The aim of IAAE is to advance the education of the public in econometrics and its applications to a variety of fields in economics, including financial markets. The annual conference brings together leading international researchers, and the IAAE has close ties to the highly regarded Journal of Applied Econometrics (JAE). The JAE has published numerous articles on financial markets and financial econometrics.
The IAAE annual conference plays an important international role in financial markets research. A substantial part of the empirical research is directly connected to financial markets, and methodologically the field of econometrics provides financial markets researchers with many of their most important statistical tools (e.g. General Method of Moments (GMM) estimation, robust standard errors and volatility models). In 2021, for example, at least 35 parallel sessions comprising about 140 presentations had a direct connection to the empirical workings of financial markets (e.g. exchange rates, volatility, monetary policy, etc.) or to financial econometrics. Additionally, many sessions covered topics with an indirect connection to financial markets research (e.g. macro uncertainty, business cycles, forecasting, panel and time series methods). The IAAE annual conference is therefore a leading international venue for the presentation of new empirical financial markets research, and for the presentation of new econometric methods of relevance to financial markets researchers.
We expect the IAAE 2023 annual conference to gather 350 researchers or more. The scientific part will consists of eight keynote speakers, and hundreds of paper presentations in parallel sessions. The conference will also contain several social events thus providing ample opportunities for networking, informal meetings and discussions. This is crucial for the initiation of academic collaboration across borders, institutions and disciplines.