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Programs

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Macroeconometric Model Design and Estimation

Richard Dennis (Federal Reserve Bank of San Francisco)

Don Harding (La Trobe University)

Kristoffer Nimark (Reserve Bank of Australia)

Adrian Pagan (QUT & UNSW) (Chair)

Bruce Preston (Columbia University)

Jim Thompson (Commonwealth Treasury)

Mark Weder (University of Adelaide)

Petar Vujanovic (Commonwealth Treasury)

Financial Econometrics

The main objective of the research program in Financial Econometrics is the conduct of research in empirical finance; both in the development of statistical methods of financial econometrics and their application to financial markets. In addition, the program seeks to provide a forum for the transfer of ideas between practitioners and academics through publication, seminars, workshops and specifically designed conferences, and thereby play a coordinating role for financial econometrics research in Australia.

Heather Anderson (ANU)

Ralf Becker (University of Manchester)

Adam Clements (QUT)

Mardi Dungey (CERF)

Renée Fry (ANU)

Stan Hurn (QUT) (Chair)

Kenneth Lindsay (University of Glasgow)

Daniel Smith (Simon Fraser University & QUT)

Susan Thorp (UTS)

Vance Martin (University of Melbourne)

Vlad Pavlov (TGM & QUT)

 

Non-linear and Complex Systems Analysis

Jonathan Dark (Monash)

Abdou Ka Diongue (Universite Gaston Berger de Saint Louis, Senegal)

Jiti Gao (UWA)

Dominique Guegan (École Normale Supérieure de Cachan, France)

Wolfgang Haerdle (Humboldt-Universitaet zu Berlin, Germany)

Stan Hurn (QUT)

Anthony Lawrance (University of Warwick, UK)

Esther Ruiz-Ortega (Universidad Carlos III de Madrid, Spain)

Lenny Smith (London School of Economics, UK; and Pembroke College, Oxford, UK)

Stefan Trueck (Macquarie)

Rodney Wolff (QUT) (Chair)