Welcome to the Centre for International Macroeconomics and Finance (CIMF)

The CIMF augments the existing centres in the Judge Business School and the Statistical Laboratory, and complements them by focussing on empirical finance with special emphasis on international macroeconomic financial issues such as global economy interactions, financial crisis, contagion, interactive learning, market and credit risk diversification, real time analysis and signal extraction.

The CIMF builds on the Faculty's existing strength in the areas of time series analysis, econometrics, finance and macroeconomics, and through collaborative research within the University and beyond promotes a more unified and rigorous interdisciplinary approach to research in finance that cuts across mathematical finance, econometrics and international macroeconomics.

       
Recent Publications

Holly, S. , Pesaran, M.H. , and Yamagata, T., (2010) , A Spatio-Temporal Model Of House Prices In The US. details.....

Pesaran, M.H. , Smith, L.V. and Smith, R., (2009) , Identification of New Keynesian Phillips Curves from a Global Perspective. details.....

Pesaran, M.H. , Smith, L.V. and Schuermann, T., (2009) , Response to discussions on "Forecasting Economic and Financial Variables with Global VARs". details.....

Pesaran, M.H. , Smith, L.V. and Schuermann, T., (2009) , Forecasting Economic and Financial Variables with Global VARs. details.....

Hendry, F. , and Pesaran, M.H. , (2009) , Obituary in Memory of Clive Granger: An Advisory Board Mmember of The Journal. details.....

De Rossi, G. and A.C. Harvey., (2009) , Quantiles, expectiles and splines.

Delle Monache, D. and A.C. Harvey., (2009) , Computing the Mean Square Error of Unobserved Components Extracted by Misspecified Time Series Models.

Pesaran, M.H. , Smith, R.P. and Yamagata, T., (2009) , Pairwise Tests of Purchasing Power Parity. details.....

Pesaran, M.H. and Esfahani, H.S., (2009) , The Iranian Economy in the Twentieth Century: A Global Perspective. details.....

Pesaran, M.H. and Timmermann, A., (2009) , Testing Dependence Among Serially Correlated Multicategory Variables. details.....

News & Events

Seminars



This week

Past Events....

Annual Cambridge - Princeton Conference
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Learning and Macroeconomic Policy Conference
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European Convergence
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Forecasting Under Model Instability
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Statistical Learning and Applications to Finance Workshop
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Inflation Targeting, Central Bank Independence and Transparency
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