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NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
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SUMMER INSTITUTE 2012 |
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Forecasting & Empirical
Methods in Macroeconomics & Finance Workshop |
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Mark Watson and Kenneth West,
Organizers |
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July 10 - 13, 2012 |
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Royal Sonesta Hotel |
Charles A |
40 Edwin H. Land Boulevard |
Cambridge, Massachusetts |
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PROGRAM |
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Tuesday, July 10: |
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8:00 am |
Coffee
and Pastries |
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8:30 am |
Chang-Jin
Kim, University of Washington |
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9:30 am |
Break |
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9:45 am |
Elmar Mertens,
Federal Reserve Board |
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10:45 am |
Break |
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11:00 am |
Ulrich
Mueller, Princeton University |
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Measuring Uncertainty about Long-Run
Predictions |
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12:00 n |
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Wednesday, July 11: |
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8:00 am |
Coffee
and Pastries |
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8:30 am |
Kristoffer Nimark,
CREI |
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Speculation,
Expectations and Risk Premia: An Affine Gaussian
Framework |
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9:30 am |
Break |
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9:45 am |
Torben G. Andersen, Northwestern
University and NBER |
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Parametric
Inference and Dynamic State Recovery from Option Panels |
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10:45 am |
Break |
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11:00 am |
Frank Kleibergen, Brown University |
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12:00 n |
Lunch
and Adjourn |
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6:00 pm |
Clambake, Harvard Faculty Club, 20 Quincy Street, Cambridge, MA |
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Thursday, July 12: |
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8:00 am |
Coffee
and Pastries |
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8:30 am |
Dobrislav Dobrev,
Federal Reserve Board |
Ernst
Schaumburg, Federal Reserve Bank of New York |
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Robust Forecasting by Regularization |
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9:30 am |
Break |
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9:45 am |
Marco
Del Negro, Federal Reserve Bank of New York |
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DSGE-Model Based Forecasting |
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10:45 am |
Break |
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11:00 am |
David M.
Rothschild, Yahoo! Research |
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Forecasting Elections: Voter
Intentions versus Expectations |
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12:00 n |
Lunch
and Adjourn |
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Friday, July 13: |
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8:00 am |
Coffee
and Pastries |
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8:30 am |
Andrea Carriero, Queen Mary, University of London |
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9:30 am |
Break |
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9:45 am |
Dong
Hwan Oh, Duke University |
Andrew
Patton, Duke University |
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10:45 am |
Break |
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11:00 am |
Yuriy Kitsul, Federal
Reserve Board |
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The
Economics of Options-Implied Infl‡ation Probability
Density Functions |
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12:00 n |
Lunch
and Adjourn |
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