NATIONAL BUREAU OF ECONOMIC RESEARCH, INC. |
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SUMMER INSTITUTE 2006 |
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NBER Economic Fluctuations and Growth |
Working
Group on Forecasting & Empirical Methods in Macroeconomics & Finance |
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Mark Watson and Kenneth West, Organizers |
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July 11 - 14, 2006 |
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Royal
Sonesta Hotel |
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PROGRAM |
TUESDAY,
JULY 11: |
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8:00 am |
Coffee and Pastries |
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Econometric Theory |
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8:30 am |
RUSTAM IBRAGIMOV, Harvard
University |
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ULRICH MUELLER, |
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T-Statistic Based
Correlation and Heterogeneity Robust Inference |
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9:30 am |
Break |
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9:45 am |
MICHAEL McCRACKEN, |
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10:45 am |
Break |
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11:00 am |
ALEXEI ONATSKI, |
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Asymptotic
Distribution of Principal Components Estimator of Large Spherical Factor
Models |
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12:00 n |
Lunch and Adjourn |
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WEDNESDAY, JULY
12: |
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8:00 am |
Coffee and Pastries |
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Applied
Forecasting |
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8:30 am |
MIN WEI, Federal Reserve Board |
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Do Macro
Variables, Asset Markets, or Surveys Forecast Inflation Better? |
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9:30 am |
Break |
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9:45 am |
REFET GÜRKAYNAK, Bilkent University |
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JUSTIN WOLFERS, |
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10:45 am |
Break |
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11:00 am |
MASSIMILIANO MARCELLINO, Universita Bocconi |
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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
13: |
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8:00 am |
Coffee and Pastries |
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Volatility |
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8:30 am |
JOHN GEWEKE, |
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9:30 am |
Break |
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9:45 am |
GIORGIO PRIMICERI, Northwestern University and NBER |
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ALEJANDRO JUSTINIANO, Federal Reserve Board of Governors |
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10:45 am |
Break |
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11:00 am |
ANDREW PATTON, |
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Volatility Forecast Comparison Using Imperfect
Volatility Proxies |
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12:00 n |
Lunch and Adjourn |
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FRIDAY, JULY
14: |
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8:00 am |
Coffee and Pastries |
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Applied
Forecasting |
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8:30 am |
JAMES NASON, Federal Reserve Bank of |
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JOHN ROGERS, Federal Reserve Board |
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9:30 am |
Break |
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9:45 am |
JAN GROEN, Bank of |
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10:45 am |
Break |
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11:00 am |
FILIPPO ALTISSIMO, European Central Bank |
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RICCARDO CRISTADORO, Banca d'Italia |
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MARIO FORNI, Universita de Modena e Reggio Emilia |
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MARCO LIPPI, Universita di Roma La Sapienza |
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GIOVANNI VERONESE, Banca d'Italia |
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12:00 n |
Lunch and Adjourn |
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5/23/06 |
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