AIE Conference 2012

12th Advances in Econometrics Conference

Vector Autoregressive Modelling: New Developments and Applications

November 2 – 4, 2012

Southern Methodist University
Dallas, Texas

The Richard B. Johnson Center for Economic Studies in the Department of Economics and the Research Department of the Federal Reserve Bank of Dallas co-sponsored the 12th Advances in Econometrics conference held at SMU, November 2 – 4, 2012. The topic of the conference was Vector Autoregressive Modelling: New Developments and Applications. The conference's honored guest was Professor Christopher Sims of Princeton University and co-winner of the 2011 Nobel Prize in Economics.  The list of papers presented at the conference and the schedule can be found at the link above.

The Advances in Econometrics website can be found at For a listing of the previous Advances in Econometrics conferences and their subject topics see A listing of the previous volumes produced in the Advances in Econometrics series can be found at

The Advances in Econometrics series was founded in 1982, and is currently published by Emerald Publishing Limited located at Bingley, UK. The purpose of the series is to annually publish original econometrics papers on designated topics with the intention of expanding the use of newly vintaged econometric techniques throughout the empirical economic literature and beyond.

The senior editors of the Advances in Econometrics series are Thomas B. Fomby (SMU), R. Carter Hill (LSU), Ivan Jeliazkov (UC – Irvine), Juan Carlos Escanciano (Indiana University), Eric Hillebrand (Aarhus University), and Daniel Millimet (SMU).                               


                   Welcome Dinner Friday Night at the Blue Mesa Tex-Mex Restaurant

                                Participants inside Jeskey Lecture Hall

                                        Participants inside Jeskey Lecture Hall      


                    Conference Participants outside of Dedman Life Sciences Building


Left to Right: Ms. Valerie Grossman (B.S. Economics 2012), Professor Christopher Sims (Princeton University and Co-Winner of 2011 Nobel Prize in Economics), and Tom Fomby (Professor of Economics and Director of the Richard B. Johnson Center for Economic Studies).  Location: Jones Great Hall in the Meadows Museum of Art following dinner in honor of Professor Sims.