
	Tuesday, July 9
8:00 am	Coffee and Pastries
8:30 am	Inference in Bayesian Proxy-SVARs Jonas E. Arias, Federal Reserve Bank of Philadelphia Juan Rubio Ramírez, Emory University Daniel F. Waggoner, Federal Reserve Bank of Atlanta
9:15 am	Local Projections and VARs Estimate the Same Impulse Responses (slides) Mikkel Plagborg-Møller, Princeton University Christian Wolf, Massachusetts Institute of Technology and NBER
10:00 am	Break
10:30 am	Forecasting and Stress Testing with Quantile Vector Autoregression Simone Manganelli, European Central Bank Sulkhan Chavleishvili, European Central Bank
11:15 am	Flighty Liquidity Nina Boyarchenko, Federal Reserve Bank of New York Domenico Giannone, International Monetary Fund Or Shachar, Federal Reserve Bank of New York
12:00 n	Adjourn and Lunch
	Wednesday, July 10
8:00 am	Coffee and Pastries
8:30 am	Deconstructing the Yield Curve Richard Crump, Federal Reserve Bank of New York Nikolay Gospondinov, Federal Reserve Bank of Altanta
9:15 am	Interest Rater Under Falling Stars (slides) Michael D. Bauer, Federal Reserve Bank of San Francisco Glenn Rudebusch, Brookings Institution
10:00 am	Break
10:30 am	Heterogeneity and Aggregate Fluctuations Minsu Chang, Georgetown University Xiaohong Chen, Yale University Frank Schorfheide, University of Pennsylvania and NBER
11:15 am	Market-wide Events and Time Fixed Effects Elvira Sojli, University of New South Wales Wing Wah Tham, University of New South Wales Wendun Wang, Erasmus University
12:00 n	Adjourn and Lunch
6:00 pm	Clambake at the Royal Sonesta Hotel
	Thursday, July 11
8:00 am	Coffee and Pastries
8:30 am	Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach Gianluca Benigno, Federal Reserve Bank of New York Andrew Foerster, Federal Reserve Bank of San Francisco Christopher Otrok, University of Missouri Alessandro Rebucci, Johns Hopkins University and NBER
9:15 am	Machine Learning for Financial Crisis Prediction and the Construction of a Coherent Narrative Kristina Bluwstein, Bank of England Marcus Buckmann, Bank of England Andreas Joseph, Bank of England Miao Kang, Bank of England Sujit Kapadia, European Central Bank Ozgur Simsek, University of Bath
10:00 am	Break
10:30 am	The Origins and Effects of Macroeconomic Uncertainty Francesco Bianchi, Johns Hopkins University and NBER Howard Kung, London Business School Mikhail Tirskikh, London Business School
11:15 am	Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks & Their Macroeconomic Effects Daniel Lewis, University College London
12:00 n	Adjourn and Lunch
	Friday, July 12
8:00 am	Coffee and Pastries
8:30 am	Consumption in Asset Returns Svetlana Bryzgalova, London Business School Christian Julliard, London School of Economics
9:15 am	Identifying Beliefs from Asset Prices Anisha Ghosh, McGill University Guillaume Roussellet, McGill University
10:00 am	Break
10:30 am	Estimating the Anomaly Baserate Alexander M. Chinco, Baruch College Andreas Neuhierl, Washington University in St Louis Michael Weber, University of Chicago and NBER
11:15 am	Risk Price Variation: The Missing Half of Empirical Asset Pricing (slides) Andrew Patton, Duke University Brian Weller, REMOVED BY HIS REQUEST
12:00 n	Adjourn and Lunch

Participants

Pooyan Amir-Ahmadi, University of Illinois at Urbana-Champaign
Stanislav Anatolyev, New Economic School
Jonas E. Arias, Federal Reserve Bank of Philadelphia
Jushan Bai, Columbia University
Michael D. Bauer, Federal Reserve Bank of San Francisco
Francesco Bianchi, Johns Hopkins University and NBER
Tim Bollerslev, Duke University and NBER
Svetlana Bryzgalova, London Business School
Ricardo J. Caballero, Massachusetts Institute of Technology and NBER
Andrea Carriero, Queen Mary University of London
Carlos Carvalho, Kapitalo Investimentos and PUC-Rio
Ambrogio Cesa-Bianchi, Bank of England
Minsu Chang, Georgetown University
Yoosoon Chang, Indiana University
John Chao, University of Maryland
Huaizhi Chen, University of Notre Dame
Xiaohong Chen, Yale University
Alex Chinco, Baruch College
Dean Croushore, University of Richmond
Richard K. Crump, Federal Reserve Bank of New York
Francis X. Diebold, University of Pennsylvania and NBER
Thorsten Drautzburg, Federal Reserve Bank of Philadelphia
Leland E. Farmer, University of Virginia
Andrew Foerster, Federal Reserve Bank of San Francisco
Bulat N. Gafarov, University of California, Davis
Anisha Ghosh, McGill University
Saurabh Ghosh, Reserve Bank of India
Domenico Giannone, International Monetary Fund
Nikolay Gospodinov, Federal Reserve Bank of Altanta
Maria Grith, Erasmus University Rotterdam
Refet S. Gürkaynak, Bilkent University
Sinem Hacioglu, Bank of England
Peter Reinhard Hansen, University of North Carolina
Samuel Hanson, Harvard University and NBER
Kirstin Hubrich, Austrian Central Bank, Deutsche Bundesbank (as of July 1)
Joao V. Issler, FGV
Andreas Joseph, Bank of England
Howard Kung, London Business School
Burçin Kısacıkoğlu, Bilkent University
Vegard Larsen, Norges Bank
Eben Lazarus, University of California, Berkeley
Blake D. LeBaron, Brandeis University
Daniel Lewis, University College London
Marco Lombardi, Bank for International Settlements
Jose Lopez, Federal Reserve Bank of San Francisco
Sydney C. Ludvigson, New York University and NBER
Kurt G. Lunsford, Federal Reserve Bank of Cleveland
Simone Manganelli, European Central Bank

Nelson Mark, University of Notre Dame and NBER
Michael McCracken, Federal Reserve Bank of St. Louis
Christoph Meinerding, Deutsche Bundesbank
José Luis Montiel Olea, Cornell University
Philippe Mueller, Warwick University
Serena Ng, Columbia University and NBER
Kristoffer Nimark, Cornell University
Toshiaki Ogawa, Bank of Japan
Andrew Patton, Duke University
Bradley Paye, Virginia Polytechnic Institute and State University
Denis Pelletier, North Carolina State University
Davide Pettenuzzo, Brandeis University
Mikkel Plagborg-Møller, Princeton University
Pavol Povala, Norges Bank Investment Management
Giorgio Primiceri, Northwestern University and NBER
Seth Pruitt, Arizona State University
Alessandro Rebucci, Johns Hopkins University and NBER
Alberto G. Rossi, Georgetown University
Guillaume Roussellet, McGill University
Glenn D. Rudebusch, Brookings Institution
Riccardo Sabbatucci, Stockholm School of Economics
Lawrence D.W. Schmidt, Massachusetts Institute of Technology
Frank Schorfheide, University of Pennsylvania and NBER
Scott Schuh, West Virginia University
Or Shachar, Federal Reserve Bank of New York
Neil Shephard, Harvard University
Minchul Shin, Federal Reserve Bank of Philadelphia
Allen Sinai, Decision Economics, Inc.
Elvira Sojli, University of New South Wales
Dongho Song, Johns Hopkins University
Bent Sorensen, University of Houston
Fallaw Sowell, Carnegie Mellon University
James H. Stock, Harvard University and NBER
Eric T. Swanson, University of California, Irvine and NBER
Andrea Tambalotti, Amazon
Anthony Tay, Singapore Management University
Wing W. Tham, University of New South Wales
Allan Timmermann, University of California, San Diego
Daniel F. Waggoner, Federal Reserve Bank of Atlanta
Wendun Wang, Erasmus University
Shingo Watanabe, Bank of Japan
Michael Weber, University of Chicago and NBER
Brian Weller, REMOVED BY HIS REQUEST
Kenneth D. West, University of Wisconsin - Madison and NBER
Jonathan H. Wright, Johns Hopkins University and NBER
Mao Ye, Cornell University and NBER
Tao Zha, Emory University and NBER
Molin Zhong, Federal Reserve Board of Governors