
	Tuesday, July 10
8:00 am	Coffee and Pastries
	Econometric Inference
8:30 am	HAR Inference: Recommendations for Practice 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	Consistent Inference for Predictive Regressions in Persistent VAR Economies Torben G. Andersen, Northwestern University and NBER Rasmus T. Varneskov, Copenhagen Business School
10:00 am	Break
	Econometric Modeling
10:30 am	Where Is The Subsidy Going? Using Administrative Data To Value English Income Contingent Student Loans By Subject And University Laura van der Erve, Institute for Fiscal Studies Neil Shephard, Harvard University Jack W. Britton, Institute for Fiscal Studies
11:15 am	Noncommon Breaks Simon C. Smith, University of Southern California
12:00 n	Adjourn and Lunch
	Wednesday, July 11
8:00 am	Coffee and Pastries
	Monetary Policy
8:30 am	The Effects of Conventional and Unconventional Monetary Policy: A New Approach Atsushi Inoue, Vanderbilt University Barbara Rossi, ICREA-Universitat Pompeu Fabra
9:15 am	Interest Rate Conundrums in the 21st Century Samuel Hanson, Harvard University and NBER David Lucca, Jane Street Jonathan H. Wright, Johns Hopkins University and NBER
10:00 am	Break
	Aftermath of the Great Recession
10:30 am	What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices Thomas Mertens, Federal Reserve Bank of San Francisco John Williams, Federal Reserve Bank of New York
11:15 am	The Cyclical Sensitivity in Estimates of Potential Output Olivier Coibion, University of Texas at Austin and NBER Yuriy Gorodnichenko, University of California, Berkeley and NBER Mauricio Ulate, Federal Reserve Bank of San Francisco
12:00 n	Adjourn and Lunch
6:00 pm	Clambake at the Royal Sonesta Hotel
	Thursday, July 12
8:00 am	Coffee and Pastries
	Macroeconometrics
8:30 am	The Phillips Multiplier Regis Barnichon, Federal Reserve Bank of San Francisco Òscar Jordà, Federal Reserve Bank of San Francisco Geert Mesters, Universitat Pompeu Fabra
9:15 am	Dealing with Misspecification in Structural Macroeconometric Models Fabio Canova, Universitat Pompeu Fabra Christian Matthes, Indiana University
10:00 am	Break
	Forecasting
10:30 am	Egalitarian LASSO for Combining Economic Forecasts Francis X. Diebold, University of Pennsylvania and NBER Minchul Shin, Federal Reserve Bank of Philadelphia
11:15 am	Microfounded Forecasting Wagner P. Gaglianone, Banco Central do Brasil Joao Issler, FGV
12:00 n	Adjourn and Lunch
	Friday, July 13
8:00 am	Coffee and Pastries
	Machine Learning
8:30 am	A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data (slides) Serena Ng, Columbia University and NBER Rishab Guha, Harvard University
9:15 am	Empirical Asset Pricing via Machine Learning Bryan T. Kelly, Yale University and NBER Dacheng Xiu, and NBER
10:00 am	Break
	Empirical Finance
10:30 am	Estimating the Dynamics of Consumption Growth Gustavo A. Schwenkler, Santa Clara University
11:15 am	Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix Tim Bollerslev, Duke University and NBER Andrew Patton, Duke University Rogier Quaedvlieg, Erasmus University Rotterdam
12:00 n	Adjourn and Lunch

Participants

Pooyan Amir-Ahmadi, University of Illinois at Urbana-Champaign
Torben G. Andersen, Northwestern University and NBER
Jushan Bai, Columbia University
Regis Barnichon, Federal Reserve Bank of San Francisco
Daniele Bianchi, Queen Mary University of London
Francesco Bianchi, Johns Hopkins University and NBER
Jack W. Britton, Institute for Fiscal Studies
Carlos Carvalho, Kapitalo Investimentos and PUC-Rio
Ambrogio Cesa-Bianchi, Bank of England
Yoosoon Chang, Indiana University
Dean Croushore, University of Richmond
Francis DiTraglia, University of Oxford
Francis X. Diebold, University of Pennsylvania and NBER
Dobrislav Dobrev, Federal Reserve Board
Leland E. Farmer, University of Virginia
S. Gangadaran, Reserve Bank of India
Marcio Garcia, PUC-Rio
Juan Angel García, European Central Bank
Bipul Ghosh, Reserve Bank of India
Domenico Giannone, International Monetary Fund
Silvia Goncalves, McGill University
Yuriy Gorodnichenko, University of California, Berkeley and NBER
Rishab Guha, Harvard University
Refet S. Gürkaynak, Bilkent University
Samuel Hanson, Harvard University and NBER
Kirstin Hubrich, Austrian Central Bank, Deutsche Bundesbank (as of July 1)
Atsushi Inoue, Vanderbilt University
Joao V. Issler, FGV
Yuto Iwasaki
Bryan T. Kelly, Yale University and NBER
Robert G. King, Boston University and NBER
Burçin Kısacıkoğlu, Bilkent University
Eben Lazarus, University of California, Berkeley
Blake D. LeBaron, Brandeis University
Daniel Lewis, University College London
Prakash Loungani, Johns Hopkins University
David Lucca, Jane Street
Sydney C. Ludvigson, New York University and NBER
Nelson Mark, University of Notre Dame and NBER
Christian Matthes, Indiana University
Michael McCracken, Federal Reserve Bank of St. Louis
Jack Meaning, Bank of England
Thomas Mertens, Federal Reserve Bank of San Francisco
Geert Mesters, Universitat Pompeu Fabra
Atif R. Mian, Princeton University and NBER

Anna Mikusheva, Massachusetts Institute of Technology
José Luis Montiel Olea, Cornell University
Philippe Mueller, Warwick University
Christian Murray, University of Houston
Andreas Neuhierl, Washington University in St. Louis
Serena Ng, Columbia University and NBER
Kristoffer Nimark, Cornell University
David Papell, University of Houston
Andrew Patton, Duke University
Pavol Povala, Norges Bank Investment Management
Roberto Rigobon, Massachusetts Institute of Technology and NBER
Alberto G. Rossi, Georgetown University
Barbara Rossi, ICREA-Universitat Pompeu Fabra
Saygin Sahinoz, Central Bank of the Republic of Turkey
Lawrence D.W. Schmidt, Massachusetts Institute of Technology
Frank Schorfheide, University of Pennsylvania and NBER
Scott Schuh, West Virginia University
Gustavo A. Schwenkler, Santa Clara University
Tatevik Sekhposyan, Texas A&M University
Neil Shephard, Harvard University
Allen Sinai, Decision Economics, Inc.
Simon C. Smith, University of Southern California
Dongho Song, Johns Hopkins University
Fallaw Sowell, Carnegie Mellon University
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
Andrea Tamoni, Rutgers University
Allan Timmermann, University of California, San Diego
Oreste Tristani, European Central Bank
Mauricio Ulate, Federal Reserve Bank of San Francisco
Rasmus T. Varneskov, Copenhagen Business School
Mark W. Watson, Princeton University and NBER
Kenneth D. West, University of Wisconsin-Madison and NBER
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
Shayan Zakipour-Saber, Bank of Ireland
Tao Zha, Emory University and NBER
Eric Zivot, University of Washington
Laura van der Erve, Institute for Fiscal Studies
Özgür Özel, Central Bank of the Republic of Turkey