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Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop

November 6, 2009

The Federal Reserve Bank of St. Louis will host a workshop on Applied Econometrics and Forecasting in Macroeconomics and Finance on November 6, 2009. 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 contact Denise Cain at (314) 444-8567 or

Please note that attendance is by invitation only.

Friday, November 6, 2009

"Assessing the Importance of Learning in an Empirical Monetary Model for the US"
Eleonora Granziera, University of Southern California

"Time-Varying Effects of Oil Supply Shocks on the US Economy"
Gert Peersman, University of Ghent

"News Shocks and the Slope of the Term Structure of Interest Rates"
Chris Otrok, University of Missouri

"Reconciling micro and macro facts on price setting: New evidence from a disaggregate sectoral euro area dataset"
Kirstin Hubrich, European Central Bank

"Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area"
Domenico Giannone, Universite Libre de Bruxelles

"The Seeds of the 2007-2009 Financial Crisis — Housing Market and the Business Cycle"
Marcelle Chauvet, University of California, Riverside

"Predicting Binary Outcomes"
Graham Elliott, University of California, San Diego

"The Classification of Economic Activity"
Oscar Jorda, University of California, Davis

Schedule of events and participants (PDF)