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Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop

April 9, 2010

The Federal Reserve Bank of St. Louis will host a workshop on Applied Econometrics and Forecasting in Macroeconomics and Finance on April 9, 2010. 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, April 9, 2010

"Should macroeconomic forecasters use daily financial data and how?"
Eric Ghysels, University of North Carolina

"The role of high frequency data and regime changes in predicting economic activity with financial variables"
Ana Beatriz Galvao, Queen Mary University of London

"Forecasting Recessions Using the Mixed Frequency Probit"
Michael T. Owyang, Federal Reserve Bank of St. Louis

"Commodity Prices, Convenience Yields, and Inflation"
Serena Ng, Columbia University

"Does Output Trump the Gap?"
Jeremy Piger, University of Oregon

"Why Do Certain Macroeconomic News Announcements Have A Big Impact On Asset Prices?"
Chiara Scotti, Federal Reserve Board

"New Tests of Forecast Optimality Across Multiple Horizons"
Andrew Patton, Duke University

"Information Equilibria in Dynamic Economies"
Todd Walker, University of Indiana

Schedule of events and participants (PDF)

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