Econometrics Lunch

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 Frank Diebold "Aggregating the Information in Survey Density Forecasts"
November 12, 2018 Karun Adusumilli TBD
November 19, 2018 Xu Cheng TBD
November 26, 2018 Atsushi Inoue TBD
December 3, 2018 Peng Shao TBD