Special Issue "Macroeconometrics and Time Series Analysis"
Deadline for manuscript submissions: 28 February 2022.
Interests: garch model; chinese stock markets; volatility modelling
In the past few decades, thanks to the popularity of techniques such as simultaneous equations and Vector Autoregressive (VAR) models, macroeconometric analysis has become a standard tool to analyse the economies and policies of nations. This Special Issue welcomes contributions pertaining to theoretical and/or applied issues in time series analysis, especially as they are related to novel macroeconometric and financial applications, broadly defined. We are particularly interested in papers that investigate recent macro empirical issues or develop methods related to the proposition, computation, estimation, and forecasting of econometric models. Macro methods developed in econometrics and other relevant fields have been the backbone used to resolve essential issues in international finance, macroeconomics, and risk management, among a wide range of other areas. The classic tools, such as the VAR model, are still popular among recent studies, and new ones are constantly being developed to analyse new research questions or revisit important empirical topics. The aim of this Special Issue is to contribute to what has been done empirically/theoretically and/or offer new perspectives on such studies and related ones. Some typical topics include but limited to:
- International finance
- International trading
- Financial time series
- Point and density forecasts
- Dynamic risk and quantile models
- Realized measures
- Macro business analytics
Dr. Yanlin Shi
Dr. Wenying Yao
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1200 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.