(October 14) Macroeconometrics and Time Series Workshop

Macroeconometrics and Time Series Workshop

October 14, 2019
9:00am-1:00pm
PSE - Paris School of Economics, 48 boulevard Jourdan, 75014 Paris
Floor 1 Room R1-14

Registration (compulsory) via this link

PROGRAMME

08:45 Welcome

09:00 Shaun Vahey (Warwick Business School, University of Warwick)
“Financial Conditions and the Risks to Economic Growth in the United States since 1875” (with Patrick Coe)

09:40 Guillaume Chevillon (ESSEC Business School)
“Forecasting Long Memory via a VAR Model” (with Luc Bauwens and Sébastien Laurent)

10:20 Florens Odendahl (Banque de France)
“BVAR Forecasts, Survey Information and Structural Change in the Euro Area” (with Gergely Ganics)

11:00 Coffee break

11:30 Domenico Giannone (Federal Reserve Bank of New York)
“Economic Predictions with Big Data: The Illusion of Sparsity” (with Michele Lenza and Giorgio Primiceri)

12:10 Sylvia Kaufmann (Studienzentrum Gerzensee)
“Reduced-form factor augmented VAR – Exploiting sparsity to include meaningful factors” (with Simon Beyeler)

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Organizers :
Catherine Doz (PSE and Univ. Paris 1)
Laurent Ferrara (Skema Business School and Banque de France)