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NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
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SUMMER INSTITUTE 2004 |
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NBER Economic Fluctuations and
Growth |
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Working Group on Forecasting
& Empirical Methods in Macroeconomics & Finance |
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Mark Watson and Kenneth West,
Organizers |
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Royal Sonesta Hotel |
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5 Cambridge Parkway |
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Cambridge, Massachusetts |
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July 13 - 16, 2004 |
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PROGRAM |
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TUESDAY, JULY 13: |
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8:00 a.m. |
Coffee and Pastries |
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8:30 a.m. |
SEAN CAMPBELL, Brown University |
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Volatility, Predictability
and Uncertainty in the Great Moderation: |
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Evidence From the Survey of
Professional Forecasters |
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9:30 a.m. |
Break |
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9:45 a.m. |
IVANA KOMUNJER, California Institute of Technology |
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GRAHAM ELLIOTT and ALLAN TIMMERMANN, UC, San Diego |
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Biases in Macroeconomic
Forecasts: Irrationality or Asymmetric Loss? |
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10:45 a.m. |
Break |
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11:00 a.m. |
JONATHAN WRIGHT, Federal Reserve Board |
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Forecasting U.S. Inflation by
Bayesian Model Averaging |
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12:00 N |
Lunch and Adjourn |
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WEDNESDAY, JULY 14: |
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8:00 a.m. |
Coffee and Pastries |
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8:30 a.m. |
PETER REINHARD HANSEN, Brown University |
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ASGER
LUNDE, Aarhus School of Business |
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JAMES
NASON, Federal Reserve Bank of Atlanta |
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9:30 a.m. |
Break |
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9:45 a.m. |
MICHAEL
MCCRACKEN, University of Missouri |
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TODD
CLARK, Federal Reserve Bank of Kansas City |
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Improving Forecast
Accuracy by Combining Recursive and Rolling Forecasts |
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10:45
a.m. |
Break |
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11:00
a.m. |
BARBARA
ROSSI, Duke University |
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ATSUSHI
INOUE, North Carolina State University |
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12:00 N |
Lunch
and Adjourn |
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6:00 p.m. |
Clambake,
Harvard Faculty Club, 20 Quincy Street, Cambridge, MA |
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THURSDAY,
JULY 15: |
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8:00 a.m. |
Coffee
and Pastries |
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8:30 a.m. |
YACINE AÏT_SAHALIA,
Princeton University and NBER |
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PER
MYKLAND and LAN ZHANG, University of Chicago |
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9:30 a.m. |
Break |
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9:45 a.m. |
YOOSOON
CHANG and JOON PARK, Rice University |
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Taking a New Contour: A Novel Approach to Panel Unit
Root Tests |
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10:45
a.m. |
Break |
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11:00
a.m. |
ULRICH
MÜLLER, Princeton University |
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12:00 N |
Lunch
and Adjourn |
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FRIDAY,
JULY 16: |
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8:00 a.m. |
Coffee
and Pastries |
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8:30 a.m. |
THOMAS LUBIK,
Johns Hopkins University |
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FRANK
SCHORFHEIDE, University of Pennsylvania |
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Do
Central Banks Respond to Exchange Rate Movements? |
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A
Structural Investigation |
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9:30 a.m. |
Break |
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9:45 a.m. |
NOAH WILLIAMS,
Princeton University and NBER |
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THOMAS
SARGENT, New York University and NBER |
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TAO
ZHA, Federal Reserve Bank of Atlanta |
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10:45
p.m. |
Break |
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11:00
a.m. |
LUCA
BENATI, Bank of England |
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12:00 N |
Lunch
and Adjourn |
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7/6/04 |
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