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Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop

October 31, 2008

The Federal Reserve Bank of St. Louis is hosting a workshop on Applied Econometrics and Forecasting in Macroeconomics and Finance on October 31, 2008. The workshop is intended for scholarly research papers on topics in all areas of applied time series econometrics, including forecasting, finance, and macroeconomics.

For more information about the conference or help with hotel reservations, please contact Beverly Benham at (314) 444-8577 or beverly.l.benham@stls.frb.org or Denise Cain at (314) 444-8567 or denise.a.cain@stls.frb.org.

Please note that attendance is by invitation only.

Friday, October 31

"Testing for Weak Identification in Possibly Nonlinear Models"
Barbara Rossi, Duke University

"Taylor Rules and the Euro"
Tanya Molodtsova, Emory University

"The Regional Effects of Government Spending Shocks"
Sarah Zubairy, Duke University

"Nominal Shocks and Real Exchange Rate Fluctuations"
Luciana Juvenal, Federal Reserve Bank of St. Louis

"Inflation Persistence and the Taylor Principle"
Chris Murray, University of Houston

"Estimation and Inference in Unstable NLS Models"
Otilia Boldea, Tilburg University

"Bayesian Model Averaging for Multiple Structural Change Models"
Jeremy Piger, University of Oregon

"Estimation of Moment-Based Models with Latent Variables"
Raffaella Giacomini, UCLA

"Pre and Post Break Parameter Inference"
Graham Elliott, UCSD

Schedule of events and participants (PDF)