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Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop

April 3, 2009

The Federal Reserve Bank of St. Louis will host a workshop on Applied Econometrics and Forecasting in Macroeconomics and Finance on April 3, 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 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, April 3, 2009

"Optimal Comparison of Misspecified Moment Restriction Models"
Vadim Marmer, University of British Columbia

"Likelihood Based Joint Test for the Exogeneity and the Relevance of Instrumental Variables"
Dukpa Kim, University of Virgina

"On the Recoverability of Forecasters' Preferences"
Robert Lieli, University of Texas

"Nested Forecast Comparisons: A New Approach to Testing Equal Accuracy"
Mike McCracken, Federal Reserve Bank of St. Louis

"Testing for Breaks Using Alternative Observations"
Emma Iglesias, Michigan State University

"Low-Frequency Robust Cointegration Testing"
Ulrich Müller, Princeton University

"Identification Issues in DSGE Models"
Ivana Komunjer, University of California, San Diego

"Existence and Uniqueness of Semiparametric Projections: Applications to Semiparametric Efficiency"
Giuseppe Ragusa, University of California, Irvine

Schedule of events and participants (PDF)