Applied Time Series Econometrics Workshop
October 5, 2012
The Federal Reserve Bank of St. Louis will host a workshop on Applied Time Series Econometrics on October 5, 2012. The workshop is intended for scholarly research papers on topics in all areas of applied macroeconometrics, including forecasting and finance.
For more information about the conference or help with hotel reservations, please email Research.Division.Events@stls.frb.org.
Please note that attendance is by invitation only.
- "Identifying the Sources of Misspecification in DSGE Models"
Atsushi Inoue, North Carolina State University
- "Risk Premia in Crude Oil Futures Prices"
Jing Cynthia Wu, University of Chicago
- "Forecasting National Recessions Using State Level Data"
Jeremy Piger, University of Oregon
- "Hedge Fund Contagion and Risk-adjusted Returns: A Markov-Switching Dynamic Factor Approach"
Emre Yoldas, Board of Governors of the Federal Reserve System
- "K-State Switching Models with Time-Varying Transition Distributions"
Sylvia Kaufmann, Study Center Gerzensee
- "The Time-Varying Beveridge Curve"
Thomas Lubik, Federal Reserve Bank of Richmond
- "Testing for Optimal Monetary Policy via Moment Inequalities"
Laura Coroneo, University of York
- "Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory"
Riccardo Colacito, University of North Carolina, Chapel Hill