Econometrics Lunch

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    
April 15, 2019 Peng Shao TBA
April 22, 2019 Edvard Bakhitov TBA
April 29, 2019 Philippe Goulet Coulombe "Sparse and Dense Time-Varying Parameters Models using Machine Learning"

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

Date Speaker Paper Title
November 11, 2019

Roger Moon, University of Southern California

TBA

 

 

 

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"