Sessions for Ana Maria Herrera

Sunday
8:00 - 9:45 a.m.
Session 173N
Time-Series Econometrics and Applications

Organizers:

Barbara Rossi, Duke University
Michael Owyang, Federal Reserve Bank of St. Louis

Session Chairs:

Barbara Rossi, Duke University

Papers:

"Bayesian Model Averaging and Exchange Rate Forecasts"
Jonathan H. Wright, Federal Reserve Board (Contact Author)

"Detecting and Predicting Forecast Breakdowns"
Raffaella Giacomini, University of California - Los Angeles
Barbara Rossi, Duke University (Contact Author)

"Model Selection for Multiple Structural Break Processes"
Jeremy Piger, Federal Reserve Bank of St. Louis (Contact Author)
Andrew Levin, Federal Reserve Board

Discussants:

Ana Maria Herrera, Michigan State University
Christopher Otrok, University of Virginia
John H. Rogers, Federal Reserve Board


Sunday
10:00 - 11:45 a.m.
Session 193P
Macroeconomic Fluctuations

Organizers:

Barbara Rossi, Duke University
Michael Owyang, Federal Reserve Bank of St. Louis

Session Chairs:

Jeremy Piger, Federal Reserve Bank of St. Louis

Papers:

"House Prices, Asset Returns and Macroeconomic Fluctuations: International Evidence"
Christopher Otrok, University of Virginia (Contact Author)
Marco Terrones, International Monetary Fund

"The High Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements"
Jon Faust, Federal Reserve Board
John H. Rogers, Federal Reserve Board (Contact Author)
Shing-Yi B. Wang, Yale University
Jonathan H. Wright, Federal Reserve Board

"A State-Level Analysis of the Great Moderation"
Michael Owyang, Federal Reserve Bank of St. Louis (Contact Author)
Jeremy Piger, Federal Reserve Bank of St. Louis
Howard J. Wall, Federal Reserve Bank of St. Louis

"Oil Price Shocks and Macroeconomic Behavior: The Role of Inventories"
Ana Maria Herrera, Michigan State University (Contact Author)

Discussants:

Barbara Rossi, Duke University
Michael Owyang, Federal Reserve Bank of St. Louis
Jeremy Piger, Federal Reserve Bank of St. Louis
Jonathan H. Wright, Federal Reserve Board


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