The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal open without bias to all areas of econometric research, whether applied, computational, methodological or theoretical contributions.

The editorial structure of The Econometrics Journal has been radically overhauled as a reaffirmation by the Royal Economic Society of its commitment to establishing The Econometrics Journal as a top international general field journal for econometric research. The Royal Economic Society has appointed an Editorial Board consisting of leading international researchers in econometrics as Managing Editor and Co-Editors. The new editorial structure of The Econometrics Journal has been completed by the addition of a number of first-class, mainly younger, econometricians as Associate Editors. A complete listing can be found at Editorial Information.

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2008 Royal Economic Society Annual Conference - University of Warwick
The Econometrics Journal Special Session on Financial Econometrics

Tuesday 18 March 15.00-16.30

Chair: Richard J. Smith (University of Cambridge)

Frank X. Diebold (University of Pennsylvania) and Glenn Rudebusch (Federal Reserve Board San Francisco): "Yield Curve Modeling and Forecasting"

Enrique Sentana (CEMFI): "The Econometrics of Mean-Variance
Efficiency Tests"

Neil Shephard (University of Oxford): "Realised Kernels in Practice"

Discussant: Alessio Sancetta (University of Cambridge)

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