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