Applied Time Series Econometrics Workshop
April 11, 2014
The Federal Reserve Bank of St. Louis will host a workshop on Applied Time Series Econometrics on April 11, 2014. 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 email@example.com.
Please note that attendance is by invitation only.
Elena-Ivona Dumitrescu, Paris Ouest Nanterre la Defense University
"Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk"
Tatjana Dahlhaus, Bank of Canada
"Monetary Policy Transmission during Financial Crises: An Empirical Analysis"
Andrea Carriero, Queen Mary University, London
"Structural Analysis with Reduced Rank VARs"
Frank Schorfheide, University of Pennsylvania
"Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities"
Aeimit Lakdawala, Michigan State University
"How credible is the Federal Reserve? A structural estimation of policy re-optimizations"
Graham Elliott, University of California, San Diego
"Testing for Anomolies"
Cynthia Wu, University of Chicago
"Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound"
Michael McCracken, Federal Reserve Bank of St. Louis
"Evaluating Conditional Forecasts from Vector Autoregressions"