October 11, 2018
Time	Location	Event
07:30 to 08:15		Breakfast, Crescent Room
08:15 to 08:30		Welcome & Greeting, Mississippi Room
08:30 to 09:30		Keynote Talk I, Mississippi Room
09:30 to 09:45		Coffee Break, Atchafalaya Room
09:45 to 11:15		Session I (Macro), Mississippi Room
11:15 to 11:30		Coffee Break, Atchafalaya Room
11:30 to 12:30		Invited Macro Session, Mississippi Room
12:30 to 14:00		Lunch & Posters I, Crescent & Atchafalaya Room
14:00 to 15:30		Session II (EFaB), Mississippi Room
15:30 to 14:45		Coffee Break, Atchafalaya Room
15:45 to 17:15		Session III (Predictability), Mississippi Room
17:15 to 17:30		Coffee Break, Atchafalaya Room
17:30 to 18:30		Keynote Talk II, Mississippi Room
18:30 to 20:00		Conference Reception, Board Dining Room
October 12, 2018
Time	Location	Event
07:30 to 08:00		Breakfast, Crescent Room
08:00 to 09:00		Keynote Talk III, Mississippi Room
09:00 to 09:15		Coffee Break, Atchafalaya Room
09:15 to 10:15		Keynote Talk IV, Mississippi Room
10:30 to 12:00		Session IV (Methodology), Mississippi Room
12:00 to 13:30		Lunch & Posters II, Crescent & Atchafalaya Room
13:30 to 15:00	see below	Session V (Nonparametrics), Mississippi Room
15:00 to 15:15		Coffee Break, Atchafalaya Room
15:15 to 16:45		Invited Session II, Mississippi Room

Summary of All Sessions
Click here for an index of all participants

Date/Time	Location	Type	Title	Papers	Organizer
October 11, 2018 8:30-9:30	Mississippi Room	invited	Keynote Talk I	1	Mark Jensen
October 11, 2018 9:45-11:15	Mississippi Room	contributed	Session I (Macro)	3	Mark Jensen
October 11, 2018 11:30-12:30	Mississippi Room	contributed	Invited Macro Session	2	Mark Jensen
October 11, 2018 12:30-14:00	Atchafalaya Room	contributed	Poster Session I	6	Mark Jensen
October 11, 2018 14:00-15:30	Mississippi Room	contributed	Session II (EFaB)	3	Mark Jensen
October 11, 2018 15:45-17:15	Mississippi Room	invited	Session III (Predictability)	3	Mark Jensen
October 11, 2018 17:30-18:30	Mississippi Room	invited	Keynote Talk II	1	Mark Jensen
October 12, 2018 8:00-9:00	Mississippi Room	invited	Keynote Talk III	1	Mark Jensen
October 12, 2018 9:15-10:15	Mississippi Room	invited	Keynote Talk IV	1	Mark Jensen
October 12, 2018 10:30-12:00	Mississippi Room	contributed	Session IV (Methodology)	3
October 12, 2018 12:00-13:30	Atchafalaya Room	contributed	Poster Session II	4	Mark Jensen
October 12, 2018 13:30-15:00	Mississippi Room	contributed	Session V (Nonparametric)	3	Mark Jensen
October 12, 2018 15:15-16:45	Mississippi Room	invited	Invited Session II	3

 

13 sessions, 34 papers, and 0 presentations with no associated papers

2018 European Seminar on Bayesian Econometrics - New Orleans
Detailed List of Sessions

Session: Keynote Talk I October 11, 2018 8:30 to 9:30 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Mark Jensen, Atlanta Federal Reserve Bank
Session type: invited
"New" Bayesian SVAR Tools
presented by: Juan Rubio-Ramirez, Emory
Session: Session I (Macro) October 11, 2018 9:45 to 11:15 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Marco Del Negro, Federal Reserve Bank of New York
Session type: contributed
Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations
presented by: James Hamilton, University of California, San Diego
A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification
presented by: Mark Bognanni, Federal Reserve Bank of Cleveland
Large-Scale Dynamic Predictive Regressions
presented by: Daniele Bianchi, University of Warwick
Session: Invited Macro Session October 11, 2018 11:30 to 12:30 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Sylvia Kaufmann, Study Center Gerzensee
Session type: contributed
A Bayesian Approach for Inference on Probabilistic Surveys
[slides]
presented by: Marco Del Negro, Federal Reserve Bank of New York
The Origins and Consequences of Macroeconomic Uncertainty
presented by: Francesco Bianchi, Duke University
Session: Poster Session I October 11, 2018 12:30 to 14:00 Atchafalaya Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session type: contributed
A Bayesian Time-Varying approach to density estimation
presented by: Enrique ter Horst, Universidad de los Andes
A Bayesian Semiparametric Stochastic Volatility Model with Markovian Mixtures
presented by: Chenxing Li, McMaster University
Dynamic Pooling using Bayesian Nonparametrics for U.S. Short-term T-Bill Rates
[slides]
presented by: QIAO YANG, ShanghaiTech University
Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements
presented by: Martina Danielova Zaharieva, University of Münster
Forecasting Cryptocurrencies Under Model and Parameter Instability
presented by: Francesco Ravazzolo, Free University of Bozen/Bolzano
Reverse Quantitative Easing: What are the macroeconomic consequences of shrinking the Federal Reserve's balance sheet?
presented by: Kyle Rechard, Clemson University
Session: Session II (EFaB) October 11, 2018 14:00 to 15:30 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Hedibert Lopes, insper
Session type: contributed
Monotonic Effects of Characteristics on Returns
presented by: Jared Fisher, University of Texas at Austin
Dynamic Mixed Frequency Synthesis for Economic Nowcasting
presented by: Kenichiro McAlinn, University of Chicago
Testing the Random Utility Hypothesis Directly
presented by: William McCausland, Universite de Montreal
Session: Session III (Predictability) October 11, 2018 15:45 to 17:15 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: John Maheu, McMaster
Session type: invited
Dynamic Function-on-Scalars Regression
presented by: Daniel Kowal, Rice University
Mixed-Frequency Predictive Regressions
[slides]
presented by: Hanlin Yang, University of Zurich
Modelling Structural Changes in Distribution
presented by: Yong Song, University of Melbourne
Session: Keynote Talk II October 11, 2018 17:30 to 18:30 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Tao Zha, Federal Reserve Bank of Atlanta
Session type: invited
A Likelihood Approach to Weighted Data: Basu's Elephants Revisited
presented by: Christopher Sims, Princeton University
Session: Keynote Talk III October 12, 2018 8:00 to 9:00 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Sylvia Fruhwirth-Schnatter, Vienna University of Economics and Business
Session type: invited
Posteriors on parameters from moment conditions
presented by: Neil Shephard, Harvard University
Session: Keynote Talk IV October 12, 2018 9:15 to 10:15 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Herman van Dijk, Tinbergen Institute, Erasmus University Rotterdam and Norges Bank
Session type: invited
Semiparametric Multivariate and Multiple Change-Point Modelling With an Application to Short-term Interest Rates
presented by: Antonietta Mira, Università della Svizzera italiana, Lugano and Insubria University
Session: Session IV (Methodology) October 12, 2018 10:30 to 12:00 Mississippi Room
Session Organizer: ,
Session Chair: Jared Fisher, University of Texas at Austin
Session type: contributed
Bayesian Inference for ARFIMA Models
presented by: John Geweke, University of Technology Sydney
Hamiltonian Sequential Monte Carlo with Application to Consumer Choice Behavior
presented by: Martin Burda, University of Toronto
Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity
presented by: Andriy Norets, Brown University
Session: Poster Session II October 12, 2018 12:00 to 13:30 Atchafalaya Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session type: contributed
The Macroeconomic Impact of the ECB's Unconventional Monetary Policy Measures
presented by: Garo Garabedian, Central Bank of Ireland, Ghent University
Flexible Stochastic Conditional Duration Model
presented by: Samuel Gingras, Université de Montréal
Redistribution effect of monetary policy: evidence from Brazil.
[slides]
presented by: Aishameriane Schmidt, Federal University of Santa Catarina
Liquidity From Two Lending Facilities
presented by: Angela Vossmeyer, Claremont McKenna College
Session: Session V (Nonparametric) October 12, 2018 13:30 to 15:00 Mississippi Room
Session Organizer: Mark Jensen, Atlanta Federal Reserve Bank
Session Chair: Mark Fisher, Federal Reserve Bank of Atlanta
Session type: contributed
Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
presented by: Kenichi Shimizu, Brown University
Nonparametric Dynamic Conditional Beta
[slides]
presented by: John Maheu, McMaster
Factor Investing: A Bayesian Ensemble Learning
presented by: Guanhao Feng, City University of Hong Kong
Session: Invited Session II October 12, 2018 15:15 to 16:45 Mississippi Room
Session Organizer: ,
Session Chair: Mark Jensen, Atlanta Federal Reserve Bank
Session type: invited
Unique representations of sparse factor models
presented by: Sylvia Kaufmann, Study Center Gerzensee
Predictive Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance
presented by: Herman van Dijk, Tinbergen Institute, Erasmus University Rotterdam and Norges Bank
Econometric Identification in Sparse Bayesian Factor Analysis
presented by: Sylvia Fruhwirth-Schnatter, Vienna University of Economics and Business

 

This program was last updated on 2018-10-12 08:45:21 EDT