
	Tuesday, July 9
8:00 am	Coffee and Pastries
8:29 am	Economic Methodology
8:30 am	Testing Coefficient Variability in Spatial Regressions (slides) Ulrich Müller, Princeton University Mark W. Watson, Princeton University and NBER
9:15 am	Binary Outcome Models with Extreme Covariates: Estimation and Prediction (slides) Laura Liu, University of Pittsburgh Yulong Wang, Syracuse University
10:00 am	Break
10:29 am	Counterfactuals
10:30 am	Imputation of Counterfactual Outcomes when the Errors are Predictable (slides) Silvia Goncalves, McGill University Serena Ng, Columbia University and NBER
11:15 am	Inflation Dynamics During the COVID Era: A High-frequency Approach (slides) Hie Joo Ahn, Federal Reserve Board Simon Smith, Federal Reserve Board
12:00 pm	Lunch and Adjourn
	Wednesday, July 10
8:00 am	Coffee and Pastries
8:29 am	Causal Inference
8:30 am	Causal Inference for Large Dimensional Non-Stationary Panels with Two-Way Endogenous Treatment and Latent Confounders (slides) Junting Duan, Stanford University Markus Pelger, Stanford University and NBER Ruoxuan Xiong, Emory University
9:15 am	Are We Fragmented Yet? Measuring Geopolitical Fragmentation and its Causal Effects Jesús Fernández-Villaverde, University of Pennsylvania and NBER Tomohide Mineyama, International Monetary Fund Dongho Song, Johns Hopkins University
10:00 am	Break
10:29 am	Propagation of Shocks
10:30 am	Propagation of Shocks in Networks: Identification and Applications Gabriel Chodorow-Reich, Harvard University and NBER Xavier Gabaix, Harvard University and NBER Ralph S. J. Koijen, University of Chicago and NBER Davide Viviano, Harvard University
11:15 am	Micro Responses to Macro Shocks Martin Almuzara, Federal Reserve Bank of New York Víctor Sancibrián, CEMFI
12:00 pm	Lunch and Adjourn
	Thursday, July 11
8:00 am	Coffee and Pastries
8:29 am	Topics in Macro Modeling
8:30 am	Uncovering Disaggregated Oil Market Dynamics: A Full-Information Approach to Granular Instrumental Variables (slides) Christiane Baumeister, University of Notre Dame and NBER James D. Hamilton, University of California, San Diego and NBER
9:15 am	The Distributional Predictive Content of Measures of Inflation Expectations James Mitchell, Federal Reserve Bank of Cleveland Saeed Zaman, Federal Reserve Bank of Cleveland
10:00 am	Break
10:29 am	Transmission of Macro Shocks
10:30 am	Innovation Powered Narrative Inference (slides) Regis Barnichon, Federal Reserve Bank of San Francisco Geert Mesters, Universitat Pompeu Fabra
11:15 am	The Distributional Effects of Economic Uncertainty (slides) Florian Huber, University of Salzburg Massimiliano Marcellino, Bocconi University Tommaso Tornese, Bocconi University
12:00 pm	Lunch and Adjourn
	Friday, July 12
8:00 am	Coffee and Pastries
8:29 am	High Frequency Modeling
8:30 am	The Granular Origins of Tail Risk Torben G. Andersen, Northwestern University and NBER Yi Ding, University of Macau Viktor Todorov, Northwestern University
9:15 am	Lumpy Forecasts (slides) Isaac Baley, Universitat Pompeu Fabra Javier Turen, Pontificia Universidad Catolica de Chile
10:00 am	Break
10:29 am	Empirical Finance
10:30 am	Prediction when factors are weak Dacheng Xiu, and NBER Stefano Giglio, Yale University and NBER Dake Zhang, University of Chicago
11:15 am	Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation Svetlana Bryzgalova, London Business School Jiantao Huang, University of Hong Kong Christian Julliard, London School of Economics
12:00 pm	Lunch and Adjourn

Participants

Hie Joo Ahn, Federal Reserve Board
Martin Almuzara, Federal Reserve Bank of New York
Pooyan Amir-Ahmadi, University of Illinois at Urbana-Champaign
Torben G. Andersen, Northwestern University and NBER
Isaac Baley, Universitat Pompeu Fabra
Christiane Baumeister, University of Notre Dame and NBER
Svetlana Bryzgalova, London Business School
Andrea Carriero, Queen Mary University of London
Ambrogio Cesa-Bianchi, Bank of England
Mikhail Chernov, University of California, Los Angeles and NBER
Gabriel Chodorow-Reich, Harvard University and NBER
Todd Clark, Federal Reserve Bank of Cleveland
Marco Del Negro, Federal Reserve Bank of New York
Leonardo Del Vecchio, Bank of Italy
Francis X. Diebold, University of Pennsylvania and NBER
Yi Ding, University of Macau
Dobrislav Dobrev, Federal Reserve Board
Ross Doppelt, Johns Hopkins University
Thorsten Drautzburg, Federal Reserve Bank of Philadelphia
Junting Duan, Stanford University
Leland E. Farmer, University of Virginia
Neville Francis, University of North Carolina at Chapel Hill and NBER
Xavier Gabaix, Harvard University and NBER
Marcio Garcia, PUC-Rio
Nikolay Gospodinov, Federal Reserve Bank of Altanta
Arie E. Gozluklu, University of Warwick
Refet S. Gürkaynak, Bilkent University
Christian Haefke, New York University Abu Dhabi
James D. Hamilton, University of California, San Diego and NBER
Ana Maria Herrera, University of Kentucky
Jiantao Huang, University of Hong Kong
Kilian Huber, University of Chicago and NBER
Atsushi Inoue, Vanderbilt University
Joao V. Issler, FGV
Eric Jacquier, Boston University
Yanki Kalfa, University of California, San Diego
Lynda Khalaf, Carleton University
Ralph S. J. Koijen, University of Chicago and NBER
Burçin Kısacıkoğlu, Bilkent University
Eben Lazarus, University of California, Berkeley
Martin Lettau, University of California, Berkeley and NBER
Canlin Li, Federal Reserve Board
Laura Liu, University of Pittsburgh
Prakash Loungani, Johns Hopkins University
Kurt G. Lunsford, Federal Reserve Bank of Cleveland
Massimiliano Marcellino, Bocconi University
Nour Meddahi, Toulouse School of Economics
Leonardo Melosi, University of Warwick

Elmar Mertens, Deutsche Bundesbank
Geert Mesters, Universitat Pompeu Fabra
Anna Mikusheva, Massachusetts Institute of Technology
Tomohide Mineyama, International Monetary Fund
James Mitchell, Federal Reserve Bank of Cleveland
José Luis Montiel Olea, Cornell University
James Nason, North Carolina State University
Serena Ng, Columbia University and NBER
Kristoffer Nimark, Cornell University
Markus Pelger, Stanford University and NBER
Davide Pettenuzzo, Brandeis University
Mikkel Plagborg-Møller, Princeton University
Alessandro Rebucci, Johns Hopkins University and NBER
Riccardo Sabbatucci, Stockholm School of Economics
Víctor Sancibrián, CEMFI
Frank Schorfheide, University of Pennsylvania and NBER
Tatevik Sekhposyan, Texas A&M University
Allen Sinai, Decision Economics, Inc.
Ekaterina Smetanina, University of Chicago
Simon Smith, Federal Reserve Board
Dongho Song, Johns Hopkins University
Dalibor Stevanovic, Université du Quebec a Montréal
James H. Stock, Harvard University and NBER
Christopher S. Sutherland, Bank of Canada
Eric T. Swanson, University of California, Irvine and NBER
Andrea Tambalotti, Amazon
Andrea Tamoni, Rutgers University
Anthony Tay, Singapore Management University
Alan M. Taylor, Columbia University and NBER
Allan Timmermann, University of California, San Diego
Viktor Todorov, Northwestern University
Javier Turen, Pontificia Universidad Catolica de Chile
Harald Uhlig, University of Chicago and NBER
Rossen Valkanov, University of California at San Diego
Herman Van Dijk, Erasmus University
Davide Viviano, Harvard University
Yulong Wang, Syracuse University
Mark W. Watson, Princeton University and NBER
Michael Weber, University of Chicago and NBER
Christian K. Wolf, Massachusetts Institute of Technology and NBER
Jonathan H. Wright, Johns Hopkins University and NBER
Zhijie Xiao, Boston College
Ruoxuan Xiong, Emory University
Motohiro Yogo, Princeton University and NBER
Saeed Zaman, Federal Reserve Bank of Cleveland
Yinchu Zhu, Brandeis University
Dick van Dijk, Erasmus University Rotterdam