Spring 2019
Location: PCPSE 100
Time: 12:00 - 1:30pm
| Date | Speaker | Paper Title |
| January 28, 2019 | ||
| February 4, 2019 | ||
| February 11, 2019 | ||
| February 18, 2019 | ||
| February 25, 2019 | ||
| March 4, 2019 | ||
| March 11, 2019 | No Seminar Today | |
| March 18, 2019 | ||
| March 25, 2019 | Paul Sangrey | "Identification Robust Inference for Risk Prices in Structural Stochastic Volatility Models" |
| April 15, 2019 | ||
| April 8, 2019 | ||
| April 22, 2019 | ||
| April 29, 2019 | ||
| May 6, 2019 |
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" |