SI 2019 Forecasting & Empirical Methods
Upload/update your conference materials
-
Alexander M. Chinco, Andreas Neuhierl, Michael Weber
Estimating the Anomaly Baserate -
Francesco Bianchi, Howard Kung, Mikhail Tirskikh
The Origins and Effects of Macroeconomic Uncertainty -
Simone Manganelli, Sulkhan Chavleishvili
Forecasting and Stress Testing with Quantile Vector Autoregression -
Michael D. Bauer, Glenn Rudebusch
Interest Rater Under Falling Stars -
Jonas E. Arias, Juan Rubio Ramírez, Daniel F. Waggoner
Inference in Bayesian Proxy-SVARs -
Gianluca Benigno, Andrew Foerster, Christopher Otrok, Alessandro Rebucci
Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach -
Elvira Sojli, Wing Wah Tham, Wendun Wang
Market-wide Events and Time Fixed Effects -
Andrew Patton, Brian Weller
Risk Price Variation: The Missing Half of Empirical Asset Pricing -
Minsu Chang, Xiaohong Chen, Frank Schorfheide
Heterogeneity and Aggregate Fluctuations -
Svetlana Bryzgalova, Christian Julliard
Consumption in Asset Returns -
Anisha Ghosh, Guillaume Roussellet
Identifying Beliefs from Asset Prices -
Richard Crump, Nikolay Gospondinov
Deconstructing the Yield Curve -
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Miao Kang, Sujit Kapadia, Ozgur Simsek
Machine Learning for Financial Crisis Prediction and the Construction of a Coherent Narrative -
Mikkel Plagborg-Møller, Christian Wolf
Local Projections and VARs Estimate the Same Impulse Responses -
Nina Boyarchenko, Domenico Giannone, Or Shachar
Flighty Liquidity -
Daniel Lewis
Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks & Their Macroeconomic Effects
Send questions to the NBER Conference Department (confer@nber.org).