
	Tuesday, July 7
8:30 am
8:30 am	Robust Inference in Structural VARs with Long-run Restrictions Guillaume Chevillon, ESSEC Business School Sophocles Mavroeidis, University of Oxford Zhaoguo Zhan, Tsinghua University
9:15 am
9:15 am	Priors for the long run Domenico Giannone, International Monetary Fund
10:30 am
10:30 am	Monetary Policy and Long-term Interest Rates Gianni Amisano, European Central Bank Oreste Tristani, European Central Bank
11:15 am
11:15 am	L1-Regularization of High Dimensional Time Series Models with Flexible Innovations Marcelo Medeiros, PUC-Rio Eduardo F. Mendes, University of New South Wales
	Wednesday, July 8
8:30 am
8:30 am	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
9:15 am	Evaluating and Comparing Possibly Misspecified Forecasts Andrew Patton, Duke University
10:30 am
10:30 am	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
11:15 am
11:15 am	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
	Thursday, July 9
8:30 am	Robust Bond Risk Premia Michael D. Bauer, Federal Reserve Bank of San Francisco James D. Hamilton, University of California, San Diego and NBER
9:15 am
9:15 am	Bond Risk Premia in Consumption Based Models Drew D. Creal, University of Notre Dame Jing Cynthia Wu, University of Illinois Urbana-Champaign and NBER
10:30 am
10:30 am	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
11:15 am
11:15 am	Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility Elmar Mertens, Deutsche Bundesbank James Nason, North Carolina State University
	Friday, July 10
8:30 am
8:30 am	An Equilibrium Model of Institutional Demand and Asset Prices Ralph Koijen, University of Chicago and NBER Motohiro Yogo, Princeton University and NBER
9:15 am	Portfolio Choice under the APT with Model Misspecification Mohammad Pesaran, University of Southern California Raman Uppal, Edhec Business School Paolo Zaffaroni, Imperial College London
10:30 am
10:30 am	Jump Regressions Viktor Todorov, Northwestern University George Tauchen, Duke University
11:15 am
11:15 am	Bootstrapping High-Frequency Jump Tests Prosper Dovonon, Concordia University Nour Meddahi, Toulouse School of Economics

Participants

Tobias Adrian, International Monetary Fund
Pooyan Amir-Ahmadi, University of Illinois at Urbana-Champaign
Isaiah Andrews, Massachusetts Institute of Technology and NBER
Natsuki Arai, Gettysburg College
Efstathios Avdis, University of Alberta
Jushan Bai, Columbia University
Laurent Barras, University of Luxembourg
Michael D. Bauer, Federal Reserve Bank of San Francisco
David W. Berger, Duke University and NBER
Daniele Bianchi, Queen Mary University of London
Francesco Bianchi, Johns Hopkins University and NBER
Andrea Carriero, Queen Mary University of London
Carlos Carvalho, Kapitalo Investimentos and PUC-Rio
Stephen G. Cecchetti, Brandeis University and NBER
Ambrogio Cesa-Bianchi, Bank of England
Xu Cheng, University of Pennsylvania
Guillaume Chevillon, ESSEC Business School
Drew D. Creal, University of Notre Dame
Richard K. Crump, Federal Reserve Bank of New York
Francis X. Diebold, University of Pennsylvania and NBER
Leland E. Farmer, University of Virginia
Jesús Fernández-Villaverde, University of Pennsylvania and NBER
Neville Francis, University of North Carolina at Chapel Hill and NBER
Bulat N. Gafarov, University of California, Davis
Ana B. Galvao, Bloomberg LP and Warwick
Domenico Giannone, International Monetary Fund
Stefano Giglio, Yale University and NBER
Sermin Gungor, Bank of Canada
James D. Hamilton, University of California, San Diego and NBER
Samuel Hanson, Harvard University and NBER
Philipp Hartmann, European Central Bank
Kirstin Hubrich, Austrian Central Bank, Deutsche Bundesbank (as of July 1)
Onur Ince, Appalachian State University
Ravi Jagannathan, Northwestern University and NBER
Òscar Jordà, Federal Reserve Bank of San Francisco
Iryna V. Kaminska, Bank of England
Bryan T. Kelly, Yale University and NBER
Ralph S. J. Koijen, University of Chicago and NBER
Blake D. LeBaron, Brandeis University
Michele Lenza, European Central Bank
Daniel Lewis, University College London
Laura Liu, University of Pittsburgh
Sydney C. Ludvigson, New York University and NBER
Aytek Malkhozov, Federal Reserve Board
Nelson Mark, University of Notre Dame and NBER
Sophocles Mavroeidis, University of Oxford
Adam McCloskey, University of Colorado
Michael McCracken, Federal Reserve Bank of St. Louis
Nour Meddahi, Toulouse School of Economics
Marcelo Medeiros, PUC-Rio
Elmar Mertens, Deutsche Bundesbank
Silvia Miranda-Agrippino, Bank of England

Tanya Molodtsova, Appalachian State University
José Luis Montiel Olea, Cornell University
James Nason, North Carolina State University
Serena Ng, Columbia University and NBER
Anna Orlik, Federal Reserve Board
David Papell, University of Houston
Jonathan A. Parker, Massachusetts Institute of Technology and NBER
Andrew Patton, Duke University
Davide Pettenuzzo, Brandeis University
Monika Piazzesi, Stanford University and NBER
Mikkel Plagborg-Møller, Princeton University
Giorgio Primiceri, Northwestern University and NBER
Seth Pruitt, Arizona State University
Alberto G. Rossi, Georgetown University
Hikaru Saijo, University of California, Santa Cruz
Frank Schorfheide, University of Pennsylvania and NBER
Tatevik Sekhposyan, Texas A&M University
S. Raja Sethu Durai, ICRIER
Minchul Shin, Federal Reserve Bank of Philadelphia
Allen Sinai, Decision Economics, Inc.
Tara M. Sinclair, The George Washington University
Dongho Song, Johns Hopkins University
Zhaogang Song, Johns Hopkins University
Bent Sorensen, University of Houston
Dalibor Stevanovic, Université du Quebec a Montréal
James H. Stock, Harvard University and NBER
Eric T. Swanson, University of California, Irvine and NBER
Andrea Tambalotti, Amazon
George Tauchen, Duke University
Claudio Tebaldi, Bocconi University
Robert Tetlow, Federal Reserve Board
Allan Timmermann, University of California, San Diego
Viktor Todorov, Northwestern University
Oreste Tristani, European Central Bank
Harald Uhlig, University of Chicago and NBER
Raman Uppal, Edhec Business School
Luis M. Viceira, Harvard University and NBER
Erik Vogt, Federal Reserve Bank of New York
Kenji Wada, New York University
Mark W. Watson, Princeton University and NBER
Kenneth D. West, University of Wisconsin-Madison and NBER
Jonathan H. Wright, Johns Hopkins University and NBER
Jing Cynthia Wu, University of Illinois Urbana-Champaign and NBER
Yohei Yamamoto, Hitotsubashi University
Motohiro Yogo, Princeton University and NBER
Pawel Zabczyk, International Monetary Fund
Paolo Zaffaroni, Imperial College London
Egon Zakrajšek
Zhaoguo Zhan, Tsinghua University
Guihai Zhao, Bank of Canada
Molin Zhong, Federal Reserve Board
Yinchu Zhu, Brandeis University