Sessions for George A. Waters

Friday
1:15 - 3:00 p.m.
Session 46C
Monetary Policy Rules

Session Chairs:

A. Edward Day, University of Texas - Dallas

Papers:

"Consistent and Efficient Estimation of Time-Varying Parameters in a Real-Time Monetary Policy Rule"
Chang-Jin Kim, Korea University and University of Washington
N. Kundan Kishor, University of Washington (Contact Author)
Charles R. Nelson, University of Washington

"Implications of Stock Market Uncertainty, Irrational Exuberance and Productivity for the Conduct of Monetary Policy"
Rajeev Sooreea, Pennsylvania State University - Altoona (Contact Author)

"Learning Commitment and Monetary Policy"
George A. Waters, Illinois State University (Contact Author)

"Monetary Policy in an Uncertain World"
William T. Gavin, Federal Reserve Bank of St. Louis
Benjamin D. Keen, University of Oklahoma (Contact Author)
Michael R. Pakko, Federal Reserve Bank of St. Louis

"Does the Taylor Rule Forecast Out-of-Sample? Evidence From the Pre-Volcker and the Greenspan Eras"
Ting Qin, University of Alabama (Contact Author)
Walter Enders, University of Alabama

Discussants:

Neven T. Valev, Georgia State University
Jae-Kwang Hwang, Virginia State University


Sunday
10:00 - 11:45 a.m.
Session 191P
Topics in Financial Economics

Session Chairs:

Nathan J. Ashby, West Virginia University

Papers:

"Education and Participation in the Subprime Mortgage Market"
Caroline H. Downing, Rhodes College
Teresa Beckham Gramm, Rhodes College (Contact Author)

"Have the REIT Markets Experienced Periodically Collapsing Bubbles?"
James E. Payne, Illinois State University
George A. Waters, Illinois State University (Contact Author)

"Realized Volatility and Realized Betas of Crude Oil and Natural Gas Futures"
Jingtao Wu, Iowa State University (Contact Author)

"Horizon-Sensitivity of the Forward Premium Puzzle: Evidence From In-Sample Fit and Out-of-Sample Forecast"
Kun Yang, Vanderbilt University (Contact Author)

"Business Stealing and Bankruptcy"
Linus Wilson, University of Cincinnati (Contact Author)

Discussants:

Fang Wang, West Virginia University
Samila A. Jayasuriya, Ohio University


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