Search Results Papers with JEL(s): C53

1 AN ECONOMETRIC APPROACH TO THE CONSTRUCTION OF COMPLETE PANELS OF PURCHASING POWER PARITIES: ANALYTICAL PROPERTIES AND EMPIRICAL RESULTS
Presenter: Alicia Rambaldi, The University of Queensland
Session: Growth Empirics   -  Wednesday 18 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Macroeconomics
2 FORECAST EVALUATION OF SMALL NESTED MODEL SETS
Presenter: Kirstin Hubrich, European Central Bank, Research Department
Session: Forecasting   -  Wednesday 18 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics
3 MEASURING AGGREGATE UNCERTAINTY IN A PANEL OF FORECASTS AND A NEW TEST FOR FORECAST HETEROGENEITY
Presenter: Kajal Lahiri, University at Albany, SUNY-Albany
Session: Forecasting   -  Wednesday 18 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics
4 EMPIRICAL SIMULTANEOUS CONFIDENCE REGIONS FOR PATH-FORECASTS
Presenter: Malte Knüppel, Deutsche Bundesbank
Session: Econometric Methodology II   -  Wednesday 18 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics
5 GOOD VOLATILITY, BAD VOLATILITY:SIGNED JUMPS AND THE PERSISTENCE OF VOLATILITY
Presenter: Kevin Sheppard, University of Oxford
Session: Volatility   -  Wednesday 18 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics
6 REALIZED GARCH: A COMPLETE MODEL OF RETURNS AND REALIZED MEASURES OF VOLATILITY
Presenter: Peter Reinhard Hansen, Stanford University, department of Economics
Session: Volatility   -  Wednesday 18 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics
7 LARGE BAYESIAN VARS
Presenter: Domenico Giannone, ECARES-ULB and CEPR
Session: Macroconomics: Advances in VAR Modeling   -  Thursday 19 August 2010, 11:15:00 AM - 12:45:00 PM
Event/Category: Macroeconomics
8 SHORT-TERM INFLATION PROJECTIONS: A BAYESIAN VAR APPROACH
Presenter: Lenza Michele, European Central Bank
Session: Shrinkage Methods   -  Thursday 19 August 2010, 11:15:00 AM - 12:45:00 PM
Event/Category: Econometrics
9 FORECASTING USING A LARGE NUMBER OF PREDICTORS: IS BAYESIAN SHRINKAGE A VALID ALTERNATIVE TO PRINCIPAL COMPONENTS?
Presenter: Lucrezia Reichlin, London Business School
Session: Shrinkage Methods   -  Thursday 19 August 2010, 11:15:00 AM - 12:45:00 PM
Event/Category: Econometrics
10 DENSITY FORECAST EVALUATION USING DATA-DRIVEN SMOOTH TEST
Presenter: Yupeng Zhang, The Wang Yanan Institute for Studies in Economics, Xiamen University
Session: Time Series   -  Thursday 19 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics
11 OPTIMALITY AND DIVERSIFIABILITY OF MEAN VARIANCE AND ARBITRAGE PRICING PORTFOLIOS
Presenter: M. Hashem Pesaran, Cambridge University and USC
Session: Asset Pricing V   -  Friday 20 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Finance
12 MULTI-STEP FORECAST SELECTION
Presenter: Bruce Hansen, University of Wisconsin
Session: Model Selection   -  Saturday 21 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics
13 DATA-DRIVEN MODEL EVALUATION: A TEST FOR REVEALED PERFORMANCE
Presenter: Christopher Parmeter, Virginia Tech
Session: Model Selection   -  Saturday 21 August 2010, 2:15:00 PM - 4:15:00 PM
Event/Category: Econometrics

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