Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop
March 20 - 21, 2008
The Federal Reserve Bank of St. Louis hosted a workshop on Applied Econometrics and Forecasting in Macroeconomics and Finance on March 20 and 21, 2008. 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 Beverly Benham at (314) 444-8577 or email@example.com or Denise Cain at (314) 444-8567 or firstname.lastname@example.org.
Please note that attendance is by invitation only.
Thursday, March 20
"Bootstrapping Realized Multivariate Volatility Measures"
Silvia Gonçalves, Université de Montréal
"Resolving the Unbiasedness and Forward Premium Puzzles"
Dan Thornton, Federal Reserve Bank of St. Louis
"Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns"
Rossen Valkanov, University of California, San Diego
"Macroeconomics and Reality at Different Sampling Frequencies"
Neville Francis, University of North Carolina, Chapel Hill
"Business Cycle Monitoring with Structural Changes"
Marcelle Chauvet, University of California, Riverside
"Data-Based Ranking of Realised Volatility Estimators"
Andrew Patton, University of Oxford
Friday, March 21
"Estimating DSGE-Model-Conistent Trends for Use in Forecasting"
Sharon Kozicki, Bank of Canada
"Politics and Macroeconomic Performance in the United States: Cycles and Long-Run Outcomes"
Ivan Jeliazkov, University of California, Irvine
"In-Sample Out-of-Sample Fit: Their Joint Distribution and Its Implications for Model Selection"
Peter Reinhard Hansen, Stanford University