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Full papers
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summaries will be available at the meeting |
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Authors, please
upload your paper here |
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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC. |
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SUMMER INSTITUTE 2009 |
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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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Royal Sonesta
Hotel |
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Room Charles B |
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PROGRAM |
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TUESDAY, JULY 7: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
SOPHOCLES MAVROEIDIS, |
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LEANDRO MAGNUSSON, |
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Identifying Euler Equation Models Via Stability Restrictions |
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9:30 am |
Break |
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9:45 am |
ATSUSHI INOUE, |
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BARBARA ROSSI, |
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Identifying the Sources of Instabilities in Macroeconomic Fluctuations |
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10:45 am |
Break |
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11:00 am |
SERENA NG, |
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EMANUEL MOENCH and SIMON POTTER, Federal Reserve Bank of |
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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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8:30 am |
JAN J.J. GROEN, Federal Reserve Bank of |
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RICHARD PAAP, |
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FRANCESCO RAVAZZOLA, Norges Bank |
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9:30 am |
Break |
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SEBASTIANO MANZAN, |
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DAWIT ZEROM, |
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Are Macroeconomic Variables Useful for Forecasting
the Distribution of U.S. Inflation? |
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10:45 am |
Break |
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11:00 am |
MATTEO CICCARELLI and JUAN ANGEL GARCIA, European Central Bank |
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Inflation Compensation
and the Macroeconomy: What Drives Break-Even Inflation Rates? |
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12:00 n |
Lunch and Adjourn |
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6:00 pm |
Clambake, Harvard Faculty Club, |
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THURSDAY, JULY 9: |
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8:00 am |
Coffee and Pastries |
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8:30 am |
FALLAW SOWELL, |
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The Empirical Saddlepoint Likelihood
Estimator Applied to Two-Step GMM |
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9:30 am |
Break |
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9:45 am |
GRAHAM ELLIOTT, UC, San
Diego |
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ULRICH MULLER, |
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10:45 am |
Break |
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11:00 am |
TODD CLARK, Federal Reserve Bank of Kansas City |
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MICHAEL McCRACKEN, Federal Reserve Bank of |
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Nested Forecast Model
Comparisons: A New Approach to Testing Equal Accuracy |
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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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8:30 am |
PAOLO ZAFFARONI, Imperial College London |
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Generalized Least Squares
Estimation of Panel with Common Shocks |
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9:30 am |
Break |
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9:45 am |
ELENA ANDREOU and ANDROS KOURTELLOS, University of Cyprus |
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ERIC GHYSELS, University of North Carolina |
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Should Macroeconomic Forecasters Look at High-Frequency Financial
Data? |
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10:45 am |
Break |
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11:00 am |
AMIR KHANDANI, MIT |
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ANDREW LO, MIT and NBER |
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What Happened to the
Quants in August 2007? Evidence from
Factors and Transactions Data |
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12:00 n |
Lunch and Adjourn |
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6/22/09 |
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