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" "Implications of Stock Market Uncertainty, Irrational Exuberance and Productivity for the Conduct of Monetary Policy" "Learning Commitment and Monetary Policy" "Monetary Policy in an Uncertain World" "Does the Taylor Rule Forecast Out-of-Sample? Evidence From the Pre-Volcker and the Greenspan Eras" |
Discussants: |
Neven T. Valev, Georgia 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" "Have the REIT Markets Experienced Periodically Collapsing Bubbles?" "Realized Volatility and Realized Betas of Crude Oil and Natural Gas Futures" "Horizon-Sensitivity of the Forward Premium Puzzle: Evidence From In-Sample Fit and Out-of-Sample Forecast" "Business Stealing and Bankruptcy" |
Discussants: |
Fang Wang, West Virginia University |