Authors, please upload your paper here. |
NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
SI 2015 Forecasting &
Empirical Methods |
Jonathan H. Wright and Allan Timmermann, Organizers |
July 7-10, 2015 |
Longfellow Room |
PROGRAM |
Tuesday, July 7: |
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8:00 am |
Coffee and Pastries |
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VARs and BVARs |
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8:30 am |
Sophocles Mavroeidis, University
of Oxford |
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9:15 am |
Domenico
Giannone, Federal Reserve Bank of New York |
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10:00 am |
Break |
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Macro Forecasting |
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10:30 am |
Gianni Amisano, European Central
Bank |
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11:15 am |
Marcelo Medeiros, Pontifical Catholic University of Rio de Janeiro |
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12:00 n |
Lunch and Adjourn |
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Wednesday, July 8: |
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8:00 am |
Coffee and Pastries |
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Forecasting Methodologies |
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8:30 am |
Francis X. Diebold, University of Pennsylvania and NBER |
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9:15 am |
Andrew Patton, Duke University |
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10:00 am |
Break |
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Models of Financial Risk |
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10:30 am |
Philipp Hartmann, European Central Bank |
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11:15 am |
Daniele Bianchi, University of Warwick |
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12:00 n |
Lunch and Adjourn |
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6:00 pm |
Clambake, Royal Sonesta Hotel |
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Thursday, July 9: |
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8:00 am |
Coffee and Pastries |
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Bond Pricing |
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8:30 am |
Michael
D. Bauer, Federal Reserve Bank of San Francisco |
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9:15 am |
Drew D. Creal, University of
Chicago |
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10:00 am |
Break |
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Macro-Finance |
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10:30 am |
Tobias Adrian, Federal Reserve Bank of New York |
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11:15 am |
Elmar
Mertens, Federal Reserve Board |
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12:00 n |
Lunch and Adjourn |
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Friday, July 10: |
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8:00 am |
Coffee and Pastries |
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Portfolio Choice and Asset Pricing |
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8:30 am |
Ralph Koijen, London Business
School |
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9:15 am |
Hashem
Pesaran, University of Southern California |
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10:00 am |
Break |
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Financial Econometrics |
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10:30 am |
Jia
Li, Duke University |
|
11:15 am |
Prosper Dovonon, Concordia
University |
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12:00 n |
Lunch and Adjourn |
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