Centre for Applied Macro-Finance

About

About

The Centre for Applied Macro-Finance is based within the Department of Economics and Related Studies at the University of York. The Centre has been founded in 2013 and builds on the Department’s long history in Applied Macro-Finance.

Our mission is to advance and disseminate high-quality research in Applied Macro-Finance, which is a broad area at the intersection of financial economics, macroeconomics and econometrics.

Our objectives are

  1. To conduct cutting-edge research on Applied Macro-Finance.
  2. To foster research collaborations among our members and beyond.
  3. To cooperate among our members for research grant applications.
  4. To create a thriving research environment in Applied Macro-Finance for our members and research students.
  5. To provide a forum for discussion and dissemination of Applied Macro-Financial research between academics, policy makers and practitioners.

For more information, please contact Dr. Laura Coroneo.

Research

Research

  • Fixed Income Market
  • Equity Market
  • International Macro-Finance and Exchange Rates
  • Default risk, Credit Ratings and Derivatives
  • Banking
  • Financial Crisis and Financial Regulation
  • Monetary Policy
  • Fiscal Policy
  • Macro Modelling
  • Panel Data
  • Time Series and Forecasting

For more details click here

Activities

Activities

Upcoming Activities 

 
31 January 2017 Andrea Ajello (Fed Board). 2pm HERC
"Term Premium, Credit Risk Premium, and Monetary Policy"
17 March 2017 European Monetary Forum Meeting
15-16 June 2017

Time Series Econometrics Workshop

22 June 2017 Asset Pricing Workshop

 

Past Activities 

 
12 Oct 2016

 

Michael Owyang (Federal Reserve Bank of St. Louis)
Regional Beveridge Curves
Seminar 16.00, HERC

 

 18-19 Jul 2016

Fiscal Policy Symposium

King's Manor

27-28 Jun 2016 Asset Pricing Workshop - Modelling Government Bonds  
11 May 2016
Barbara Rossi (Universitat Pompeu Fabra)

Title: "Understanding the Sources of Macroeconomic Uncertainty"

Seminar: 13.00 -- ARRC Auditorium ARC014
12 April 2016
Ivan Petrella (Bank of England)

Title: "Risk premia and seasonality in commodity futures"

Seminar: HERC - A/D/272
2 Feb 2016
Marek Raczko (Bank of England)
 
Title: “Overseas unspanned factors and domestic bond returns”
 
Seminar: 14.00 ARC/010
 14 Oct 2015 Lubos Pastor (Chicago Booth)

Title: TBA

Seminar: 13.00 -- ARRC Auditorium ARC014

13 Oct 2015

 Francesca Monti (Bank of England)

Title: “Monetary policy with ambiguity averse agents”
Ambiguity, Monetary Policy and Trend Inflation (PDF  , 612kb)
 
Seminar: 14.00 -- C/A/107
6 Jul 2015

Asset Pricing Workshop

Lakehouse room (RCH/248), Ron Cooke Hub building

14-15 May 2015

Conference on Macroeconomic, Financial and International Linkages

The Auditorium (ARRC)

22 Apr 2015

Russell Davidson, McGill University and AMSE-GREQAM

Title: Diagnostics for the Bootstrap and Fast Double Bootstrap

Seminar - 16:00pm - LMB/037X -- Management School

21 Apr 2015

Kevin Page, University of Ottawa

Royal Economic Society Visiting Lecturer Scheme

Title: "Fiscal Consolidation After the Crisis: The Role of Independent Watchdogs"

Public Lecture - 16:30pm- The Auditorium (ARRC)

20 Apr 2015

Kevin Page, University of Ottawa

Royal Economic Society Visiting Lecturer Scheme

Title: "Promoting Online Interaction Among Fiscal Policy Specialists"

Seminar - 2pm- Economics Staff Room

8-9 Apr 2015

PhD MACROECONOMIC WORKSHOP

Recent Developments in Money, Macroeconomics and Finance

PhD MacroeconomicsWorkshop (PDF  , 92kb)

30 Jun 2014

ASSET PRICING WORKSHOP

ARRC Auditorium (A/RC/014)‌

Asset Pricing Workshop (PDF  , 184kb)

8 May 2014

Macro-Finance Workshop

ARRC Auditorium (A/RC/014)

Macro-Finance Workshop (PDF  , 69kb)

8 May 2014

John Campbell, Harvard University

Title: Monetary Policy Drivers of Bond and Equity Risks

Seminar - 4.00pm, ARRC Auditorium (A/RC/014)

7 May 2014 

Michele Modugno, Federal Reserve Board

Title: Bond Market and Macroeconomic News

Seminar - 4.00pm, Economics Staff Room (EC/202)

Grants

Research Grants

  • “Modelling government bonds: macroeconomic, financial and international linkages” Dr. Laura Coroneo, ESRC FRL grant ES/K001345/1, January 2013–December 2015, £159,992.37.
  • Visiting Lecturer Scheme 2015: Professor Kevin Page, Royal Economic Society £2000.
  • Research and Impact Support Fund (University of York) to organize the academic workshops “Macroeconomic, financial and international linkages” on May 14-15 2015 and “Asset Pricing Workshop” on July 6 2016, £5,638