Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop

November 5, 2010

The Federal Reserve Bank of St. Louis will host a workshop on Applied Econometrics and Forecasting in Macroeconomics and Finance on November 5, 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 denise.a.cain@stls.frb.org.

Please note that attendance is by invitation only.

Friday, November 5, 2010

"Averaging and the Optimal Combination of Forecasts"
Graham Elliott, University of California, San Diego

"Robust Tests for Out-of-sample Forecast Comparisons"
Barbara Rossi, Duke University (with A. Inoue)

"Nowcasting"
Marta Banbura, European Central Bank

"A New Approach to Identifying Policy Shocks in a VAR"
Jonathan Wright, Johns Hopkins University

"Estimation of Moment-based Models with Latent Variables"
Raffaella Giacomini, University College London

"The Economic Impact of High Frequency Traders"
Matthew Harding, Stanford University

"Forecasting Inflation after the Crisis"
Mark Watson, Princeton University

"An Endogenous Clustered Factor Approach to International Business Cycles"
Ozge Savascin, University of North Carolina, Chapel Hill (with N. Francis and M. Owyang)



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