17th International Conference on Computing in Economics and Finance (CEF 2011)

Call for Papers

The 17th Annual Conference on Computing in Economics and Finance (CEF 2011) will take place at the Hilton Financial District in San Francisco, California from Wednesday, June 29 through Friday, July 1, 2011. The Federal Reserve Bank of San Francisco is a sponsor of the conference. The program will cover all areas dealing with the computational aspects (broadly defined) of economics, finance, and decision making. You are invited to submit a paper.

To submit a paper, you must select a topic area from list below which best describes the subject of your paper. Joint-authored papers should be submitted by the author who is planning to present the paper, and presenters will be limited to one paper each.

Plenary Speakers

• Roger Farmer, University of California Los Angeles
  “A New Monetary and Fiscal Framework for Economic Stability”
• John Taylor, Stanford University
  “The Financial Crisis and the Policy Response: Three Years On”
• Harald Uhlig, University of Chicago
  "Fiscal Stimulus and Distortionary Taxation"

Main topic areas

Agent-based modeling Artifical/experimental markets Asset pricing and computational finance Dynamic games DSGE/business cycle modeling Economic dynamics development and growth Econophysics Finance and financial crises Fiscal policy Heterogeneous-agent modeling Inflation dynamics Learning and evolutionary economics

Macro Theory Market structure Monetary policy Monte Carlo methods Open-economy macro and international trade Optimal and robust control Optimization and solution methods Other Search and labor markets Time series econometrics and analysis Volatility modeling

Completed manuscripts or extended abstracts can be submitted electronically via Conference Maker.

Deadlines

• Submissions must be received on or before February 22, 2011.
• Authors of accepted papers will be notified by March 15, 2011.
• Registration for accepted papers must be completed and paid by May 1, 2011.
• Final papers should be uploaded to Conference Maker by May 15, 2011.

Conference Location

Hilton San Francisco in Financial District
750 Kearny Street
San Francisco, CA 94108

Pre-Conference Workshops

Location: Federal Reserve Bank of San Francisco

Date: June 28, 2011

First Workshop: Computational Macroeconomics, Michel Juillard, Banque de France and CEPREMAP
Second Workshop: Software Carpentry, Dr, Gregory V. Wilson

Student Prizes

The SCE sponsors cash prizes for the best graduate student paper presented at the Conference. Details for eligibility and submission will be posted on the conference website.

Registration

Details concerning the conference, including instructions for registration and hotel reservation, etc., will be posted on the conference website as it becomes available. Please visit the website for updated information, or direct your questions via email.

Sponsors

 

Program Committee

Chairs

• Richard Dennis, Federal Reserve Bank of San Francisco
• Kevin Lansing, Federal Reserve Bank of San Francisco

Members

• Mikhail Anufriev, University of Amsterdam
• Roc Armenter, Federal Reserve Bank of Philadelphia
• Guido Ascari, Università degli Studi di Pavia
• Marcelle Chauvet, University of California Riverside
• Carl Chiarella, University of Technology, Sydney
• William Dupor, Ohio State University
• Martin Ellison, University of Oxford
• Chryssi Giannitsarou, University of Cambridge
• Marc Giannoni, Columbia University
• Michel Juillard, Bank of France
• Kenneth Kasa, Simon Fraser University
• Thomas Laubach, University of Frankfurt
• Jesper Linde, Federal Reserve Board
• Jeremy Piger, University of Oregon
• Michael Reiter, Institute for Advanced Studies
• Peter Rupert, University of California Santa Barbara
• Willi Semmler, The New School for Social Research
• Tara Sinclair, George Washington University
• Andrea Tambalotti, Federal Reserve Bank of New York
• Robert Tetlow, Federal Reserve Board
• Francesco Zanetti, Bank of England

Speakers

Plenary Speakers

• Roger Farmer, University of California Los Angeles
  “A New Monetary and Fiscal Framework for Economic Stability”
  
  
• John Taylor, Stanford University
  “The Financial Crisis and the Policy Response: Three Years On”
  
  
• Harald Uhlig, University of Chicago
  "Fiscal Stimulus and Distortionary Taxation"