Organizers:

Ming Chien Lo, St. Cloud State University

Session Chairs:

Ming Chien Lo, St. Cloud State University

Papers:

"A Nonparametric VAR Model With Local Conditional Orthogonalized Impulse Response Functions"
Marcelle Chauvet, University of California - Riverside
Heather Tierney, College of Charleston (Contact Author)

"Volatility Forecasting and Microstructure Noise"
Eric Ghysels, University of North Carolina - Chapel Hill
Arthur Sinko, University of North Carolina - Chapel Hill (Contact Author)

"Do Commodity Prices and Volatility Jump?"
Stanislav Radchenko, University of North Carolina at Charlotte (Contact Author)

"International Evidence on the Efficacy of New-Keynesian Models of Inflation Persistence"
Oleg Korenok, Virginia Commonwealth University (Contact Author)
Stanislav Radchenko, University of North Carolina at Charlotte
Norman R. Swanson, Rutgers University

Discussants:

Stanislav Radchenko, University of North Carolina at Charlotte
Oleg Korenok, Virginia Commonwealth University
Arthur Sinko, University of North Carolina - Chapel Hill
Heather Tierney, College of Charleston