Resources

American Finance Association is the premier academic organization devoted to the study and promotion of knowledge about financial economics. The AFA was planned at a meeting in December 1939 in Philadelphia. The first journal of the American Finance Association was called American Finance and was published in 1942. The journal was renamed The Journal of Finance and became a regular serial journal in August 1946 when Association dues were $3 a year. Association membership has grown steadily over time. Today the AFA has over 8,000 members and dues are $40 a year. The AFA sponsors an annual meeting each January where the President speaks on a chosen topic and papers which cover the gamut of financial topics are presented.

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American Statistical Association is the world’s largest community of statisticians. The ASA supports excellence in the development, application, and dissemination of statistical science through meetings, publications, membership services, education, accreditation, and advocacy. Our members serve in industry, government, and academia in more than 90 countries, advancing research and promoting sound statistical practice to inform public policy and improve human welfare.

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CESifo Working Papers are distributed worldwide to universities, libraries and individuals, while electronic versions are available through this website and both the SSRN and the RePEc networks. Find here the Working Paper you need, view the abstract and, if you are interested, download the entire paper.

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Global VAR Modelling - Macroeconomic policy analysis and risk management require taking account of the increasing interdependencies that exist across markets and countries. This invariably means that many different channels of transmission must be taken into consideration. These increased interdependencies could be due to common observed global shocks (such as changes in oil prices), they could arise as a result of global unobserved factors (such as the diffusion of technological progress), or could be due to specific national or sectoral shocks. It is also likely that even when all "common" factors are allowed for, there can be important residual interdependencies due to policy and trade spillover effects that remain to be explained. Therefore, a fairly detailed global framework is needed if we are to investigate the relative importance of such diverse sources of comovements in the world economy.

The aim of the Association is to advance the education of the public in the subject of econometrics and its applications to a variety of fields in economics, in particular, but not exclusively, by advancing and supporting research in that field, and disseminating the results of such useful research to the public.

IZA is a private independent economic research institute focused on the analysis of global labor markets. It operates an international network of about 1,200 economists and researchers spanning across more than 45 countries. Based on academic excellence and an ambitious publication strategy, IZA serves as a place of communication between academic science and political practice. The institute provides a wide array of publications and events, contributes its findings to public debates, and advises policymakers on labor market issues.

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Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis.

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Predictability of Asset Returns & the Efficient Market Hypothesis, A Public Lecture delivered at Sim Kee Boon Institute, Singapore Management University (October 2011):

Video 1: Predictability of Asset Returns & the Efficient Market Hypothesis Part 1/3 
Video 2: Predictability of Asset Returns & the Efficient Market Hypothesis Part 2/3 
Video 3: Predictability of Asset Returns & the Efficient Market Hypothesis Part 3/3

The American Economic Association  was organized in 1885 at a meeting in Saratoga, New York, by a small group interested in economics. It was incorporated in Washington, DC, on February 3, 1923. The purposes of the Association are: 
-The encouragement of economic research, especially the historical and statistical study of the actual conditions of industrial life. 
-The issue of publications on economic subjects. 
-The encouragement of perfect freedom of economic discussion. The Association as such will take no partisan attitude, nor will it commit its members to any position on practical economic questions.

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The Econometrics Journal  was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal open to all areas of econometric research, whether applied, computational, methodological or theoretical contributions.

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The Econometric Society Association is an international society for the advancement of economic theory in its relation to statistics and mathematics. The main activities of the Society are: 
-Publication of the journals Econometrica, Quantitative Economics, and Theoretical Economics. 
-Publication of a research Monograph Series. 
-Organization of scientific meetings in six regions of the world.

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The Journal of Econometrics  is designed to serve as an outlet for important new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with estimation and other methodological aspects of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to substantive areas of economics. Econometric research in the traditional divisions of the discipline or in the newly developing areas of social experimentation are decidedly within the range of the Journal's interests.

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The Journal of Empirical Finance is an international society for the advancement of economic theory in its relation to statistics and mathematics. The main activities of the Society are: 
-Publication of the journals Econometrica, Quantitative Economics, and Theoretical Economics. 
-Publication of a research Monograph Series. 
-Organization of scientific meetings in six regions of the world.

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