Engagements

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July 16-22, 2018
Sao Paolo, Brazil
Annual Brazilian Meeting of Finance

July 8-14, 2018
Boston
NBER Summer Institute

June 10-16, 2018
Lugano, Switzerland
SoFiE Annual Meeting

April 30-May 4, 2018
Philadelphia
PIER Lectures

January 19, 2018
Washington, DC
International Monetary Fund
Seminar

January 4-7, 2018
Philadelphia
ASSA meeting

November 8-12, 2017
St. Louis
FRB St. Louis Conference on Forecasting in Central Banks

October 12-13
Philadelphia
Warren Center, University of Pennsylvania
Conference on Machine Learning and Central Banking

October 13-14
Philadelphia
Wharton School, University of Pennsylvania
Conference on Financial Market Liquidity

October 6-7, 2017
Philadelphia
Federal Reserve Bank of Philadelphia
Conference on Dynamic Stochastic General Equilibrium Modeling

September 14-15, 2017
New York
Wharton Jacobs Levy Center Annual Conference

September 8-9, 2017
Evanston, IL
NBER/NSF Time Series Meeting

July 30-August 3, 2017
Baltimore
American Statistical Association Meeting

July 9-15, 2017
Cambridge, Mass.
NBER Summer Institute

June 19-24, 2017
New York
NYU/Stern
Society for Financial Econometrics
Annual Meeting

May 18-19, 2017
Philadelphia
University of Pennsylvania
Conference on Predictive Dynamic Econometric Modeling

April 27-28, 2017
New York
NYU/Stern
Annual Volatility Institute Conference

April 26, 2017
Washington, DC
IMF
Conference on Forecasting
Keynote address

April 6-8, 2017
Cambridge, Mass.
NBER Macro Annual Meeting

March 30-31, 2017
Cambridge, Mass.
NBER International Finance and Macroeconomics Meeting

March 23-25, 2017
Chicago
NBER Asset Pricing Meeting

January 5-8, 2017
Chicago
ASSA Meetings

December 11-13, 2016
Charlotte, NC
FRB Richmond, Charlotte Branch
Seminar

December 2, 2016
Newark, Delaware
University of Delaware
Seminar

November 9-12, 2016
Santiago, Chile
Central Bank of Chile
Annual Conference Invited Paper

October 4-8, 2016
Brussels, Belgium
CORE Lectures and Seminar
National Bank of Belgium Seminar

September 23-24, 2016
Chicago
University of Chicago
Becker-Friedman Institute Conference on Machine Learning and Economics

September 15-17, 2016
Durham, North Carolina
Duke University
Conference on Financial Econometrics

September 9-11
Boston
Boston University
Conference on Financial Econometrics

August 21-27, 2016
Gerzensee, Switzerland
Study Center Gerzensee, Swiss National Bank
Lecture Series

July 10-19, 2016
Cambridge, Mass.
NBER Summer Institute

June 9-19, 2016
Hong Kong
SoFiE Annual Meeting
Pre-Conference Lectures

May 18-21, 2016
Chicago
R in Finance Annual Meeting
Keynnote

May 9-13, 2016
Philadelphia
University of Pennsylvania
PIER Lectures

April 23-29, 2016
Nice, France
EDHEC Lectures

March 4-6, 2016
Baltimore
Johns Hopkins University
Eleventh Greater New York Metropolitan Area Econometrics Colloquium

January 2-5, 2016
San Francisco
ASSA Meeting

December 4, 2015
New York
New York University
Five-Star Conference

November 4-7, 2015
San Francisco
Federal Reserve Bank of San Francisco
Bank of Canada / FRBSF Conference on Fixed Income Markets

October 15-17, 2015
Chicago
University of Chicago
Conference on Econometrics of High-Dimensional Risk Networks

October 7-8, 2015
Nashville
Vanderbilt University
Econometrics Seminar

August 3-6, 2015
San Francisco, CA
Federal Reserve Bank of San Francisco
Visiting Scholar

July 4-12, 2015
Cambridge, Mass.
NBER Summer Institute

June 28 - July 1, 2015
Washington, DC
IMF Lectures

June 11-18, 2015
Braga, Portugal
University of Minho
NIPE Lectures: New Directions in Macro-Econometric and Financial-Econometric Predictive Modeling

May 18-23, 2015
Vienna
Institute for Advanced Studies
Workshop on High-Dimensional Time Series in Macroeconomics and Finance
Plenary Address

May 12-15, 2015
University of Pennsylvania
PIER Policy Tools Workshop

April 30 - May 1, 2015
Jacobs-Levy Center Board meeting

April 24, 2015
Stern School, NYU
Volatility Institute Conference on Fixed Income Risk

January 3-5, 2015
Boston
ASSA Meeting

November 15-16, 2014
Emory University
Conference in Honor of Essie Massoumi

October 24-25, 2014
University of Pennsylvania
Conference in Memorial of Lawrence R. Klein

September 17-19, 2014
University of California, San Diego
Conference in Honor of Jim Hamilton

September 3-5, 2014
Duke University
ERID Lecture and Visit

August 17-20, 2014
University of Chicago
Society for Economic Measurement Innaugural Annual Meeting
Keynote Lecture

July 21-25, 2014
Washington, DC 
IMF Lectures

July 6-12, 2014
Cambridge, Mass.
NBER Summer Institute

June 11-15, 2014
Frankfurt, Germany
European Central Bank Workshop on Forecasting Techniques

May 22-24, 2014
University of Maryland
Conference Honoring Marc Nerlove

May 8-15, 2014
Florence, Italy
European University Institute

January 3-5, 2014
Philadelphia, PA
ASSA Meetings
Journal of Business and Economic Statistics Invited Lecture

November 22-23, 2013
Boston University
Seminar

October 24-25, 2013
Washington, DC
Bureau of Economic Analysis
Seminar

October 9-13, 2013
Lugano, Switzerland
Society for Financial Econometrics (SoFiE) / University of Lugano
Conference on Large-Scale Factor Models in Finance

September 26-27, 2013
Washington, DC (Federal Reserve Board)
NBER/NSF Time Series Meeting

July 14-20, 2013
Washington, DC
IMF Lectures

July 7-13, 2013
Boston. Mass.
NBER Summer Institute
EFTW Presentation

June 10-15, 2013
Singapore
Society for Financial Econometrics (SoFiE) Annual Meeting
Presidential Address

May 23-26, 2013
Rotterdam
Journal of Applied Econometrics annual meeting
Invited Lecture

May 2-3, 2013
Santa Cruz, California
Sury Initiative for Global Finance and International Risk Management
University of California, Santa Cruz
Public Lecture

May 3, 2013
City University of New York
Seminar

January 3-6, 2013
San Diego, California
ASSA Meetings

December 11-14, 2012
Rio de Janeiro
Conference on Asset Pricing and Portfolio Allocation in the Long Run
Getulio Vargas Foundation
Invited Lecture

December 7, 2012
Baltimore, MD
Johns Hopkins University
Conference in Honor of Louis Maccini

November 7-8, 2012
New York, NY
Federal Reserve Bank of New York
Visiting Scholar

October 23-24, 2012
Ithaca, NY
Cornell University
Seminar

October 12-13, 2012
University of Chicago / Chicago Merchantile Exchange
Seminar

October 9, 2012
Princeton, NJ
Princeton University
Seminar

October 5-6, 2012
Philadelphia, PA
RTDRC / CIRANO Conference on  Real-Time Data Analysis, Methods, and Applications

October 3, 2012
Philadelphia, PA
Federal Reserve System, Model Validation Committee Meeting

September 27-30, 2012
San Francisco
FRBSF / IIF Conference on Predicting Rare Events
Keynote Address

September 13-14, 2012
Boston, Mass.
Federal Reserve System Stress Testing Model Symposium

August 25-31, 2012
Malaga, Spain
Econometric Society European Meeting

July 28 - August 4, 2012
Oxford, England
OMI-SoFiE Financial Econometrics Summer School

July 16-18, 2012
Cambridge, Mass.
NBER Conference on Reserach in Income and Wealth

July 8-14, 2012
Cambridge, Mass.
NBER Summer Institute

June 18-July 3, 2012
England
Society for Financial Econometrics Annual Meeting, Oxford University, June 20-22
Cambridge/Penn/DSB-Tinbergen Annual Tripartite Meeting, Cambridge University, June 25
Andrew Harvey Conference, Cambridge University, June 29

June 4-11, 2012
Singapore
Singapore Management University / ESSEC Symposium on Empirical Finance and Financial Econometrics
Keynote Lecture

May 21-25, 2012
Washington, DC
IMF Lectures

May 9-13, 2012
Toulouse, France
Toulouse School of Economics Annual Financial Econometrics Conference
(2012 Journal of Applied Econometrics Lecture)

May 2-3, 2012
Washington, DC
Federal Reserve Board
Model Validation Council Meeting

April 27, 2012
New York
Volatility Institute/SoFiE Annual Conference
New York University

April 25, 2012
New York
SoFiE Meeting
New York University

April 12-13, 2012
Chicago, IL
NBER Asset Pricing Meeting

March 4-9, 2012
Oslo, Norway, and Aarhus, Denmark
Bank of Norway, seminar
CREATES, University of Aarhus, Denmark, Invited "Distinguished Speaker" Lecture Series
"Diebold-Mariano, Twenty Years Later"

January 5-8, 2012
Chicago, Illinois
ASSA Meetings
American Finance Association presentation; American Economic Association discussion

December 14-18, 2011
Florence, Italy
EC2 meeting, Invited Lecture

December 2, 2011
New York University
Five Star Conference

December 1, 2011
New Brunswick, NJ
Rutgers University Seminar

November 16-18, 2011
New York, NY
FRBNY / Volatility Institute / Society for Financial Econometrics (SoFiE) Conference on Global Systemic Risk

November 10, 2011
New York, NY
Society of Quantitative Analysts, Invited Lecture

November 3-4, 2011
Atlanta, GA
Georgia Tech Seminar

October 6, 2011
Washington, DC
George Washington University seminar

September 25-28, 2011
Frankfurt, Germany
European Central Bank seminar
University of Frankfurt seminar

September 23, 2011
Washington, DC
NBER Global Financial Crisis Conference

September 18-20, 2011
Baltimore, MD
Johns Hopkins University

August 28 - September 3, 2011
Washington, DC
IMF Lectures

July 24-30, 2011
Santiago, Chile
Bank of Chile Lectures

July 10-16, 2011
Cambridge, Mass.
NBER Summer Institute

June 24-July1, 2011
Prague, Czech Republic
International Symposium on Forecasting, Clive Granger Memorial Keynote Address

June 14-18, 2011
Chicago, IL
Society for Financial Econometrics annual meeting

May 26-28, 2011
Amsterdam, The Netherlands
Cambridge/Netherlands/Penn conference

May 10-12, 2011
Washington, DC
Federal Reserve Board seminar

May 6-7, 2011
San Diego, CA
Hal White conference

May 2-5, 2011
Washington, DC
IMF lectures

May 27-29, 2011
Chicago, IL
NBER Conference on Systemic Risk and Macro Modeling

April 8, 2011
New York, NY
NYU volatility conference

March 9-11, 2011
Mountain View, CA
Google seminar

January 10, 2011
Washington, DC
Pew Charitable Trusts
Stress Test Working Group

December 15-16, 2010
Federal Reserve Bank of Chicago
Systemic Risk Conference

December 10, 2010
Washington, DC
Commodity Futures Trading Commission Seminar

December 9, 2010
Washington, DC
IMF Seminar

December 2-3, 2010
Houston, TX
Rice University Seminar

November 16-18, 2010
Kansas City, MO
Federal Reserve Bank of Kansas City Seminar

October 25-29, 2010
Geneva, Switzerland
Swiss Finance Institute Lectures

October 18-19, 2010
Federal Reserve Bank of Philadelphia
Real-Time Analysis Meeting

October 14-17, 2010
Aarhus, Denmark
CREATES/SoFiE Meeting

October 13, 2010
New York, NY
CIRET Meeting

Spetember 29 - October 1, 2010
Federal Reserve Bank of Atlanta

September 20-24, 2010
IMF Lectures on State Space and Optimal Filtering

September 13-17, 2010
Nice, France
EDHEC Lectures on Yield Curve Modeling

August 15-20, 2010
Shanghai, China
World Congress of the Econometric Society

July 12-16, 2010
Cambridge, Mass.
NBER Summer Institute

June 21-26, 2010
Duisenberg School, Amsterdam
Erasmus University, Rotterdam, The Tinbergen / Econometric Institute Lectures

June 11-18, 2010
Sydney, Australia, University of Techology and Science
Melbourne, Australia, Society for Financial Econometrics Annual Conference

June 7-8, 2010
Washington, DC
Bates-White Annual Meeting

May 24-26
Atlanta, GA
Federal Reserve Bank of Atlanta

May 10-15, 2010
Washington, DC
International Monetary Fund

May 6-8, 2010
Austin, Texas
University of Texas

April 29, 2010
Washington, DC
CFTC & American University

April 15-17, 2010
New York, NY
NYU Conference on Volatility and Systemic Risk

April 18-19, 2010
Washington, DC
Brookings Institution

March 11-13, 2010
Kingston, Ontario
Queen's University, W.A. Mackintosh Lecture

March 10, 2010
Ottawa, Ontario
Bank of Canada

January 29-30, 2010
Berlin, Germany
Humboldt University, CASE Lecture

January 3-5, 2010
Atlanta, Georgia
ASSA Meetings

December 17, 2009
San Francisco, California
Black Rock

December 11, 2009
New York, New York
Society of Quantitative Analysts

November 19, 2009
Oxford, England
Oxford University

November 2-6, 2009
Geneva, Switzerland
Swiss Finance Institute

October 30, 2009
Chicago, Illinois
SoFiE Conference on Liquidity, Credit Risk and Extreme Events
(Joint with Stevanovich Center for Financial Mathematics, University of Chicago, and Journal of Financial Econometrics)

October 10, 2009
Philadelphia, PA
FRB Pialdelphia / NBER Workshop on Methods and Applications for DSGE Models

October 9, 2009
Montreal, Canada
CIRANO Real-Time Workshop

September 30 - October 3, 2009
HEC Paris
Conference on Financial Econometrics

July 30 - Aug 1, 2009
Porto Alegre, Brazil
Keynote Address, Annual Meeting of the Brazilian Finance Society

July 5-11, 2009
Cambridge, Mass.
NBER Summer Institute

June 23-25, 2009
Cambridge, England
First Annual Wharton / Cambridge Finance Conference

June 8-12, 2009
Amsterdam, Duisenberg School of Finance
Rotterdam, Econometric Institute

June 2, 2009
Carey, NC, SAS World Headquarters
SAS Forecasting Conference

May 11-15, 2009
Washington, DC
International MonetaryFund

April 24-25, 2009
Montreal, Canada
Annual Financial Econometrics Conterence

April 17, 2009
Philadelphia, PA
Wharton Symposium on Measurement of Low Probability Events in Financial Risk Management

April 15, 2009
Ithaca, NY
Cornell University, 24th Annual Spring Research Forum

April 3, 2009
New York
NYU Stern Conference on Volatilities and Correlations in Stressed Markets

March 23-24, 2009
Berlin, Germany
Deutsche Bundesbank and Free University of Berlin
Keynote Address, Conference on Forecasting and Monetary Policy

January 16-17, 2009
Lisbon, Portugal
Conference on Predictability in Financial Markets

January 3-5, 2009
San Francisco, CA
ASSA Meetings

November 13, 2008
University of Chicago
Graduate School of Business Seminar

November 6-7, 2008
Santiago, Chile
12th Annual Conference of the Central Bank of Chile

October 17-18, 2008
Stockholm, Sweden
Central Bank of Sweden (Sveriges Riksbank)
Conference on Modeling and Forecasting Economic and Financial Time Series with State Space Models

October 5-7, 2008
Bordeaux, France
Inquire Europe Seminar on Liquidity, Credit and Risk

September 15-16, 2008
Oxford University, England
Conference on Financial Econometrics and Vast Data

September 5, 2008
SUNY Albany
Forecasting Symposium, Department of Economics

July 28 - August 1, 2008
Rio de Janeiro, Brazil
Forecasting in Rio

July 14-18, 2008
Singapore
Conference in Honor of Peter Phillips
Far Eastern Econometric Society Meeting

July 7-11, 2008
Cambridge, Mass.
NBER Summer Institute

June 23-27, 2008
Kona, Hawaii
Western Finance Association Meeting

June 20-22, 2008
San Diego, California
Conference in Honor of Rob Engle

June 11-14, 2008
Coimbra, Portugal
Workshop on Financial Time Series

June 5-6, 2008
New York, NY
Society for FInancial Econometrics (SoFiE) meeting

June 3-4, 2008
London, England
Oliver Wyman Institute

May 12-14, 2008
Sea Island, Georgia
Federal Reserve Bank of Atlanta Financial Market Meeting

May 5-6, 2008
Milan, Italy
Concentric

April 28 - May 2, 2008
Geneva, Switzerland
Swiss Finance Institute

April 14-18, 2008
Washington, DC
International Monetary Fund

March 17-20, 2008
Warwick, England
Royal Economic Society Meetings

March 13-16, 2008
Mt. Tremblant, Canada
McGill University / IFM^2 Risk Management Conference

January 2008
New Orleans, LA
Econometric Society meetings

November 30 - December 1, 2007
Frankfurt, Germany
European Central Bank Conference on Economic Forecasting

July 4-12, 2007
Singapore
First Annual Conference of the Risk Management Institute (Invited lecture)
Singapore Econometric Study Group (SESG)
Singapore Monetary Authority
Singapore Management University

June 18-21, 2007
London , England
Wharton/MOWI Financial Risk Roundtable

May 24, 2007
Los Angeles, CA
UCLA Department of Economics

May 15, 2007
New York, NY
NBER conference on Financial Risk Management

April 30 - May 4, 2007
Washington, DC
International Monetary Fund

April 23-28, 2007
Geneva, Switzerland
Swiss Finance Institute

April 19-22, 2007
Cambridge, England
Cambridge University, Conference on High-Frequency Bond Market Analysis

April 12-13
Philadelphia
Wharton 125th Anniversary Economic Summit
"The Known, the Unknown and the Unknowable in Financial Risk Management"

March 23, 2007
Cambridge, Mass.
NBER International Finance and Macro Meeting

February 21-24, 2007
London, England
Tanaka Business School, Imperial College, Workshop on High-Frequency Data in Finance

February 16, 2007
Philadelphia
RMA/Wharton Advanced RIsk Management Program

January 5-7, 2007
Chicago, IL
ASSA Annual Meeting

December 7, 2006
New York
The New York City Junto

November 14, 2006
Princeton, NJ
Princeton University

November 3, 2006
New York
Goldman Sachs & Co.

October 27, 2006
Federal Reserve Bank of Cleveland
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models

October 24, 2006
University Park, PA
Penn State University

October 12-13, 2006
San Diego, Ca.
University of California, San Diego

September 29-20, 2006
Montreal, Canada
NBER-NSF Time Series Meeting

September 22, 2006
New York, NY
New York University

September 15, 2006
Providence, RI
Brown University

August 28 - September 1, 2006
Geneva, Switzerland
Institute FAME

August 9-11, 2006
Washington, DC
Federal Reserve Board

July 22 - August 5, 2006
San Francisco
Federal Reserve Bank of San Francisco

July 10-14, 2006
Cambridge, Mass.
NBER Summer Institute

June 13-17, 2006
Rotterdam, The Netherlands
Econometric Institute 50th Anniversary Celebration

May 22-26, 2006
Washington, DC
International Monetary Fund

May 4-6, 2006
Eltville, Germany
Deutsche Bundesbank Conference on Forecasting

April 20-21, 2006
Nashville, Tennessee
Vanderbildt University

April 11, 2006
Baltimore, Maryland
Johns Hopkins University

April 2-4, 2006
Palm Beach, Florida
Institute for Quantitative Research in Finance ("Q Group")

March 30 - April 1, 2006
Atlanta, Georgia
Conference in Honor of Charles Nelson, Federal Reserve Bank of Atlanta

March 24-26, 2006
Mont Tremblant, Quebec
McGill Finance Research Centre / Institut de Finance Mathématique de Montréal
Conference on Financial Risk Management

March 9-10, 2006
New York, NY
Columbia University

January 6-8, 2006
Boston, Mass.
ASSA Meetings

December 16-17, 2005
Istanbul, Turkey
EC2 Conference on The Econometrics of Financial and Insurance Risks

November 10, 2005
Cambridge, Mass.
NBER Conference on Risks of Financial Institutions

October 26-30, 2005
Berlin, Germany
Hermann Otto Hirschfeld Lectures, Humboldt University
"Financial Econometrics: Asset Returns and Underlying Fundamentals"

September 29-30, 2005
New York, New York
New York University Conference on Financial Market Risk

August 29-September 2, 2005
Geneva, Switzerland
Institute FAME

August 17-21, 2005
London, England
World Congress of the Econometric Society

August 1-5, 2005
Gerzensee, Switzerland
Swiss National Bank, Study Center Gerzensee
"Financial Markets and the Macroeconomy: The Econometrics of the Interface"

July 21-22, 205
Board of Governors of the Federal Reserve System, Washington, DC
Conference on Financial Market Risk Premiums: Time Variation and Macroeconomic Links

July 11-16, 2005
Cambridge, Mass.
National Bureau of Economic Research

July 6-9, 2005
Humboldt University, Berlin

June 18-21, 2005
Portland, Oregon
Western Finance Association Annual Meeting

May 18-20, 2005
Mexico City
Project Link Annual Meeting

May 11-13, 2005
Miami
Morgan Stanley Equity Market Research Conference

May 2-6, 2005
International Monetary Fund, Washington, DC
International Monetary Fund

April 8-9, 2005
Montreal, Canada
CIRANO-CIREQ Conference on Forecasting in Macroeconomics and Finance

March 16-17, 2005
Latrobe, Pennslyvania
St. Vincent’s University

March 10, 2005
Oxford Economics USA World Outlook Conference, Washington DC
Keynote Address, "Interest Rates and the Business Cycle"

February 2, 2005
Federal Reserve Bank of Philadelphia
Philadelphia Council of Business Economists

January 7-9, 2005
Philadelphia
American Economic Association Annual Meeting
Nobel Prize Luncheon in Honor of Robert F. Engle and Clive W.J. Granger

January 6-7, 2005
Philadelphia
Wharton Financial Institutions Center
Conference on "Risk Management in Financial Institutions:  The Known, the Unknown, and the Unknowable"

November 5, 2004
Cambridge, Mass.
NBER Conference on "Monetary Economics"

October 22, 2004
Cambridge, Mass.
NBER Conference on "International Finance and Macroeconomics"

October 21-24, 2004
Woodstock, Vermont
NBER Conference on "Risks of Financial Institutions"

Sept. 30 - Oct. 1, 2004
Stern School of Business, New York University
Conference on “Innovations in Financial Econometricsin Honor of the 2003 Nobel Prize"

August 30 - Sept 3, 2004
International Center FAME, Geneva

July 10-18, 2004
Singapore
Singapore Management University

July 6-11, 2004
Melbourne, Australia
Marshak Lecture, Econometric Society

June 3-4, 2004
Philadelphia
Wharton Financial Risk Roundtable

May 10-11, 2004
European Central Bank / Center for Financial Studies, Frankfurt
Conference on "Capital Markets and Financial Integration in Europe"

May 3-7, 2004
Washington, DC
International Monetary Fund

April 15-18, 2004
La Jolla, California
Handbook of Economic Forecasting Conference
First Annual UCSD/Rady Economic Forecasting Symposium

March 26, 2004
Board of Governors of the Federal Reserve System, Washington, DC
Conference on Models and Monetary Policy