SI 2016 Forecasting & Empirical Methods
Upload/update your conference materials
-
Geert Bekaert, Eric Engstrom, Andrey Ermolov
Macro Risks and Term Structure of Interest Rates -
Simone Manganelli
Asset Allocation with Judgment -
Mario Forni, Luca Gambetti, Luca Sala
VAR Information and the Empirical Validation of DSGE Models -
Andrea Carriero, Todd Clark, Massimiliano Marcellino
Measuring Macroeconomic Uncertainty and its Impact on the Economy -
Mathias S. Kruttli
From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors -
Sydney C. Ludvigson, Sai Ma, Serena Ng
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? -
Eric T. Swanson
Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets -
Christiane J.S. Baumeister, Lutz Kilian
A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil -
Martin M. Andreasen, Jens Christensen, Kevin Cook, Simon Riddell
The TIPS Liquidity Premium -
Matteo Barigozzi, Marco Lippi, Matteo Luciani
Non-Stationary Dynamic Factor Models for Large Datasets -
Davide Pettenuzzo
Bayesian Compressed Vector Autoregressions -
Eben Lazarus, Daniel Lewis, James H. Stock, Mark W. Watson
HAR Inference: Kernel Choice, Size Distortions, and Power Loss -
Emre Yoldas, Zeynep Senyuz
Financial Stress and Equilibrium Dynamics in Money Markets -
Lawrence DW. Schmidt, Yinchu Zhu
Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing -
Harrison Hong, Weikai Li, Jiangmin Xu
Climate Risks and Market Efficiency -
Torben G. Andersen, Nicola Fusari, Viktor Todorov
The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets
Send questions to the NBER Conference Department (confer@nber.org).