MAY 2020

May 14    Alessia Paccagnini  (University College Dublin),  The Asymmetric Effects of Uncertainty Shocks
via Zoom at Higher School of Education

May 15    Sophocles Mavroeidis (Oxford),  Identification at the Zero Lower Bound
the conference "Netherlands Econometrics Study Group".  Via Zoom, full program and registration

May 21    Ana Galvao  (Warwick Business School),  Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks
via Teams at Durham University

JUNE 2020

June 1    3rd Workshop in SVAR models
via Zoom at King's College London, info here

June 4     Mathias Quiroz (University of Technology Sydney), Spectral subsampling MCMC for stationary time series models
via Zoom at The University of Melbourne

June 11    Dimitris Korobilis  (University of Glasgow),  Sign Restrictions in High-Dimensional Vector Autoregressions
via Teams at Durham University

June 15    Saleem Bahaj  (Bank of England), Jumpstarting an International Currency
via Zoom at Qatar Centre for Global Banking and Finance at King's College London

June 15    Svetlana Bryzgalova  (London Business School), Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
via Zoom at SoFiE Seminar Series

June 16-17  Online Meeting on Identification of DSGE Models
via Zoom at Durham University

June 17    Armando Marozzi (LSE), The ECB and the cost of independence. Unearthing a new doomloop in the Euro Area
via Zoom at King's College London

June 18    Ye Lu (University of Sydney),  Understanding regression with observations collected at high frequency over long span
via Zoom at The University of Melbourne

June 19    Sydney Ludvigson  (NYU),  How the Wealth Was Won: Factor Shares as Market Fundamentals
via Zoom at Virtual Finance Workshop

June 26 Virtual Workshop on Financial Econometrics
via Zoom at Durham University (registration)

June 29    Neil Shephard  (Harvard University),  "Econometric analysis of potential outcomes time series: instruments, shocks, linearity and the causal response function"
via Zoom at SoFiE Seminar Series

June 29-30  Gary Koop (University of Strathclyde), free summer school for PhD Students, "Bayesian Methods for Empirical Macroeconomics", organized by Lancaster University. Sign up by June 22. Info here

JULY 2020

July 8      Kevin Pallara (University of Lausanne), Fiscal space and the size of fiscal multiplier
via Zoom at Applied Young Economist Webinar

July 13    Sinem Hacioglu (Bank of England),  Consumption in the Time of Covid-19: Evidence from UK Transaction-level data
via Zoom at Qatar Centre for Global Banking and Finance at King's College London

July 13   Robert Engle (NYU Stern), Measuring and Hedging Geopolitical Risk
via Zoom at SoFiE Seminar Series

July 15   Lutz Kilian (Dallas FED),  Joint Bayesian Inference about Impulse Responses in VAR Models
via Zoom at IAAE virtual seminars

July 16   James Stock (Harvard), The Macroeconomic Impact of Europe’s Carbon Taxes
via Zoom at Virtual Seminar of Climate Economics 

July 16    Hashem Pesaran (University of Southern California), Jennifer Castle (Oxford), Robert Chote (Office of Budget Responsibility), Garry Young (NIESR), Forecasting: What is a scenario, projection and a forecast - how good or useful are they particularly now?
via Zoom and Youtube at RES Webinar series

July 29, Hashem Pesaran (University of Southern California), Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries, 
via Zoom at IAAE virtual seminars 

AUGUST 2020

August 13   Zexi Sun (Goethe University Frankfurt), Vague Talking at Central Bank's Press Conference: News or Noise?
via Zoom at Applied Young Economist Webinar

August 17-21    Econometric Society Virtual Congress
via Zoom at Bocconi University

August 24-28   European Economic Association Virtual Congress
link here

August 26   Todd Clark (Cleveland FED),   Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions
via Zoom at IAAE virtual seminars  

SEPTEMBER 2020

September 4    Symposium on Sensitivity Analyses
via Zoom at the Chamberlain seminar series 

September 4   Daniel Greenwalt (MIT SLOAN), The credit line channel
via Zoom at Virtual Finance Workshop

September 17   Caio Vigo (University of Kansas),  A Machine Learning Factor-Based Interpretation for the Bond Risk Premia in U.S.
via Zoom at the PhD-Economics Virtual Seminars

September 21   Natalia Bailey (Monash University), Measurement of factor strength: theory and practice
via Zoom at SoFiE seminars

September 21, Domenico Giannone (Amazon),   Multimodality in Macro-Financial Dynamics
via Zoom at Qatar Centre for Global Banking and Finance at King's College London

September 23, Heather Anderson (Monash University), Sectoral Employment Dynamics in Australia and the Covid 19 Pandemic  
via Zoom at IAAE virtual seminars  

September 23-24   Workshop on Macroeconomic Research
online from the Cracow University of Economics. Submission deadline September 10 

September 24   Juan Rubio-Ramirez (Emory University), Dividend Momentum and Stock Return Predictability: A Bayesian Approach  
online via Zoom at the University of Melbourne

September 24-25   The 28th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics (SNDE)
info coming soon here

october 2020

October 7   Barbara Rossi (UPF), Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence
via Zoom at IAAE virtual seminars 

October 7  Francesco Bianchi (Duke University), Belief Distortions and Macroeconomic Fluctuations
via Zoom at King's College London, info here

October 6-8   23rd 2020 Central Bank Macro Modelling Workshop
via Zoom at Norges Bank,  register by October 5

October 8   Luca Fanelli (University of Bologna), Bootstrap Inference and diagnostics in state-space models: with applications to dynamic macro models
via Zoom at Durham university, register here

October 8   Giuseppe Cavaliere (University of Bologna), A helicopter tour of random limit bootstrap measures
via Youtube at SIdE Webinars

October 9-10    Virtual Conference on Real-time Data Analysis, Methods and Applications
Philadelphia FED. Submission deadline June 27

October 14  Yifei Cai (University of Western Australia), The U.S. Macroeconomic Effects of OPEC Unplanned Oil Supply Outage Shocks
via Zoom at Applied Young Economist Webinar

October 15 Bertille Antoine (Simon Fraser University), Identification-robust inference with simulation-based pseudo-matching
via Zoom at Durham university, register here  

October 15   Henri Nyberg (University of Turku), Nearest neighbours-based impulse response analysis: U.S. government spending multipliers in nonparametric world
via Zoom at the University of Melbourne

October 16-17   21st IWH-CIREQ-GW Macroeconometric Workshop: Forecasting and Uncertainty
via Zoom at IWH-CIREQ-GW. Submission deadline August 31

October 19   Silvia Miranda-Agrippino (Bank of England), Global footprints of monetary policies
via Zoom at Qatar Centre for Global Banking and Finance at King's College London

October 22 Liang Chen (Shanghai University of Finance and Economics), Quantile Factor Models
via Zoom at Durham university

October 22   Yongmiao Hong (Cornell University), Time-varying Model Averaging via Adaptive LASSO
via Zoom at The Rimini Centre for Economic Analysis

October 22   Sebastian Laumer (University of Illinois), Government Spending between active and passive monetary policy
via Zoom at the PhD-Economics Virtual Seminars

October 26-28   Conference on "Empirical Advances in Monetary Policy"
via Zoom at CEPR/EABCN/Banque de France/UPF, program, registration

October 29 Conference on "Monetary Non-Neutrality: The Real Effects of Monetary Policy in the Short and Long-Run"
Online at De Nederlandsche Bank, register by October 23

October 29 Ekaterina Smetanina (Chicago Booth), Estimation of nonstationary nonparametric regression model with multiplicative structure
via Zoom at Durham University  

October 30   Raffaella Giacomini (UCL), Identification and inference under narrative restrictions
via Zoom at the Chamberlain seminar series

november 2020

November 3   Interview with Donald Rubin (Harvard)
via Zoom at the Online Causal Inference Seminar

November 5   Guido Imbens (Stanford), Synthetic difference in differences
via Zoom at LSE-STICERD, contact/subscribe to mailing list here 

November 6 Serena Ng (Columbia University), Methods for Analyzing Data with Missing Values and from New Sources
via Zoom at AMLEDS

November 11-12    ECB Forum on Central Banking (Sintra)
live broadcast at the European Central Bank

November 12 Kiril Evdokimov (UPF), Dealing with Measurement Errors: Simple Estimation and Valid Inference
via Zoom at Durham University

November 17   Interview with Judea Pearl (UCLA)
via Zoom at the Online Causal Inference Seminar

November 16   Michael Kiley (Federal Reserve Board), Financial Conditions and Economic Activity: Insights from Machine Learning
via Zoom at Qatar Centre for Global Banking and Finance at King's College London

November 19   George Kapetanios (King's College London), Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence
via Zoom at The Rimini Centre for Economic Activity

November 19 Yuan Liao (Rutgers University), Inference for Low-Rank Models
via Zoom Durham University

November  24   Conference "Macroeconomics and Reality: where are we now?"
via Zoom at Economic Analysis Research Group, University of Reading

November 25-27   Virtual DYNARE Course - Identification analysis and global sensitivity for Macroeconomic Models
online, Joint Research Centre in Ispra (Italy), info here, deadline to apply September 30. Free

November 26   Marco Brianti (Boston College), Financial shocks, uncertainty shocks, and monetary policy trade-offs 
via Zoom at the PhD-Economics Virtual Seminars

November 26 Anisha Ghosh (McGill University), Recovering Heterogeneous Beliefs and Preferences from Asset Prices
via Zoom at Durham University, link available soon

November 30   Simon Wren-Lewis and Stephanie Flanders, Challenges facing fiscal policy makers
online at the Resolution Foundation-MMF 

November 30   Silvana Tenreyro and Sushil Wadhwani, Challenges facing monetary policy makers
online at the Resolution Foundation-MMF 

November 30  Rossen Valkanov (UC San Diego), From Macroeconomic Shocks to Credit Spreads 
via Zoom at SoFIE seminars

December 2020

December 3  Charles Manski (Northwestern University), Statistical decision properties of imprecise trials assessing COVID-19 drugs
via Zoom at LSE-STICERD, contact/subscribe to mailing list here 

December 4   Francis Diebold (UPenn), On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation
via Zoom at AMLEDS

December 9-10   Workshop on Empirical Monetary Economics
via Zoom at Sciences Po. Program now available. Registration here (no fees)

December 10 Nicola Fusari (Johns Hopkins University), [no title available yet]
via Zoom at Durham University, link available soon

December 16   Francis Diebold (UPenn),  Real time economic activity: exiting the great recession and entering the pandemic recession
via Zoom at IAAE Webinar Series

December 16  Bin Chen (University of Rochester), Time-varying Forecast Combination for High-Dimensional Data
via Zoom at Durham University 

December 17 Yuya Sasaki (Vanderbilt University), Testing finite moment conditions for the consistency and the root-n asymptotic normality of the GMM and M estimators
via Zoom at Durham University

January 2021

January 3-5   ASSA Meeting, and session from the Society for Nonlinear Dynamics and Econometrics       
via Zoom at AEA

January 14    Xiye Yang (Rutgers University), Estimation of Leverage Effect: Kernel Function and Efficiency        
via Zoom at Durham University, link available soon

January 20  Jesper Linde' (Sveriges Riksbank), Monetary Policy Strategies for the ECB        
via Zoom at The Better Policy Project

January 21-23   9th Italian Congress of Econometrics and Empirical Economics        
via Zoom at University of Cagliari

January 27   James Stock (Harvard), Measuring real activity using a weekly economic index  
via Zoom at IAAE webinars

January 27  Jesper Linde' (Sveriges Riksbank), A Quantitative model for the integrated policy framework        
via Zoom at The Better Policy Project

January 28  Katerina Petrova (UPF), Uniform and distribution-free inference in general autoregressive processes
via Zoom at Durham University

January  28  Tobias Adrian (IMF), Monetary and macroprudential policy with endogenous risk
Via Zoom at RCEA webinars

January 29   Peter Hull (Chicago), Non-random exposure to exogenous shocks: theory and applications        
via Zoom at the Gary Chamberlain online seminar in Econometrics

February 2021

February 4 Pedro H. C. Sant'Anna (Vanderbilt University), Difference-in-Differences with Multiple Time Periods
via Zoom at Durham University

February 11 Bruno Feunou (Bank of Canada), Long Run Impact of Macro News on Treasury Bond Yields
via Zoom at Durham University

February 12 Denis Chetverikov (UCLA), Spectral and post-spectral estimators for grouped panel data models
via Zoom at the Gary Chamberlain online seminar in Econometrics

February 15   Moritz Schularick (University of Bonn), Zombies at large? Corporate debt overhang and the macroeconomy
via Zoom at the QCGBF Virtual Seminar Series

February 16   Silvia Miranda-Agrippino (Bank of England), When creativity strikes: news shocks and business cycle fluctuations      
via Zoom at the LSE Money-Macro Seminar

February 18 Tetsuya Kaji (Chicago Booth), An Adversarial Approach to Structural Estimation
via Zoom, link available soon

February 18  Whitney Newey (MIT),  Automatic debiased machine learning of causal and structural effects
via Zoom at LSE Econometrics Seminar

February 19  Nick Bloom (Stanford), The geography of new technologies
via Zoom at AMLEDS

February 24   James Hamilton  (University of California San Diego), Measuring labor-Force participation and the Incidence and Duration of Unemployment
via Zoom at IAAE Webinars

February 25 Martin Weidner (Oxford), Posterior average effects
via Zoom at Durham University

February 25-26  11th ifo Conference on Macroeconomics and Survey Data       
online at ifo Center, deadline to submit paper 12 January. E. Nakamura and B. Moll speakers

March 2021

March 2  From firms to the aggregate economy: the role of financial frictions (A. Rampini, S Moreira, N. Bloom)
via Zoom at INET

March 3   Evi Pappa (Universidad Carlos III de Madrid), What are the likely macroeconomic effects of the EU recovery plan?
via Zoom at King's College London. To participate, get in touch with michele.piffe[AT]kcl.ac.uk

March 4  Monica Billio (Ca' Foscari University of Venice), Bayesian dynamic tensor regression
via Zoom at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk 

March 4  Yinchu Zhu (Brandeis University), How well can we learn large factor models without assuming strong factors?
via Zoom at Durham University

March 5  Tony Sit (Chinese University of Hong Kong), Censored quantile regression with time varying covariates
via Zoom at LSE Econometrics and Statistics

March 8  Luca Fanelli (University of Bologna), An identification strategy for proxy-SVARs with weak proxies
via YouTube at SIdE Webinars

March 10  Raffaella Giacomini (UCL), Identification and inference under narrative restrictions
via Zoom at IAAE Webinars

March 11  Anton Skrobotov (RANEPA, Russia), Time-transformed test for the explosive bubbles under non-stationary volatility
via Zoom at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk 

March 15  Michele Lenza (ECB), What's up with the Phillips Curve
via Zoom at the QCGBF Virtual Seminar Series

March 15   Evi Pappa (Universidad Carlos III de Madrid), What are the likely macroeconomic effects of the EU recovery plan?
online at T3M

March 18  Yuqian Zhao (Essex Business School), Detecting common breaks in the means of high dimensional cross-dependent panels
via Zoom at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk 

March 19  Dimitris Korobilis (University of Glasgow), [no title yet]
via Zoom at LSE Econometrics and Statistics

March 22   Eric Ghysels (UNC Chapel Hill), Machine learning panel data regressions with an application to Nowcasting price earnings ratios
Via Zoom at SoFiE Seminar Series

March 23   Joshua Angrist (MIT), Simple and Credible Value-Added Estimation Using Centralized School Assignment  
Via Zoom at Causal Online Inference Seminar 

March 29   Giovanni Ricco (University of Warwick), The global transmission of US monetary policy
online at T3M

l visits until 1/3/2021 is 2,330

April 2021

April 8-9  Applied Time Series Econometrics Workshop, FED St Louis
program here, webex link here

April 9  Alex Torgovitsky (Chicago), Instrumental variables with multiple instruments
via Zoom at Chamberlain Seminar

April 12  Martin Ellison (University of Oxford), The economic impact of recession announcements
via Zoom at the QCGBF Virtual Seminar Series

April 15-16  XIt Workshop in Time Series Econometrics
online at University of Zaragoza, program here, registration here before March 31

April 22  Christian Brownlees (UPF), Performance of empirical risk minimization for linear regression with dependent data
via Zoom at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk 

April 23  Myrto Kalouptsidi (Harvard), Partial identification of dynamic models and counterfactuals
via Zoom at Chamberlain Seminar

April 26  Samuel Hanson (Harvard Business School), Predictable financial crises
via Zoom at the QCGBF Virtual Seminar Series

April 26-27  BIS/BoE/ECB/IMF Spillover Conference
via Webex. Program here. To participate, please email SpilloverConference2021@ecb.europa.eu  

April 28  Herman Van Dijk (Erasmus University Rotterdam), Societal Challenges and Research Opportunities for 21-st Century Econometricians, A personal view
via Zoom at IAAE Webinars

April 29  Lorenzo Trapani (University of Nottingham), Change point detection in random coefficient autoregressive models
via Zoom at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk 

May 2021

May 3  Serena Ng (Columbia), Factor-based imputation of missing values and covariances in panel data of large dimensions
via Zoom at SoFie Seminar Series

May 6  Jihyun Kim (Toulouse), Robust inferences for financial time series
via Zoom at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk 

May 7  Tommaso Proietti (Universita' di Roma "Tor Vergata"), Peaks, gaps, and time reversibility of economic time series
via YouTube at SIdE Webinars

May 10   Franck Portier (UCL), Monetary policy when the Phillips curve is locally quite flat
online at T3M

May 12   Chris Sims (Princeton University), Robustness of identification through heteroskedasticity in Structural VARs
via Zoom at IAAE Webinars

May 13  Giacomo Mangiante (Lausanne),  Monetary policy shocks and inflation inequality
via Zoom at PhD-Economics Virtual Seminar

May 17-18  Annual conference, Qatar Centre for Global Banking and Finance

May 18   Christiane Baumeister (University of Notre Dame), Advances in Structural Vector Autoregressions with Imperfect Identifying Information
via Zoom at the University of Padova

May 20-21   Ghent University Workshop on Empirical Macroeconomics
    via Zoom, call for paper here, submission deadline April 2

May 21  Jesus Fernandez-Villaverde (Upenn), Deep Learning for Macroeconomists
via Zoom at AMLEDS. Moderator, Wouter Den Haan

May 21  Isaiah Andrews (Harvard University), Optimal Decision Rules for Weak GMM

via Zoom, Chamberlain Seminar

May 26   Jonathan Wright (Johns Hopkins University), The Phillips curve: heterogeneity across space and time
via Zoom at IAAE Webinars

May 27  Andreas Joseph (Bank of England),   An interpretable machine learning workflow with an application to economic forecasting
via Zoom at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk

May 27-28  Padova Macro Talks, Keynotes: B. Rossi, M. Andreasen, G. Primiceri
online at Aarhus University/Universita' di Padova

june 2021

June 3  Ke-Li Xu (Indiana University), On Local Projection Based Inference
via Zoom  at the Granger Centre for Time Series Econometrics. To participate, get in touch with lorenzo.trapani1[AT]nottingham.ac.uk

June 10-13  North American Summer Meeting, Econometric Society
info here 

June 14-15  Barcelona GSE Summer Forum: Advances in Structural Shocks Identification
via Zoom, info here. 

June 14-15  QRFE workshop on Financial Econometrics

online at Durham University

June 21 Adam Shapiro (San Francisco FED), Taking the Fed at its word: a new approach to estimating central bank objectives using text analysis
via Zoom at Qatar Centre for Global Banking and Finance

June 21-22  Workshop on Low Interest Rate and Unconventional Monetary Policy
Norges Bank, info here. Register here and here (first and second day)

June 22-25  IAAE Conference
viaZoom.  Link here.

June 25-26 7th RCEA Time Series (Web-) Workshop

online at University of Milano-Bicocca

july 2021

July 1  Andrzej Szczepaniak (Ghent University), Global spillovers of the Fed information effect
via Zoom, PhD Economic virtual seminar

July 1  Francesco Bartolucci (Università di Perugia), A Bayesian multinomial model for repeated contingency tables with observed margins
via YouTube at Italian Econometric Association  

July 1   Claudio Borio (BIS), Challenges for monetary policy: economic, intellectual and institutional
via Zoom at RCEA Webinar, register here

12-16 July NBER Summer Institute 2021, Impulse and Propagation Mechanisms
via YouTube at NBER Summer Institute

13-14 July NBER Summer Institute, Forecasting & Empirical Methods
via YouTube at NBER Summer Institute

15-16 July NBER Summer Institute, Dynamic Equilibrium Models
via YouTube at NBER Summer Institute

16-17 July NBER Summer Institute,  Big Data and High-Performance Computing for Financial Economics
via YouTube at NBER Summer Institute

august 2021

9-10 August  Annual IJCB Conference
via Zoom. Program here. 

september 2021

September 1-3, Annual conference of the Money, Macro and Finance Society
info here. Submission deadline, May 15: submit here

September 2-3,  European Seminar on Bayesian Econometrics (ESOBE)
    info here

September 2-3, 9th SIdE Workshop for PhD students in Econometrics and Empirical Economics (WEEE)
Either in person in Bertinoro or online. Call for paper here. Submission by May 25

october 2021

October 5  Lutz Kilian (Dallas FED), Oil Prices, Gasoline Prices and Inflation Expectations
via Zoom at Joint Macro Finance Seminar (Moscow)

October 6  Ying Zhu (UCSD), Omitted variable bias of Lasso-based inference methods: A finite sample analysis
Via Zoom at University of Melbourne, link here

October 7-8  Inflation: Drivers and Dynamics Conference 2021
FED Cleveland/ECB, info here

October 14  Luca Fanelli (Uni of Bologna), An identificiation strategy for proxy-SVARs with weak proxies
Via Zoom at Granger Centre of Time Series Econometrics 

October 15-16  NBER-NSF Conference in Time Series
partly online, Rice University. Info here, submit papers by July 12

October 21 Sophocles Mavroeidis (Oxford University), Testing the effectiveness of unconventional monetary policy in Japan and the United States
Via Zoom at Durham University

October 22  Dmitry Arkhangelsky (CEMFI), On Policy Evaluation with Aggregate Time-Series Shocks
Via Zoom at Chamberlain seminar, info here

October 28 Laura Coroneo (York University), TBA
Via Zoom at Durham University

October 29  Bryan Kelly (Yale) Text Analysis in Economics and Finance
Via Zoom at AMLEDS

november 2021

Novermber 1-2  22nd IWH-CIREQ-GW Macroeconometric Workshop: Environmental Macroeconomics
Online or in person at Halle Institute for Economic Research, deadline September 15

November 2  In-person workshop in Macroeconometrics at King's College London, contact m.b.piffer@gmail.com if interested. Space is limited

November 3-5  Advanced analytics: new methods and applications for macroeconomic policy
Online, organized by BoE-ECB-KCL. Info here, submit papers by July 11

November 4 Stefan Giglio (Yale University), A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios  
Via Zoom at Durham University

November 8  Egon Zakrajšek (BIS), The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF
  Online at QCGBFC, King's College London

November 9  James Mitchell (Cleveland FED), Constructing Density Forecasts from Quantile Regressions: Multimodality in Macroeconomic Dynamics
Online at MacroFor, sign up first here

November 11 Rasmus Tangsgaard Varneskov (Copenhagen Business School), Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions
Via Zoom at Durham University

November 18 Stephane Bonhomme (University of Chicago), Estimating Individual Responses when Tomorrow Matters
Via Zoom at Durham University

November 15-16  4th Annual Workshop on Financial Econometrics
Online at Örebro University School of Business and Kommuninvest, deadline September 30

November 16   Annette Vissing-Jørgensen (Berkley/Haas),  A Stock Return Decomposition Using Observables
via Zoom at Joint Macro Finance Seminar (Moscow)

November 22  Caterina Mendicino (ECB),  Twin Defaults and Bank Capital Requirements
Online at QCGBF, King's College London

November 25 Li Jia (Singapore Management University), Reading the Candlesticks: An OK Estimator for Volatility
Via Zoom at Durham University

december 2021

December 2 David Preinerstorfer (St. Gallen), TBA
Via Zoom at Durham University

December 2  George Kapetanios (King's College London),  [title to be confirmed]
Online at Granger Centre Seminar

December 3  Valentina Corradi (University of Surrey), [title to be confirmed]
Via Youtube at SIdE Webinars 2021 series

December 6  Christian Matthes (Indiana University),  Extreme Weather and the Macroeconomy
Online at QCGBF, King's College London

December 7-8  Workshop Empirical Monetary Economics
online at OFCE, registration here

December 11  Workshop on Macroeconomic Research
online at University of Alberta. Program here. To participate, contact Marco Brianti (brianti@ualberta.ca)  

December 13-15  European Winter Meetings of the Econometric Society
online, info here

December 16  SNDE 2021 Workshop for Young Researchers
submit via this Google form then  SNDEsymposia@live.com. deadline November 24

December 22  20th Workshop in Macroeconomic Dynamics: Theory and Applications
hybrid at Universita' Cattolica di Milano, deadline October 4

january 2022

January 7-9   ASSA 2022 meeting
Online. Registration here

January 20 Alessia Paccagnini (University College Dublin), Identifying High-Frequency Shocks with Bayesian Mixed-Frequency VARs
via Zoom at Durham University

January 27 Suhasini Subba Rao (University of Texas A&M), Graphical models for nonstationary time series
via Zoom at Durham University

January 20-21,  3rd Italian Workshop of Econometrics and Empirical Economics:
“High-dimensional and Multivariate Econometrics: Theory and Practice”
Info here, deadline October 10

february 2022

3 February   Workshop on Applied Macreconomics and Monetary Policy
University of St Gallen/Central Reserve Bank of Peru. Info here, deadline January 10

February 10 Luke Taylor (Aarhus University), TBA
via Zoom at Durham University

February 12  Applied Econometrics for Macroeconomics Workshop
info here

February 17 Anna Bykhovskaya (University of Wisconsin), Cointegration in High-Dimensional VARs
via Zoom at Durham University

February 17  Ricardo Reis (LSE), Inflation risks
via Zoom at Princeton University, info here

February 21  Haroon Mumtaz (Queen Mary University of London), Macroeconomic Cost of Climate Volatility
Qatar Centre for Global Banking and Finance, King's College London. Info here

February 24 Emanuele Bacchiocchi (University of Bologna), SVARs with breaks: Identification and inference
via Zoom at Durham University

march 2022

March 8-9, Conference on Global Risk, Uncertainty, and Volatility:
At SNB-FRB-BIS, info here. Postponed to Autumn 2022

March 10   Zhentao Shi (Georgia Institute of Technology), High Dimensional Forecast Combinations Under Latent Structures
via Zoom at STICERD-LSE, info here 

March 10-11  SNDE Symposium
via Zoom, registration here

March 21  Chiara Scotti (FED Board), Interconnectedness in the Corporate Bond Market
via Zoom, Qatar Centre for Global Banking and Finance, registration here

March 31-April 1  XIt Workshop in Time Series Econometrics
info here   

APRIL 2022

April 2 Applied Econometrics for Macroeconomics Workshop
Registration by email here

April 8  QuickTalks, info here

April19  Florian Huber (University of Salzburg), Forecasting US Inflation Using Bayesian Nonparametric Models
Online at International Institute of Forecasters, info here

April 21-22  T2M conference at King's College London
in person or online, info here, deadline January 31

April 27-28   Conference on "New Global Challenges Amid Incomplete and Divergent Recoveries", joint conference by BIS-BoE-ECB-IMF
online, info here

April 29  Jose Luis Montiel Olea (Columbia), Dropout Training is Distributionally Robust Optimal
via Zoom at AMLEDS, info here

May 2022

May 24-25  Ghent Workshop on Empirical Macroeconomics
via Zoom, info here, deadline 8 April

June 2022

June 6 QRFE-EBDC Econometrics Workshop
Program and registration.

June 9-10  5th Vienna Workshop on High-Dimensional Time Series
In person. Info here. deadline February 15

June 13-15  Barcelona Summer Forum
Info here and here. deadline February 28

June 13-14  Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series
In person at Maastricht University, info here. deadline March 28

June 17-19  Society for Computational Economics conference
Dallas, USA. Info here

June 21-24  IAAE Annual Conference
in person at King's College London, info here, deadline February 15

June 30-1 July  Dynare Conference 
in person at Lancaster Unviersity, info here, deadline March 6. Also non-DSGE papers will be considered

july 2022

July 5-6  2nd Annual Conference, Qatar Centre for Global Banking & Finance
in person at Kings College London, info here

august 2022

August 22-26  EEA-ESEM at Bocconi University, Milan
in person, info here

september 2022

September 1-2  Oslo Macro Conference
in person only. Info here. deadline May 1 

September 8-9   ESOBE annual conference
in person. Info here. deadline April 30

September 15-16  Bergamo Workshop in Econometrics and Statistics
in person. Info here. Deadline 30 May, postponed to June 15

September 15-16  PSE Macro Days 2022: "The Great Reflation? Policy, Expectations and Asset Prices after Take-Off"
in person, info here. Deadline 30 June

September 18-20  2nd Sailing the Macro Workshop
in person, Ventotene, Italy. Info here. Deadline July 11

September 23-24  NBER-NSF Time Series Conference
in-person. Info here. Deadline 31 May

September 29-30 Conference on "Monetary Policy in Exceptional Times: The Pandemic Experience and Current Challenges"
in person at Bank of Italy, Rome. Info here. Deadline May 30

october 2022

October 6  Tatevik Sekhposyan (Texas A&M), Networking the Yield Curve Surprises: Implications for Monetary Policy
Via zoom at VTSS, info here.

October 13  Silvia Goncalves (McGill), When do state-dependent local projections work? Guest Panellists: Helmut Lütkepohl, Ana Maria Herrera, Lutz Kilian, and Elena Pesavento 

november 2022

November 4  SNDE Workshop for Young Researchers
Virtual only. Info here. Deadline October 3 

November 10  Christian Wolf (MIT), What Can Time-Series Regressions Tell Us About Policy Counterfactuals
via zoom at VTSS, info here. Guest panellist, Christian Matthes

November 10-11  25th Annual Research Conference at De Nederlandsche Bank (DNB)
in person in Amsterdam, info here. Deadline August 31

November 11-12  Conference on "Monetary Policy: Heterogeneity, Communication and Subjective Inflation Expectations"
in person at the Central Bankf of Colombia. Info here. Deadline July 31

17 November  Mikkel Plagborg-Moller (Princeton), Local Projections vs. VARs: Lessons From Thousands of DGPs
via zoom at VTSS, info here. Guest panellist, Raffaella Giacomini

November 28-29  23rd IWH-CIREQ-GW Macroeconometric Workshop
in person in Halle, Germany. Info here. Deadline September 30

december 2022

6-7  Workshop on Empirical Monetary Economics
in person in Paris, OFCE, info here. Deadline September 16 

16-18 December  Winter Meeting of the Econometrics Society
in person in Berlin. Deadline September 16

20 December,   1st Amsterdam Macroeconomic Workshop
info here. Deadline October 1

21 December  21st Workshop on Macroeconomic Dynamics: theory and applications
in Rome at LUISS. Info here. Deadline October 14

january 2023

January 6-8  ASSA meeting

January 19  David Matteson (Cornell), Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
Online at VTSS (Virtual Time Series Seminar series), info here

January 26  Helmut Luetkepohl (DIW Berlin), Heteroskedastic Proxy Vector Autoregressions: An Identification-Robust Test for Time-Varying Impulse Responses in the Presence of Multiple Proxies
Online at VTSS (Virtual Time Series Seminar series), info here

february 2023

February 2  Joshua Chan (Purdue), High-Dimensional Conditionally Gaussian State Space Models with Missing Data
Online at VTSS (Virtual Time Series Seminar series), info here

March 2023

March 14  Massimiliano Marcellino (Bocconi), Enhanced Bayesian Neural Networks for Macroeconomics and Finance
Online at Macro For, info here

March 16-17  SNDE Symposium
Orlando, US, info here. Deadline December 1

March 16-17  XIIIt Workshop in Time Series Econometrics
Zaragoza, Spain, info here. Deadline January 16

March 28  Philippe Goulet Coulombe (Universite' du Quebec a Montreal), TBA
Online at Macro For, info here.

March 30  Ben Wong (Monach), A correction for misspeciication in trend-cycle decompositions with an application to estimating r*
Online at VTSS (Virtual Time Series Seminar series), info here 

april 2023

April 13-14  Workshop in Empirical Macroeconomics
in person at the University of Innsbruck, info here. Deadline January 8

April 20  Virtual Workshop for Young Researchers in Time Series
via Zoom by the Virtual Time Series Seminar VTSS series. Call for papers here. Info here. Deadline February 15

April 25  Federica Brenna (KU Leuven), Behind the scenes of expectations: interpreting survey forecasts
Online at Macro For, info here

April 26-27  SUERF-Banca d’Italia-ECB-EIB conference, The use of surveys for monetary and economic policy
in person in Rome, info here. Deadline January 27

April 27-28  E1 Workshop in Quantitative Macroeconomics
in person at Queen Mary University of London. Info here. Deadline February 17 

may 2023

May 9  Ana Galvao (Warwick Business School), TBA
Online at Macro For, info here

May 15-16  Non-Linearities in Macroeconomics
Keynote speakers: Refet Gurkaynak and Paolo Surico
In person at Queen Mary Unviersity of London and online. Program here. To attend, info here.

May 18-19  Workshop in Empirical and Theoretical Macroeconomics
presentations only in person at King's College London, attendance also via Zoom, info here. Deadline March 10

May 26-28  10th ICEEE, Italian  Congress of Econometrics and Empirical Economics
in person, info here. Deadline December 20 

May 29-31  30th CEPR European Summer Symposium in

June 2023

June 1-2  UEA Time Series Workshop + summer school on Bayesian SVARs
in person in Norwich, info here. Deadline March 15

June 1-2  Theories and Methods in Macro (T2M) conference
in person at ESCP Business School, Paris. Info here. Deadline February 28

June 6  Dick van Dijk (Erasmus), TBA
Online at Macro For, info here

June 13-14  Barcelona Summer Forum, Advances in Econometrics
in person in Barcelona, info here

June 14-15  Barcelona Summer Forum, Advances in Structural SHocks Identification
in person in Barcelona, info here

June 15-16  Conference, "The Future of Macroeconomic Policy"
Norges Bank-IMF. Info here. Deadline February 15

June 22-25  North American Summer Meeting of the Econometric Society
in person  at UCLA. Info here. Deadline February 12

June 27-30,  IAAE Congress
BI Norwegian Business School, Oslo, Norway, info here. Deadline February 15

29 June - 1 July  Conference of the Society for Economic Measurement (SEM)
in person in Milan, info here. Submission here.

july 2023

July 3-6   CFE
in person in Nice, France. Info here

July 5-7  CEBRA 2023 Annual Meeting
in person in New York. Call for papers here.

August 2023

September 2023

Setember 1-2  European Seminar on Bayesian Econometrics (ESOBE)
in person at University of Glasgow. Info here. Deadline May 31

September 8-10  3rd Sailing the Macro Workshop
in person in Ortigia, Siracusa, Sicily, Italy. Info here. Deadline May 2

September 19   Raffaela Giacomini (UCL),  A robust method for microforecasting and estimation of random effects,
online at MacroFor

September 22-23  NBER-NSF Time Series Conference
in person at Université du Québec à Montréal, Canada. Info here. Deadline May 15

October 2023

October 5  Ed Herbst (FED Board),  Bias in Local Projections
on Zoom, Virtual Time Series Seminar Series

October 10  Jin Xi (UCSD), Machine Learning using Nonstationary Data
on Zoom at MacroFor

October 12  Eric Eisenstat (Queensland), Singular Vector Autoregressions
on Zoom, Virtual Time Series Seminar Series

October 16  Del Negro-Casarin-Bassetti, A Bayesian Approach for inference on probabilistic surveys
on Zoom at SoFiE, info here.

October 19-20  Dynare Conference 2023
in person at the Central Bank of Malta, Valletta. Info here. Deadline May 10  

October 26  Paul Ho (Richmond FED), Averaging Impulse Responses using Prediction Pools
on Zoom, Virtual Time Series Seminar Series

October 31  Maximilian Goebel (Bocconi), TBC
on Zoom at MacroFor

November 2023

November 9  Daniel Lewis (UCL), A Robust Test for Weak Instruments with Multiple Endogenous Regressors
on Zoom, Virtual Time Series Seminar Series

November 17  SNDE Workshop for Young Researchers
deadline October 23

November 21  Esther Ruiz (UC3M),  Forecasting the yield curve: The role of additional and time-varying decay parameters, conditional heteroscedasticity, and macroeconomic factors
on Zoom at MacroFor

December 2023

December 1  International Workshop on Macroeconomics Regime Change
in person at the LSE. Info here. Deadline October 20

December 4-5  24th Macroeconometric Workshop in Halle: Commodity prices and macroeconomic developments
in person in Halle, Germany. Info here. Deadline September 30

December 12  Michael Clemens (Reading), TBC
on Zoom at MacroFor