Thursday, September 18, 2014 – Friday, September 19, 2014
Agenda download (pdf, 572 kb)
Thursday, September 18
12:00 p.m. – 1:30 p.m. | Lunch |
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Janet Yellen Conference Center |
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1:30 p.m. – 1:40 p.m. | Welcoming Remarks |
Session I Chair: Òscar Jordà, Federal Reserve Bank of San Francisco and UC Davis |
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1:40 p.m. – 2:25 p.m. | Dynamic Conditional Beta |
Rob Engle*, New York University Download paper (pdf, 819 kb) |
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2:25 p.m. – 3:10 p.m. | Estimating Global Bank Network Connectedness |
Matt Demirer, MIT Download author presentation (pdf, 2.3 mb) |
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3:10 p.m. – 3:30 p.m. | Coffee Break |
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3:30 p.m. – 4:15 p.m. | Extreme Events and the Fed |
Jinill Kim, Korea University Download paper (pdf, 700 kb) |
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4:15 p.m. – 5:00 p.m. | Monetary Policy Uncertainty and Economic Fluctuations |
Cynthia Wu*, University of Chicago Download paper (pdf, 1.3 mb) |
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6:00 p.m. | Conference Dinner |
Market Street Dining Room |
Friday, September 19
8:30 a.m. – 9:00 a.m. | Breakfast |
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Janet Yellen Conference Room Session II Chair: Francisco Ruge-Murcia, University of Montreal |
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9:00 a.m. – 9:45 a.m. | Understanding the Great Recession |
Larry Christiano*, Northwestern University Download paper (pdf, 1.2 mb) |
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9:45 a.m. – 10:30 a.m. | Unemployment and Business Cycles |
Larry Christiano, Northwestern University Download author presentation (pdf, 653 kb) |
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10:30 a.m. – 11:45 a.m. | Coffee Break |
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10:45 a.m. – 11:30 a.m. | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models |
Michael Bauer*, Federal Reserve Bank of San Francisco Download author presentation (pdf, 377 kb) |
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11:30 a.m. – 12:15 p.m. | Semiparametric Estimation of Monetary Policy Effects: String Theory Revisted |
Joshua Angrist, MIT Download paper (pdf, 311 kb) |
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12:15 p.m. – 1:40 p.m. | Lunch |
Market Street Dining Room |
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1:40 p.m. – 2:25 p.m. | What the Cyclical Response of Advertising Reveals about Markups and other Macroeconomic Wedges |
Robert Hall*, Stanford University Download paper (pdf, 344 kb) |
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2:25 p.m. – 3:10 p.m. | The Real Exchange Rate, Real Interest Rates, and the Risk Premium |
Charles Engel*, University of Wisconsin Download author presentation (pdf, 290 kb) |
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3:10 p.m. – 3:30 p.m. | Coffee Break |
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3:30 p.m. – 4:15 p.m. | The Two Greatest, Great Moderation vs. Great Recession |
Gabriel Pérez-Quirós*, Bank of Spain Download paper: Great Moderation and Great Recession: Download paper: The failure to predict the Great Recession. Download author presentation (pdf, 5.5 mb) |
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4:15 p.m. – 5:00 p.m. | Equivalence between Out-of-Sample Forecast Comparisons and Wald Statistics |
Peter Hansen*, European University Institute Download paper (pdf, 198 kb) |
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5:00 p.m. | Adjourn |
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* indicates presenter