Econometrics Lunch

Fall 2021

Location: PCPSE 100
Time: 12:00 - 1:30

Date Speaker Paper Title
September 13, 2021 Frank Diebold Data Disciplining Theory: Arctic Sea Ice Projections, 1980-2100
September 20, 2021 Xu Cheng TBA
September 27, 2021 Xiaoliang Wang TBA
October 4, 2021 Karun Adusumilli TBA
October 18, 2021 Frank Diebold

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities

November 1, 2021 Amit Gandhi TBA
November 8, 2021 Boyuan Zhang TBA
November 15, 2021 Aaron Mora Melendez TBA
November 29, 2021 Marko Mlikota TBA
December 6, 2021 Wayne Gao TBA

Spring 2021

Zoom *Contact Boyuan Zhang for Zoom link

Date Speaker Paper Title
March 15, 2021 Boyuan Zhang Forecast with Prior Wisdom on the Group Structure
March 29, 2021 Edvard Bakhitov Causal Gradient Boosting: Boosted Instrumental Variable Regression
April 5, 2021 Aaron Mora Melendez Text into FX: Exchange Rate Supervised Topic Extraction
April 19, 2021 Marko Mlikota Estimating Nonlinear Economies Using Approximate Models
April 26, 2021 Di Tian Costly Misallocation:  Endogenous Growth and Asset Prices

Fall 2020
There will be no lunch seminars this semester

Spring 2020

Location: PCPSE 101
Time: 12:00 - 1:30pm

Date Speaker Paper Title
March 16, 2020 Edward George Multidimensional Monotonicity Discovery with MBART 
March 23, 2020 Maximilian Göbel ( University of Lisbon visiting Penn) Modeling and Extrapolating Arctic Feedback Loops using Vector Autoregressions
March 30, 2020 Francesco Corsello (Bank of Italy visiting Penn) Yield Curve Forecasting in the Euro Area
April 6, 2020 Boyuan Zhang TBA
April 13, 2020 Philippe Goulet Coulombe TBA
April 20, 2020 Xiaoliang Wang TBA
April 27, 2020 Edvard Bakhitov TBA

Fall 2020
Location: PCPSE TBD
Time: 12:00 - 1:30pm

Date Speaker Paper Title
October 5, 2020 Frank Diebold Arctic Sea Ice

 

Fall 2019
Location: PCPSE 101
Time: 12:00 - 1:30pm

Date Speaker Paper Title
September 9, 2019 Francesco Corsello, Bank of Italy "The Global Component of Inflation Volatility"
September 16, 2019 Chris Hansen, Chicago Booth “Inference for Heterogeneous Effects Using Low-Rank Estimation of Factor Slopes”
September 23, 2019 Peng Shao "Semiparametric Panel Model and Group Heterogeneity, with an application to Production Function"
September 30, 2019 Adam McCloskey, University of Colorado "Inference After Estimation of Breaks"
October 7, 2019 Wayne Gao "Identification in Dyadic Models of Network Formation"
October 14, 2019 Philippe Goulet Coulombe "The Macroeconomy as a Random Forest"
October 21, 2019 Boyuan Zhang "With A Little Help From My Friends: Cross-Correlations, Machine Learning and Macro Forecasting"
October 28, 2019 Sara Casella "Structural Estimation of Dynamic Equilibrium Models with Unstructured Data"
November 4, 2019 Maximilian Gobel, Technical University of Lisbon "A Network Structure Analysis of Economic Crises"
November 11, 2019

Roger Moon, University of Southern California

"Forecasting as a Robust Decision: Local Asymptotic Evaluation"

November 18, 2019 Alejandro Sanchez "Peer effects: Selection in Network Models"
December 2, 2019 Karun Adusumilli "Temporal-Difference estimation of dynamic discrete choice models"