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Lectures, Presentations, etc.July 18-26, 2015
July 18-26, 2015
City University of Hong Kong
Lectures
Summer 2014
Reserve Bank of New Zealand
Visiting Scholar
Summer 2014
University of Tasmania
Econometric Society Meeting
April 26 - May 1, 2014
European University Institute, Florence
EABCN Lectures
January 3-5, 2014
Philadelphia, PA
ASSA Meetings
Journal of Business and Economic Statistics Invited Lecture
October 10-13
Lugano, Switzerland
Society for Financial Econometrics (SoFiE) / University of Lugano Conference on Large-Scale Factor Models in Finance
July 14-20, 2013
Washinton, 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
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