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Tuesday, July 11 | |
8:00 am |
Coffee and Pastries
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Econometric Inference
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8:30 am |
A more Powerful Subvector Anderson Rubin test in Linear IV Regression |
9:15 am |
Simultaneous Confidence Bands: Theoretical Comparisons and Suggestions for Practice |
10:00 am |
Break
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Bayesian Modeling
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10:30 am |
Identification through Heterogeneity |
11:15 am |
Exact Bayesian Moment Based Inference for the Distribution of the Small-Time Movements of an Ito Semimartingale |
12:00 noon |
Adjourn and Lunch
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Wednesday, July 12 | |
8:00 am |
Coffee and Pastries
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Big Data in Forecasting
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8:30 am |
News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment |
9:15 am |
Clearing the Fog: The Predictive Power of Weather for Employment Reports and their Asset Price Responses |
10:00 am |
Break
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Factor Models
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10:30 am |
Is Industrial Production Still the Dominant Factor for the US Economy? |
11:15 am |
Uncertainty and Economic Activity: Identification Through Cross-country Correlations |
12:00 noon |
Adjourn and Lunch
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Thursday, July 13 | |
8:00 am |
Coffee and Pastries
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Forecasting with Panel Data
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8:30 am |
Forecasting with Dynamic Panel Data Models |
9:15 am |
Accounting for Debt Service |
10:00 am |
Break
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Macro Modeling and Forecasting
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10:30 am |
Why you should never use the Hodrick-Prescott filter |
11:15 am |
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors |
12:00 noon |
Adjourn and Lunch
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Friday, July 14 | |
8:00 am |
Coffee and Pastries
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Characteristics and Predictors of the Cross-section of Stock Returns
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8:30 am |
Dissecting Characteristics Nonparametrically |
9:15 am |
Sparse Signals in the Cross-Section of Returns |
10:00 am |
Break
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Modeling Macroeconomic Dynamics
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10:30 am |
Economic Predictions with Big Data: The Illusion of Sparsity |
11:15 am |
The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models |
12:00 noon |
Adjourn and Lunch
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