NATIONAL
BUREAU OF ECONOMIC RESEARCH, INC. |
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SUMMER
INSTITUTE 2008 |
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NBER
Economic Fluctuations and Growth |
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 |
Charles B |
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PROGRAM |
TUESDAY, JULY 8: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
LUTZ KILIAN, |
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What Do We Learn from the Price of
Crude Oil Futures? |
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9:30 am |
Break |
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9:45 am |
FRANCIS
DIEBOLD, |
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The
Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models |
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10:45 am |
Break |
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11:00 am |
JONATHAN
WRIGHT, The Federal Reserve Board |
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12:00 n |
Lunch and
Adjourn |
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WEDNESDAY, JULY 9: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
NOUR
MEDDAHI, |
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9:30 am |
Break |
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9:45 am |
PETER
HANSEN, |
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In-Sample and Out-of-Sample Fit: Their
Joint Distribution and its Implications for Model Selection and Model
Averaging |
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10:45 am |
Break |
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11:00 am |
ULRICH
MULLER, |
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12:00 n |
Lunch and
Adjourn |
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6:00 pm |
Clambake,
Harvard Faculty Club, |
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THURSDAY, JULY 10: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
CRAIG
BURNSIDE, |
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Empirical Asset Pricing and
Statistical Power in the Presence of Weak Risk Factors |
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9:30 am |
Break |
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9:45 am |
MASSIMILIANO
MARCELLINO, Universita Bocconi |
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Factor-GMM
Estimation with Large Sets of Possibly Weak Instruments |
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10:45 am |
Break |
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11:00 am |
SOPHOCLES
MAVROEIDIS, |
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Inference
in Models with Adaptive Learning, with an Application to the New Keynesian
Philips Curve |
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12:00 n |
Lunch and
Adjourn |
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FRIDAY, JULY 11: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
JUSHAN
BAI and PENG WANG, |
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Conditional
Markov Chain and Its Application to Economic Time Series Analysis |
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9:30 am |
Break |
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9:45 am |
HONG LI, |
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Measuring
the Impact of Asset Price Booms Using Quantile Vector Autoregressions |
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10:45 am |
Break |
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11:00 am |
RAY FAIR,
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Estimating
Exchange Rate Equations Using Estimated Expectations |
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12:00 n |
Lunch and
Adjourn |
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5/5/08 |
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