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Programme |
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| 10:00 – 11:00 |
Peter Rossi (University of Chicago) |
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Bayesian Analysis of Aggregate Share Models |
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| 11:00 – 11:15 |
Break |
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| 11:15 – 11:45 |
Sjoerd van den Hauwe (Erasmus School of Economics) |
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Forecasting Federal Funds Target Rate Changes |
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| 11:45 – 12:30 |
Gary Koop (University of Strathclyde) |
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Modeling the Dynamics of Inflation Compensation |
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| 12:30 – 14.00 |
Lunch |
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|
| 14:00 – 14:45 |
Silvia Frühwirth-Schnatter (Johannes Kepler Universität) |
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Capturing Unobserved Heterogeneity in Discrete-Valued Panel Data Analysis |
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|
| 14:45 – 15:15 |
Lennart Hoogerheide (Econometric Institute Rotterdam) |
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Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling |
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|
| 15:15 – 15:45 |
Break |
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|
| 15:45 – 16:30 |
Mattias Villani (Sveriges Riksbank) |
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Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student t Densities |
