Applied Time Series Econometrics Workshop
October 28, 2011
The Federal Reserve Bank of St. Louis will host a workshop on Applied Time Series Econometrics on October 28, 2011. 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 email@example.com.
Please note that attendance is by invitation only.
Friday, October 28, 2011:
"Bayesian Estimation of a DSGE Model with Asset Prices"
Harald Uhlig, University of Chicago
"Rare Shocks, Great Recessions"
Marco Del Negro, Federal Reserve Bank of New York
"Evaluating Density Forecasts of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set"
Tatevik Sekhposyan, Banque du Canada
"The Fiscal Multiplier Morass: A Bayesian Perspective"
Nora Traum, North Carolina State University
"Performance Evaluation of Zero Net-Investment Strategies"
Oscar Jorda, University of California-San Diego and Federal Reserve Bank of San Francisco
"Why is it ok to use the HAR-RV(1,5,21)"
"A Sectoral Approach to News Shocks"
Marija Vukotic, Bank of France
"Identifying Technology Shocks in the Frequency Domain"
Riccardo DiCecio, Federal Reserve Bank of St. Louis