SI 2018 Forecasting & Empirical Methods
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Eben Lazarus, Daniel Lewis, James H. Stock, Mark W. Watson
HAR Inference: Recommendations for Practice -
Serena Ng, Rishab Guha
A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data -
Bryan T. Kelly, Dacheng Xiu
Empirical Asset Pricing via Machine Learning -
Thomas Mertens, John Williams
What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices -
Atsushi Inoue, Barbara Rossi
The Effects of Conventional and Unconventional Monetary Policy: A New Approach -
Simon C. Smith
Noncommon Breaks -
Gustavo A. Schwenkler
Estimating the Dynamics of Consumption Growth -
Samuel Hanson, David Lucca, Jonathan H. Wright
Interest Rate Conundrums in the 21st Century -
Wagner P. Gaglianone, Joao Issler
Microfounded Forecasting -
Laura van der Erve, Neil Shephard, Jack W. Britton
Where Is The Subsidy Going? Using Administrative Data To Value English Income Contingent Student Loans By Subject And University -
Torben G. Andersen, Rasmus T. Varneskov
Consistent Inference for Predictive Regressions in Persistent VAR Economies -
Fabio Canova, Christian Matthes
Dealing with Misspecification in Structural Macroeconometric Models -
Francis X. Diebold, Minchul Shin
Egalitarian LASSO for Combining Economic Forecasts -
Olivier Coibion, Yuriy Gorodnichenko, Mauricio Ulate
The Cyclical Sensitivity in Estimates of Potential Output -
Regis Barnichon, Òscar Jordà, Geert Mesters
The Phillips Multiplier -
Tim Bollerslev, Andrew Patton, Rogier Quaedvlieg
Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix
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