Sunday 8:00 - 9:45 a.m. |
Session 173N Time-Series Econometrics and Applications |
Organizers: |
Barbara Rossi, Duke University |
Session Chairs: |
Barbara Rossi, Duke University |
Papers: |
"Bayesian Model Averaging and Exchange Rate Forecasts" "Detecting and Predicting Forecast Breakdowns" "Model Selection for Multiple Structural Break Processes" |
Discussants: |
Ana Maria Herrera, Michigan State University |
Sunday 10:00 - 11:45 a.m. |
Session 193P Macroeconomic Fluctuations |
Organizers: |
Barbara Rossi, Duke University |
Session Chairs: |
Jeremy Piger, Federal Reserve Bank of St. Louis |
Papers: |
"House Prices, Asset Returns and Macroeconomic Fluctuations: International Evidence" "The High Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements" "A State-Level Analysis of the Great Moderation" "Oil Price Shocks and Macroeconomic Behavior: The Role of Inventories" |
Discussants: |
Barbara Rossi, Duke University |