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Tuesday, July 7
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8:30 am
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8:30 am
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Robust Inference in Structural VARs with Long-run Restrictions
Guillaume Chevillon, ESSEC Business School
Sophocles Mavroeidis, University of Oxford
Zhaoguo Zhan, Tsinghua University
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9:15 am
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9:15 am
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Priors for the long run
Domenico Giannone, International Monetary Fund
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10:30 am
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10:30 am
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Monetary Policy and Long-term Interest Rates
Gianni Amisano, European Central Bank
Oreste Tristani, European Central Bank
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11:15 am
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11:15 am
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L1-Regularization of High Dimensional Time Series Models with Flexible Innovations
Marcelo Medeiros, PUC-Rio
Eduardo F. Mendes, University of New South Wales
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Wednesday, July 8
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8:30 am
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8:30 am
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Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility
Francis X. Diebold, University of Pennsylvania and NBER
Frank Schorfheide, University of Pennsylvania and NBER
Minchul Shin, Federal Reserve Bank of Philadelphia
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9:15 am
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Evaluating and Comparing Possibly Misspecified Forecasts
Andrew Patton, Duke University
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10:30 am
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10:30 am
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Melting Down: Systemic Financial Instability and the Macroeconomy
Philipp Hartmann, European Central Bank
Kirstin Hubrich, Austrian Central Bank, Deutsche Bundesbank (as of July 1)
Manfred Kremer, European Central Bank
Robert Tetlow, Federal Reserve Board of Governors
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11:15 am
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11:15 am
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Modeling Contagion and Systemic Risk
Daniele Bianchi, Queen Mary University of London
Monica Billio, Univesity Ca' Foscari of Venice
Roberto Casarin, University of Venice
Massimo Guidolin, Bocconi University
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Thursday, July 9
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8:30 am
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Robust Bond Risk Premia
Michael D. Bauer, Federal Reserve Bank of San Francisco
James D. Hamilton, University of California, San Diego and NBER
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9:15 am
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9:15 am
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Bond Risk Premia in Consumption Based Models
Drew D. Creal, University of Illinois
Jing Cynthia Wu, University of Illinois Urbana-Champaign and NBER
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10:30 am
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10:30 am
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Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
Tobias Adrian, International Monetary Fund
Richard Crump, Federal Reserve Bank of New York
Erik Vogt, Federal Reserve Bank of New York
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11:15 am
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11:15 am
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Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility
Elmar Mertens, European Central Bank
James Nason, North Carolina State University
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Friday, July 10
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8:30 am
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8:30 am
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An Equilibrium Model of Institutional Demand and Asset Prices
Ralph Koijen, University of Chicago and NBER
Motohiro Yogo, Princeton University and NBER
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9:15 am
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Portfolio Choice under the APT with Model Misspecification
Mohammad Pesaran, University of Southern California
Raman Uppal, EDHEC Business School
Paolo Zaffaroni, Imperial College London
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10:30 am
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10:30 am
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Jump Regressions
Viktor Todorov, Northwestern University
George Tauchen, Duke University
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11:15 am
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11:15 am
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Bootstrapping High-Frequency Jump Tests
Prosper Dovonon, Concordia University
Nour Meddahi, Toulouse School of Economics
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