Saturday, February, 12, 2022

4.00 pm: Does Real-Time Macroeconomic Information Help to Predict Interest Rates? (SLIDES)

Laura Coroneo (University of York)

Alberto Caruso (Université Libre de Brixelles - ECARES, Ernst&Young Rome)

4.30 pm: Break/Discussion Time

4.45 pm: Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data

Laura Liu (Indiana University) (RESCHEDULED in April)

Mikkel Plagborg-Møller (Princeton University)

5.15pm: Break/Discussion Time

5.30 pm: Skewed SVARs: Tracking the structural sources of macroeconomic tail risks (SLIDES)

Carlos Montes-Galdón (European Central Bank)

Eva Ortega Eslava (Banco de España)

6.00 pm: Break/Discussion Time

6.15 pm: Uniform and distribution-free inference with general autoregressive processes (SLIDES)

Katerina Petrova (Universitat Pompeu Fabra)

Anastasios Magdalinos (University of Southampton)