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 |
"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" |