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NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
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SUMMER INSTITUTE 2010 |
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NBER Economic Fluctuations and
Growth |
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Working Group on Forecasting &
Empirical Methods in Macroeconomics & Finance |
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Mark Watson and Kenneth West,
Organizers |
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July 13 - 16, 2010 |
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Royal Sonesta Hotel |
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Charles Suite B |
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40 Edwin H. Land Boulevard |
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Cambridge, Massachusetts |
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PROGRAM |
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TUESDAY, JULY 13: |
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8:00 am |
Coffee and Pastries |
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Econometric Theory |
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8:30 am |
Andrew Ang, Columbia
University and NBER |
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Dennis Kristensen, Columbia
University |
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9:30 am |
Break |
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9:45 am |
Guillaume Chevillon, ESSEC
Business School |
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Sophocles Mavroeidis, Brown
University |
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10:45 am |
Break |
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11:00 am |
Raffaella
Giacomini, University College London |
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Giuseppe Ragusa, Luiss
University |
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Estimation of
Moment-Based Models with Latent Variables |
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12:00 pm |
Lunch and Adjourn |
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WEDNESDAY, JULY 14: |
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8:00 am |
Coffee and Pastries |
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Finance/Asset Pricing |
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8:30 am |
Garland Durham and Yangho Park,
University of Colorado |
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Beyond Stochastic Volatility and Jumps in Returns and Volatility |
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9:30 am |
Break |
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Carlo Favero, Arie E. Gozluklu and Andrea Tamoni, Bocconi University |
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Demographic
Trends the Dividend/Price Ratio and the Predictability of Long-Run Stock
Market Returns |
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10:45 am |
Break |
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11:00 am |
Kristoffer Nimark, CREI |
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Speculative Dynamics in the Term Structure of Interest Rates |
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12:00 pm |
Lunch and Adjourn |
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6:00
pm |
Clambake Harvard Faculty Club, 20 Quincy
Street, Cambridge, MA |
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THURSDAY, JULY 15: |
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VARs |
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8:00 am |
Coffee and Pastries |
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8:30 am |
Domenico Giannone,
ECARES - Université Libre
de Bruxelles |
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Michele Lenza, European Central Bank |
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Giorgio Primiceri,
Northwestern University and NBER |
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9:30 am |
Break |
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9:45 am |
Hyungsik Moon, University
of Southern California |
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Frank Schorfheide, University
of Pennsylvania and NBER |
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Eleonora Granziera
and Mihye Lee, University
of Southern California |
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10:45 am |
Break |
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11:00 am |
Harald Uhlig,
University of Chicago and NBER |
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Pooyan Amir, European
Central Bank |
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12:00 pm |
Lunch and Adjourn |
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FRIDAY, JULY 16: |
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Inflation |
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8:00 am |
Coffee and Pastries |
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8:30 am |
Guenter W. Beck, Goethe University |
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Kirstin Hubrich, European
Central Bank |
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Massimiliano Marcellino,
European University Institute |
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9:30 am |
Break |
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9:45 am |
Harrison Hong, Princeton University |
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Motohiro Yogo, University of Pennsylvania and NBER |
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10:45 am |
Break |
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11:00 am |
Bharat Trehan, Federal Reserve Bank of San Francisco |
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Survey Measures of
Expected Inflation and the Inflation Process |
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12:00 pm |
Lunch and Adjourn |
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