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SI 2026 Forecasting & Empirical Methods
Organized by Allan Timmermann and Jonathan H. Wright
Supported by
the National Science Foundation
July 14-17, 2026
Royal Sonesta Hotel, 40 Edwin H. Land Blvd.,Cambridge, MA
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Tuesday, July 14
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8:00 am
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Coffee and Pastries
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Modeling with VARs
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8:30 am
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Humble VARs
Regis Barnichon, Federal Reserve Bank of San Francisco
Geert Mesters, Federal Reserve Bank of New York
Emi Nakamura, University of California, Berkeley and NBER
Jón Steinsson, University of California, Berkeley and NBER
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9:15 am
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Identifying Policy Causal Effects from Rule Changes
Ed Manuel, London School of Economics and Political Science (LSE)
Christian K. Wolf, Massachusetts Institute of Technology and NBER
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10:00 am
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Break
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Local Shocks and Micro Dynamics
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10:30 am
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The Decision Window: How Budget Timing Shapes Fiscal Policy
Kerry Y. Siani, Massachusetts Institute of Technology
Jinyuan Zhang, University of California, Los Angeles
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11:15 am
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Dynamic Local Average Treatment Effects in Time Series
Alessandro Casini, Tor Vergata University of Rome
Adam McCloskey, University of Colorado Boulder
Luca Rolla, Tor Vergata University of Rome
Raimondo Pala, Tor Vergata University of Rome
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12:00 pm
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Adjourn and Lunch
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Wednesday, July 15
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8:00 am
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Coffee and Pastries
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Subjective Expectations
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8:30 am
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Simulating the Survey of Professional Forecasters
Anne L. Hansen, Federal Reserve Bank of Richmond
John J. Horton, Massachusetts Institute of Technology and NBER
Sophia Kazinnik, Stanford University
Daniela Puzzello, Indiana University
Ali Zarifhonarvar, Indiana University
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9:15 am
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Anatomy of Subjective Macroeconomic Expectations
Jose Luis Lara Sanchez, Northwestern University
Dalton Rongxuan Zhang, Northwestern University
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10:00 am
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Break
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Density Forecasts
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10:30 am
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Learning from Survey Density Forecasts
Martin Almuzara, Federal Reserve Bank of New York
Richard K. Crump, Federal Reserve Bank of New York
Dennis Kongoli, Federal Reserve Bank of New York
Gizem Koşar, Federal Reserve Bank of New York
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11:15 am
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Using Density Forecasts to Measure the Stability of Inflation Expectations
Ian Dew-Becker, Federal Reserve Bank of Chicago
Stefano Giglio, Yale University and NBER
Pooya Molavi, Northwestern University
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12:00 pm
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Adjourn and Lunch
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Thursday, July 16
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8:00 am
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Coffee and Pastries
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Forecasting with Granular Data
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8:30 am
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Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach
Catherine Chen, Stanford University
Chen Gao, Peking University
Jonathon Hazell, London School of Economics and Political Science (LSE)
Lihua Lei, Stanford University
Chen Lian, University of California, Berkeley and NBER
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9:15 am
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Gauging Hourly Economic Activity in Your Neighborhood
Fabrizio Ghezzi, University of California, San Diego
Allan Timmermann, University of California, San Diego
Max Yang, University of California, San Diego
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10:00 am
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Break
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Forecasting Economic Effects
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10:30 am
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Forecasting Social Science: Evidence from 100 Projects
Stefano DellaVigna, University of California, Berkeley and NBER
Eva Vivalt, University of Toronto
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11:15 am
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Forecasting the Economic Effects of AI
Ezra Karger, Federal Reserve Bank of Chicago
Otto Kuusela, Forecasting Research Institute
Jason Abaluck, Yale University and NBER
Kevin A. Bryan, University of Toronto and NBER
Basil Halperin, University of Virginia
Todd R. Jones, Mississippi State University
Connacher Murphy, Stanford University
Philip Trammell, Stanford University
Matt Reynolds, Forecasting Research Institute
Dan Mayland, Forecasting Research Institute
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12:00 pm
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Adjourn and Lunch
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Friday, July 17
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8:00 am
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Coffee and Pastries
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8:30 am
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The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting
Andrew Foerster, Federal Reserve Bank of San Francisco
Andreas Hornstein, Federal Reserve Bank of Richmond
Pierre-Daniel Sarte, Federal Reserve Bank of Richmond
Mark W. Watson, Princeton University and NBER
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9:15 am
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FOMC In Silico: A Multi-Agent System for Monetary Policy Decision Modeling
Sophia Kazinnik, Stanford University
Tara M. Sinclair, The George Washington University
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10:00 am
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Break
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10:30 am
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Chronos-2: From Univariate to Universal Forecasting
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11:15 am
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The Prestakes of Stock Market Investing
Francesco Bianchi, Johns Hopkins University and NBER
Do Q. Lee, New York University
Sydney C. Ludvigson, New York University and NBER
Sai Ma, Federal Reserve Board of Governors
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12:00 pm
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Adjourn and Lunch
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