Applied Time Series Econometrics Workshop

October 18, 2013

The Federal Reserve Bank of St. Louis will host a workshop on Applied Time Series Econometrics on October 18, 2013. 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 email Research.Division.Events@stls.frb.org.

Please note that attendance is by invitation only.

Presenters Include:

  • Mark Watson, Princeton
    "Presidents and the Economy: A Forensic Investigation"
  • Raffaella Giacomini, University College London
    "Anchoring the yield curve with survey expectations"
  • Jeremy Piger, University of Oregon
    "Nowcasting U.S. Business Cycle Turning Points with Vector Quantization"
  • Norman Swanson, Rutgers University
    "Testing for Structural Stability of Factor Augmented Forecasting Models"
  • Monica Jain, Bank of Canada
    "Perceived Inflation Persistence"
  • Christian Schumacher, Deutsche Bundesbank
    "Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results"
  • Francesca Monti, Bank of England
    "Exploiting a data rich environment to detect misspecification."
  • Todd Clark, Federal Reserve Bank of Cleveland
    "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates"

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