi Li, Texas A & M University (Microeconometrics)
    Professor Oliver Linton, London School of Economics (Econometrics and Financial Econometrics) Professor Joon Park, Indiana University (Time Series Econometrics)
    Professor Peter C B Phillips, Yale University (Econometrics and Time Series Econometrics)
    Professor Peter A Petri, Brandeis University (International Trade and Finance)
    Professor Tomas Sjostrom, Rutgers University (Game Theory and Neuroeconomics)
    Key Dates:
    Paper submission: 18 March 2011
    Feedback to authors: 22 April 2011
  • Economic Society of Australia
    Australian Conference of Economists, ACE2011
    11 - 13 July 2011
    Confirmed Plenary Speakers:
    Charles Bean, Deputy Governor, Bank of England
    Brad DeLong, U.C. Berkeley
    Laurence R. Iannaccone, Chapman University
    Glenn Hubbard, Columbia Business School
    Pete Klenow, Stanford University
    David Throsby, Macquarie University
    Hal Varian, Google
    Randall Wright, Univeristy of Pennsylvania
    Key Dates:
    Paper submission: 1 April 2011
    Acceptance: 1 May 2011
  • An Introduction to Bayesian Econometrics & Time Series Modeling (CAMA EVENT)
    11-15 July and 18-21 July
    ANU Campus, Canberra
    Professor Michael Smith, university of Melbourne
    Associate Professor Rodney Strachan, ANU
    Professor Shaun Vahey, ANU

This nine-day course provides an introduction to contemporary Bayesian econometric modelling, with an emphasis on time series modelling. An undergraduate training in econometric or statistical methods will be assumed, although some foundations of matrix algebra and distributional theory will be introduced. The topics include basic principles of Bayesian inference, different types of priors, shrinkage and model uncertainty. The main focus of the first week (June 11-15, covered by Michael Smith) will be on developing Bayesian inferential methodology for a number of popular econometric models. The methods will include traditional closed-form Bayesian econometric computations, and those computed using simulation-based Markov chain Monte Carlo methods. The Gibbs sampler and Metropolis-Hastings (MH) algorithm will be introduced, along with how to compute posterior inference from the resulting Monte Carlo samples, model averaging in linear regression, seemingly unrelated regression. The second week (June 18-21) will focus on recently developed methods for topics in time series analysis. The techniques will include: copula models and their estimation using maximum likelihood and Bayesian methods (covered by Michael Smith); Kalman and alternative filters, time-varying parameter models, stochastic volatility, dynamic mixtures (covered by Rodney Strachan); and, prediction with vector autoregressions, dynamic stochastic general equilibrium models, and prediction pools (covered by Shaun Vahey). Lab sessions will work through problem sets, based on MATLAB code (supplied).

  • 6th Workshop on Macroeconomic Dynamics (WMD 2011)
    24 - 25 July 2011
    Plenary Speakers:
    Juan Carlos Conesa, Universitat Autonoma de Barcelona.
    Dirk Krueger, University of Pennsylvania.
    Felix Kubler, University of Zurich and Swiss Finance Institute.
    Key Date:
    Paper submission: 27 May 2011


  • The New Zealand Treasury, in conjunction with the Reserve Bank of New Zealand and Victoria University of Wellington
    New Zealand's Macroeconomic Imbalances - Causes and Remedies
    23 - 24 June 2011
    Attendance is by invitation only. Expressions of interest are welcome.
    Keynote Speakers:
    Craig Burnside (Professor of Economics, Duke University)
    Sebastian Edwards (Professor of International Business Economics, University of California, Los Angeles)
    Philip Lane (Professor of International Macroeconomics, Trinity College, Dublin)
    Key Dates:
    Extended abstract submission: 31 January 2011
    Acceptance: 18 February 2011
  • New Zealand Association of Economists
    The 51st New Zealand Association of Economists Annual Conference
    30 June - 2 July 2010
    Keynote speakers:
    Wolfgang Kasper (Professor Emeritus, University of New South Wales)
    David Hensher (Professor and Director, Institute of Transport and Logistic Studies)
    Peter Kennedy (Professor Emeritus, Simon Fraser University, Department of Economics)
    Les Oxley (Professor, University of Canterbury)



  • Densities, Forecasting and Communicating Uncertainty (CAMA EVENT)
    Bank of England and CAMA (ANU) Workshop
    15 April 2011
  • Special Session "Probability Forecasts and Monetary Policy (CAMA EVENT)
    Royal Economic Society Annual Conference
    18-20 April 2011

CAMA will be holding a special session at the Royal Economic Society Annual Conference 2011 which will focus on an exciting area of macroeconomic research: communicating probabilities and forecast densities for monetary policy. Following The Bank of England, fan charts have been adopted by many central banks. Recent research has pursued two streams: ex post evaluations of density forecasting performance; and, the usefulness of probabilistic information for monetary policy communication. Both research streams are explored in the papers presented in this session, with monetary policymakers as discussants.


  • Economics Department at the University of Auckland
    Southern Workshop in Macroeconomics, Auckland, New Zealand
    18 - 19 March 2011
    Keynote Speakers:
    Robert J. Barro (Paul M. Warburg Professor of Economics, Harvard University)
    Satyajit Chatterjee (Senior Economic Advisor & Economist, Federal Reserve Bank of Philadelphia)
    Key Dates:
    Paper submission: 31 Jan 2011
  • Reserve Bank of New Zealand
    Workshop on Macroprudential Policy
    21 March 2011
    Keynote Speakers:
    Gordon Thiessen (former Governor of the Bank of Canada) and
    Haibin Zhu (Bank for International Settlements)
    Key Dates:
    Paper submission: 31 Jan 2011
    Acceptance: 11 February 2011


  • New Zealand Econometric Study Group
    21st New Zealand Econometric Study Group (NZESG) Meeting
    February 25-26, 2011
    Meeting Chairs:
    Peter Phillips (Professor, Yale University, The University of Auckland, University of Southampton and Singapore Management University)
    Alfred Haug (Professor, University of Otago)
    Dorian Owen (Professor, University of Otago)


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