★ Econometrics (ISSN 2225-1146)
★ Special Issue "Topics in Computational Econometrics and Finance: Theory and Applications"
★ https://www.mdpi.com/journal/econometrics/special_issues/computational_econometrics_finance


★ Call for papers

Dear Colleagues,

Since the aftermath of the global financial crisis (2008–2009), various macroeconomic and financial models have been questioned, in particular because of the inability of these models to forecast the financial crisis. This has yielded an ongoing challenge to improve these models in order to better reproduce the properties of macro and financial data and to improve their modeling and forecasting. Accordingly, these models have been the subject of different empirical investigations. To this end, some econometric models have been extended. These extensions have implied the development/extension of parametric tests (time series modeling, high frequency modeling, panel data, multivariate analysis, etc.) as well as nonparametric tests (wavelet, spectral analysis, etc.). The application of new tests has improved the modeling of macroeconomic and financial data in different ways, and the related simulations of these methods have shown their viability. Consequently, a growing research agenda has been defined to tackle these questions with these new econometric methods.

This Special Issue aims to focus on the recent topics on empirical macroeconomic and financial modeling as well as on these extended econometric techniques that were introduced to extend the original framework of macro-econometrics. Accordingly, this Special Issue will present theoretical, methodological, as well as empirical, research in empirical macroeconomics and finance, with a focus on the econometrics modeling steps.

This Special Issue is associated with the 6th International Symposium in Computational Economics and Finance (ISCEF2020, www.iscef.com). The conference will be held from 29 to 31 October 2020, in Paris.

Prof. Dr. Fredj Jawadi
University of Lille Nord de France
Guest Editor


★ Submissions deadline: 31 March 2021
★ Submission Instructions: https://www.mdpi.com/journal/econometrics/instructions


★ When you choose Econometrics, you benefit from:

** High Visibility: Indexed by the Emerging Sources Citation Index (Web of Science), EconLit (AEA), Scopus (Elsevier) and other databases (https://www.mdpi.com/journal/econometrics/indexing);
** Owning the full copyright to your work, and your article is free to read for anyone at any time;
** Rapid Publication: Manuscripts are peer-reviewed and a first decision provided to authors approximately 38.2 days after submission; acceptance to publication is undertaken in 7.8 days (median values for papers published in this journal in the first half of 2020).


★ Open Access and Article Processing Charges (APC):

Econometrics is fully open access. Open access (unlimited and free access by readers) increases publicity and promotes more frequent citations, as indicated by several studies. Open access is supported by the authors and their institutes. The Article Processing Charges (APC) for accepted papers are CHF 1000. You may be entitled to a discount if you have previously received a discount code in MDPI or if your institute is participating in the MDPI Institutional Open Access Program (IOAP), for more information see: http://www.mdpi.com/about/ioap.

Discounts/Waivers could be granted for strong papers. Feel free to contact the editorial office.


★ Contact:

Econometrics Editorial Office
MDPI, St. Alban-Anlage 66, 4052 Basel, Switzerland
Email: econometrics@mdpi.com

Ms. Jade Wei
Managing Editor
Email: jade.wei@mdpi.com