Econometrics Lunch

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"

Spring 2019
Location: PCPSE 100
Time: 12:00 - 1:30pm

Date Speaker Paper Title
February 25, 2019    
March 4, 2019 Spring Break  
March 11, 2019 No Seminar Today  
March 18, 2019 Antonio Conti (Bank of Italy visiting Penn) "Bank capital constraints, lending supply and economic activity"
March 25, 2019 Paul Sangrey "Identification Robust Inference for Risk Prices in Structural Stochastic Volatility Models"
April 1, 2019 Alejandro Sanchez "Network peer effects with selection into treatment: Reevaluating microfinance adoption in India"
April 8, 2019 Karun Adusumilli "Dynamically optimal treatment allocation using Reinforcement Learning"
April 15, 2019 Peng Shao "Two-Steps Sieve M-Estimation with Group Heterogeneity, with Application to Production Function"
April 22, 2019 Edvard Bakhitov "Frequentist Shrinkage under Inequality Constraints"
April 29, 2019 Philippe Goulet Coulombe "Sparse and Dense Time-Varying Parameters Models using Machine Learning"

Fall 2018
Location: PCPSE 203
Time: 12:00 - 1:30pm

Date Speaker Paper Title
September 10, 2018

Frank Schorfheide
Minsu Chang (Penn)
Xiaohong Chen (Yale)

"Heterogeneity and Aggregate Fluctuations"

September 17, 2018

Paul Sangrey

"Jumps, Realized Densities, and News Premia"
September 24, 2018 Paul Sangrey
Minsu Chang
"Smooth Priors and the Curse of Dimensionality: Feasible Multivariate Density Estimation"
October 1, 2018 Alejandro Sanchez "Impact evaluation using networks: estimating heterogeneous spillover effects"
October 15, 2018 Philippe Goulet Coulombe "'Dropping Filtering for Machine Learning: Time-Varying Parameters Models the Easy Way"
October 22, 2018 Frank DiTraglia "Identifying Causal Effects in Network Experiments with Noncompliance"
October 29, 2018 Herman van Dijk
Norwegian Central Bank)
"Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies"
November 5, 2018 Atsushi Inoue "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models"
November 12, 2018 Karun Adusumilli "Dynamically optimal treatment allocation using Reinforcement Learning"
November 19, 2018 Winston Wei Dou "Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models"
November 26, 2018 Jorge Hansen "Exploiting term structure dynamics in immunization strategies"
December 3, 2018 Peng Shao "Two-Steps Sieves Estimator with Latent Group Heterogeneity"