The day of the events is quoted in London time. See the google calendar at the bottom for the exact time.
october 2024
november 2024
November 22, SNDE virtual meeting for junior researchers
info here
december 2024
january 2025
february 2025
march 2025
March 21-22 SNDE Symposium
in person in Texas, info here
april 2025
may 2025
May 29-31 ICEEE University of Palermo
in person in Sicily, info here
june 2025
June 25-27 IAAE conference
in person in Turin, Italy, info here
June ??, CEF Conference in Costa Rica
Past events 2020
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
Past events 2021
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
Past events 2022
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
Past events 2023
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
Past events 2024
january 2024
February 2024
march 2024
March 21-22 SNDE Symposium
in person in Padova, Italy. Info here. Deadline October 6
April 2024
April 11-12 XIV Workshop in Time Series Econometrics (Zaragoza)
in person in Zaragoza, Spain. Info here. Deadline January 16
April 4-5 Workshop in Empirical Macroeconomics
in person at the University of Innsbruck. Info here. Deadline January 5
April 16 Workshop in Empirical Macroeconomics (guest speakers Fabio Canova and Lutz Kilian)
in person at King's College London. Info here. Deadline February 15
April 16-17 International Research Forum on Monetary Policy: Monetary Policy Challenges during Uncertain Times
in person at the FED Board. Info here. Deadline December 15
April 29-30 Joint BIS, BoE, ECB and IMF Spillover Conference
in person in Basel. Info here. Deadline January 31
may 2024
May 2-3 T2M
in person in Amsterdam. Info here. Deadline February 15
May 16-17 Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance
in person in Vienna. Info here. Deadline February 15
May 20-22 RCEA International conference
in person at Brunel University London, info here. Deadline March 10
May 22-23 UEA Time Series Workshop
in person at the University of East Anglia. Invited speakers: M Jarocinski and D. Korobilis. Info here. Deadline March 15
May 27-28 Ghent Macro Workshop
JunE 2024
June 20-23 CEF Conference in Singapore
in person. Info here.
July 2024
August 2024
August 22-23 ESOBE on Orebro, Sweden. Info here. Deadline May 26
September 2024
September 20-21 NBER-NSF Time Series Conference
in person at UPenn. Info here. Deadline May 15