
	Tuesday, July 12
8:30 am	HAR Inference: Kernel Choice, Size Distortions, and Power Loss Eben Lazarus, University of California, Berkeley Daniel Lewis, University College London James H. Stock, Harvard University and NBER Mark W. Watson, Princeton University and NBER
9:15 am	Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing Lawrence DW. Schmidt, Massachusetts Institute of Technology Yinchu Zhu, Brandeis University
10:30 am	Non-Stationary Dynamic Factor Models for Large Datasets Matteo Barigozzi, University of Bologna Marco Lippi, Università di Roma, La Sapienza Matteo Luciani, Amazon
11:15 am	Bayesian Compressed Vector Autoregressions Davide Pettenuzzo, Brandeis University
	Wednesday, July 13
8:30 am	Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? Sydney C. Ludvigson, New York University and NBER Sai Ma, Federal Reserve Board Serena Ng, Columbia University and NBER
9:15 am	Measuring Macroeconomic Uncertainty and its Impact on the Economy Andrea Carriero, Queen Mary University of London Todd Clark, Federal Reserve Bank of Cleveland Massimiliano Marcellino, Bocconi University
10:30 am	VAR Information and the Empirical Validation of DSGE Models Mario Forni, Universita di Modena Luca Gambetti, Universitat Autonoma de Barcelona Luca Sala, Bocconi University
11:15 am	Macro Risks and Term Structure of Interest Rates Geert Bekaert, Columbia University Eric Engstrom, Federal Reserve Board of Governors Andrey Ermolov, Fordham University
	Thursday, July 14
8:30 am	Climate Risks and Market Efficiency Harrison Hong, Columbia University and NBER Weikai Li, Singapore Management University Jiangmin Xu, Peking University
9:15 am	A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil Christiane J.S. Baumeister, University of Notre Dame and NBER Lutz Kilian, Federal Reserve Bank of Dallas
10:30 am	The TIPS Liquidity Premium Martin M. Andreasen, Aarhus University Jens Christensen, Federal Reserve Bank of San Francisco Kevin Cook, Federal Reserve Bank of San Francisco Simon Riddell
11:15 am	Asset Allocation with Judgment Simone Manganelli, European Central Bank
11:15 am	Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets Eric T. Swanson, University of California, Irvine and NBER
	Friday, July 15
8:30 am	Financial Stress and Equilibrium Dynamics in Money Markets Emre Yoldas, Federal Reserve Board Zeynep Senyuz, Federal Reserve Board
9:15 am	The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets Torben G. Andersen, Northwestern University and NBER Nicola Fusari, Johns Hopkins University Viktor Todorov, Northwestern University
10:30 am	From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors Mathias S. Kruttli, Indiana University

Participants

Torben G. Andersen, Northwestern University and NBER
Elena Andreou, University of Cyprus
Natsuki Arai, Gettysburg College
S. Borağan Aruoba, University of Maryland and NBER
Efstathios Avdis, University of Alberta
Jushan Bai, Columbia University
Geert Bekaert, Columbia University
Francesco Bianchi, Johns Hopkins University and NBER
Michael W. Brandt, Duke University
Andrea Carriero, Queen Mary University of London
Gino Cenedese, Fulcrum Asset Management
Mikhail Chernov, University of California, Los Angeles and NBER
Jens Christensen, Federal Reserve Bank of San Francisco
Todd Clark, Federal Reserve Bank of Cleveland
Drew D. Creal, University of Notre Dame
Richard K. Crump, Federal Reserve Bank of New York
Francis X. Diebold, University of Pennsylvania and NBER
Eric Engstrom, Federal Reserve Board of Governors
Andrey Ermolov, Fordham University
Leland E. Farmer, University of Virginia
Mario Forni, Universita di Modena
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
Luca Gambetti, Universitat Autonoma de Barcelona
Marcio Garcia, PUC-Rio
Domenico Giannone, International Monetary Fund
Stefano Giglio, Yale University and NBER
Refet S. Gürkaynak, Bilkent University
Samuel Hanson, Harvard University and NBER
Harrison Hong, Columbia University and NBER
Kirstin Hubrich, Austrian Central Bank, Deutsche Bundesbank (as of July 1)
Onur Ince, Appalachian State University
Òscar Jordà, Federal Reserve Bank of San Francisco
Kyle Jurado, Duke University
Lutz Kilian, Federal Reserve Bank of Dallas
Mathias Kruttli, Indiana University
Eben Lazarus, University of California, Berkeley
Blake D. LeBaron, Brandeis University
Martin Lettau, University of California, Berkeley and NBER
Daniel Lewis, University College London
Andrew W. Lo, Massachusetts Institute of Technology and NBER
Prakash Loungani, Johns Hopkins University
Matteo Luciani, Amazon
Sydney C. Ludvigson, New York University and NBER
Aytek Malkhozov, Federal Reserve Board
Simone Manganelli, European Central Bank
Elmar Mertens, Deutsche Bundesbank
Atif R. Mian, Princeton University and NBER
Tanya Molodtsova, Appalachian State University

José Luis Montiel Olea, Cornell University
Philippe Mueller, Warwick University
Akihiro Nakano, Bank of Japan
Serena Ng, Columbia University and NBER
Kristoffer Nimark, Cornell University
David Papell, University of Houston
Andrew Patton, Duke University
Loriana Pelizzon, SAFE/Goethe University Frankfurt
Denis Pelletier, North Carolina State University
Davide Pettenuzzo, Brandeis University
Martin Ploedt, Kiel Institute for the World Economy
Giorgio Primiceri, Northwestern University and NBER
Seth Pruitt, Arizona State University
Julien Pénasse, University of Luxembourg
Alberto G. Rossi, Georgetown University
Riccardo Sabbatucci, Stockholm School of Economics
Hikaru Saijo, University of California, Santa Cruz
Luca Sala, Bocconi University
Charles J. Saunders, University of Western Ontario
Lawrence D.W. Schmidt, Massachusetts Institute of Technology
Frank Schorfheide, University of Pennsylvania and NBER
Andreas Schrimpf, Bank for International Settlements
Zeynep Senyuz, Federal Reserve Board
Minchul Shin, Federal Reserve Bank of Philadelphia
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
Kenji Suganuma, Bank of Japan
Eric T. Swanson, University of California, Irvine and NBER
Andrea Tambalotti, Amazon
Andrea Tamoni, Rutgers University
George Tauchen, Duke University
Claudio Tebaldi, Bocconi University
Allan Timmermann, University of California, San Diego
Viktor Todorov, Northwestern University
Oreste Tristani, European Central Bank
Rossen Valkanov, University of California at San Diego
Daniel F. Waggoner, Federal Reserve Bank of Atlanta
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
Jiangmin Xu, Peking University
Amir Yaron, University of Pennsylvania and NBER
Motohiro Yogo, Princeton University and NBER
Emre Yoldas, Federal Reserve Board
Molin Zhong, Federal Reserve Board
Yinchu Zhu, Brandeis University
asish george, Reserve Bank of India