
	Tuesday, July 11
8:00 am	Coffee and Pastries
	Econometric Inference
8:30 am	A more Powerful Subvector Anderson Rubin test in Linear IV Regression Patrik Guggenberger, University of California at San Diego Frank Kleibergen, University of Amsterdam Sophocles Mavroeidis, University of Oxford
9:15 am	Simultaneous Confidence Bands: Theoretical Comparisons and Suggestions for Practice Jose L. Montiel Olea, Cornell University Mikkel Plagborg-Moller, Princeton University
10:00 am	Break
	Bayesian Modeling
10:30 am	Identification through Heterogeneity Pooyan Amir Ahmadi, University of Illinois at Urbana-Champaign Thorsten Drautzburg, Federal Reserve Bank of Philadelphia
11:15 am	Exact Bayesian Moment Based Inference for the Distribution of the Small-Time Movements of an Ito Semimartingale A. Ronald Gallant, Pennsylvania State University George Tauchen, Duke University
12:00 noon	Adjourn and Lunch
	Wednesday, July 12
8:00 am	Coffee and Pastries
	Big Data in Forecasting
8:30 am	News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment Rickard Nyman, UCL Centre for the Study of Decision-Making Uncertainty David Gregory, Bank of England Sujit Kapadia, European Central Bank Paul Ormerod, University College London Rickard Nyman, UCL Centre for the Study of Decision-Making Uncertainty
9:15 am	Clearing the Fog: The Predictive Power of Weather for Employment Reports and their Asset Price Responses Daniel Wilson, Federal Reserve Bank of San Francisco
10:00 am	Break
	Factor Models
10:30 am	Is Industrial Production Still the Dominant Factor for the US Economy? Elena Andreou, University of Cyprus Patrick Gagliardini, Università della Svizzera Italiana and Swiss Finance Institute Eric Ghysels, University of North Carolina at Chapel Hill Mirco Rubin, EDHEC Business School - Nice
11:15 am	Uncertainty and Economic Activity: Identification Through Cross-country Correlations Ambrogio Cesa-Bianchi, Bank of England Mohammad Pesaran, University of Southern California Alessandro Rebucci, Johns Hopkins University and NBER
12:00 noon	Adjourn and Lunch
	Thursday, July 13
8:00 am	Coffee and Pastries
	Forecasting with Panel Data
8:30 am	Forecasting with Dynamic Panel Data Models Laura Liu, University of Pittsburgh Hyungsik Moon, University of Southern California Frank Schorfheide, University of Pennsylvania and NBER
9:15 am	Accounting for Debt Service Mathias Drehmann, Bank for International Settlements Mikael Juselius, Bank of Finland Anton Korinek, University of Virginia and NBER
10:00 am	Break
	Macro Modeling and Forecasting
10:30 am	Why you should never use the Hodrick-Prescott filter James D. Hamilton, University of California, San Diego and NBER
11:15 am	Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors Todd Clark, Federal Reserve Bank of Cleveland Michael McCracken, Federal Reserve Bank of St. Louis Elmar Mertens, Deutsche Bundesbank
12:00 noon	Adjourn and Lunch
	Friday, July 14
8:00 am	Coffee and Pastries
	Characteristics and Predictors of the Cross-section of Stock Returns
8:30 am	Dissecting Characteristics Nonparametrically Joachim Freyberger, University of Bonn Andreas Neuhierl, Washington University in St. Louis Michael Weber, University of Chicago and NBER
9:15 am	Sparse Signals in the Cross-Section of Returns Alexander M. Chinco, Baruch College Adam Clark-Joseph, University of Illinois at Urbana-Champaign Mao Ye, Cornell University and NBER
10:00 am	Break
	Modeling Macroeconomic Dynamics
10:30 am	Economic Predictions with Big Data: The Illusion of Sparsity Domenico Giannone, International Monetary Fund Michele Lenza, European Central Bank Giorgio Primiceri, Northwestern University and NBER
11:15 am	The Discretization Filter: A Simple Way to Estimate Nonlinear State Space Models Leland Farmer, University of Virginia
12:00 noon	Adjourn and Lunch

Participants

Abhilasha Abhilasha, Reserve Bank of India
Pooyan Amir-Ahmadi, University of Illinois at Urbana-Champaign
Isaiah Andrews, Massachusetts Institute of Technology and NBER
Jushan Bai, Columbia University
Francesco Bianchi, Johns Hopkins University and NBER
Ricardo J. Caballero, Massachusetts Institute of Technology and NBER
Carlos Carvalho, Kapitalo Investimentos and PUC-Rio
Ambrogio Cesa-Bianchi, Bank of England
Yoosoon Chang, Indiana University
John Chao, University of Maryland
Mikhail Chernov, University of California, Los Angeles and NBER
Guillaume Chevillon, ESSEC Business School
Alex Chinco, Baruch College
Todd Clark, Federal Reserve Bank of Cleveland
Adam Clark-Joseph, University of Illinois at Urbana-Champaign
Drew D. Creal, University of Notre Dame
Francis DiTraglia, University of Oxford
Francis X. Diebold, University of Pennsylvania and NBER
Dobrislav Dobrev, Federal Reserve Board
Thorsten Drautzburg, Federal Reserve Bank of Philadelphia
Leland E. Farmer, University of Virginia
A. Ronald Gallant, Pennsylvania State University
Marcio Garcia, PUC-Rio
Juan Angel García, European Central Bank
Domenico Giannone, International Monetary Fund
Refet S. Gürkaynak, Bilkent University
James D. Hamilton, University of California, San Diego and NBER
Samuel Hanson, Harvard University and NBER
Irma Hindrayanto, Netherlands Central Bank
Eric Jacquier, Boston University
Òscar Jordà, Federal Reserve Bank of San Francisco
Mikael Juselius, Bank of Finland
Sujit Kapadia, European Central Bank
Bryan T. Kelly, Yale University and NBER
Lynda Khalaf, Carleton University
Frank Kleibergen, University of Amsterdam
Anton Korinek, University of Virginia and NBER
Burçin Kısacıkoğlu, Bilkent University
Eben Lazarus, University of California, Berkeley
Blake D. LeBaron, Brandeis University
Michele Lenza, European Central Bank
Daniel Lewis, University College London
Kurt Lewis, Federal Reserve Board
Laura Liu, University of Pittsburgh
Prakash Loungani, Johns Hopkins University
Kurt G. Lunsford, Federal Reserve Bank of Cleveland
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
Daisy McGregor, Bank of England
Elmar Mertens, Deutsche Bundesbank

Atif R. Mian, Princeton University and NBER
Silvia Miranda-Agrippino, Bank of England
Ana-Maria Mocanu, Amazon
Hyungsik Roger Moon, University of Southern California
Christian Murray, University of Houston
Fernanda Nechio, Federal Reserve Bank of San Francisco
Andreas Neuhierl, Washington University in St. Louis
Serena Ng, Columbia University and NBER
Kristoffer Nimark, Cornell University
Rickard Nyman, UCL Centre for the Study of Decision-Making Uncertainty
Anna Orlik, Federal Reserve Board
Cavit Pakel, Bilkent University
David Papell, University of Houston
Davide Pettenuzzo, Brandeis University
Mikkel Plagborg-Møller, Princeton University
Giorgio Primiceri, Northwestern University and NBER
Seth Pruitt, Arizona State University
Giuseppe Ragusa, Sapienza University
Alessandro Rebucci, Johns Hopkins University and NBER
Chris Redl, International Monetary Fund
Matthew P. Richardson, New York University and NBER
Alberto G. Rossi, Georgetown University
Mirco Rubin, EDHEC Business School - Nice
Glenn D. Rudebusch, Brookings Institution
Paul M. Sangrey, University of Pennsylvania
Lawrence D.W. Schmidt, Massachusetts Institute of Technology
Frank Schorfheide, University of Pennsylvania and NBER
Yves Schueler, Deutsche Bundesbank
Allen Sinai, Decision Economics, Inc.
Ria Sinha, GD Goenka University
Dongho Song, Johns Hopkins University
Bent Sorensen, University of Houston
James H. Stock, Harvard University and NBER
Andrea Tambalotti, Amazon
Andrea Tamoni, Rutgers University
George Tauchen, Duke University
Allan Timmermann, University of California, San Diego
Tomohiro Tsuruga, International Monetary Fund
Yoichi Ueno, Japan Center for Economic Research
Rossen Valkanov, University of California at San Diego
Kenji Wada, New York University
Mark W. Watson, Princeton University and NBER
Michael Weber, University of Chicago and NBER
Kenneth D. West, University of Wisconsin-Madison and NBER
Daniel Wilson, Federal Reserve Bank of San Francisco
Jonathan H. Wright, Johns Hopkins University and NBER
Yohei Yamamoto, Hitotsubashi University
Amir Yaron, University of Pennsylvania and NBER
Mao Ye, Cornell University and NBER
Motohiro Yogo, Princeton University and NBER
Paolo Zaffaroni, Imperial College London
Molin Zhong, Federal Reserve Board