Big Data in Dynamic Predictive Econometric Modeling

University of Pennsylvania - ARCH Building, Room 208

May 18-19, 2017

Amisano, Gianni, Gianni.amisano@frb.gov, Federal Reserve Board

! Askanazi, Ross, askross@sas.upenn.edu, University of Pennsylvania

# Bai, Jushan, jb3064@columbia.edu, Columbia University

Barbarino, Alessandro, alessandro.barbarino@frb.gov, Federal Reserve Board

* Barigozzi, Matteo, m.barigozzi@lse.ac.uk, London School of Economics

* Billio, Monica, billio@unive.it, University Ca’ Foscari di Venezia

* Brownlees, Christian, christian.brownlees@upf.edu, Universitat Pompeu Fabra

#% Bollerslev, Tim, boller@duke.edu, Duke University

#% Carriero, Andrea, a.carriero@qmul.ac.uk, Queen Mary, University of London

# Casarin, Roberto, Roberto.casarin@unive.it, University Ca’ Foscari di Venezia

! Chang, Minsu, minsuc@sas.upenn.edu, University of Pennsylvania

Cheng, Xu, xucheng@econ.upenn.edu, University of Pennsylvania

Chudy, Marek marek.chudy@univie.ac.at, University of Vienna

* Clark, Todd, todd.clark@clev.frb.org, FRB Cleveland

Connault, Benjamin, connault@econ.upenn.edu, University of Pennsylvania

& Diebold, Francis, fdiebold@sas.upenn.edu, University of Pennsylvania

DiTraglia, Francis, fditra@econ.upenn.edu, University of Pennsylvania

* Deistler, Manfred, manfred.deistler@tuwien.ac.at, Vienna University of Technology

Dou, Winston, wdou@wharton.upenn.edu, University of Pennsylvania

* Duncan, Greg, duncang@amazon.com, Amazon.com and U. Washington

* Engle, Robert, rengle@stern.nyu.edu, New York University

George, Edward, edgeorge@wharton.upenn.edu, University of Pennsylvania

*& Ghysels, Eric, eghysels@gmail.com, University of North Carolina

* Giannone, Domenico, dgiannon2@gmail.com, FRB New York

Gomez Cram, Roberto, rogo@wharton.upenn.edu, University of Pennsylvania

% Goncalves, Silvia, sgoncal9@uwo.ca, University of Western Ontario

Grant, Everett, Everett.Grant@dal.frb.org, FRB Dallas

Grith, Maria, maria.grith@hu-berlin.de, Erasmus University

* Hale, Galina, galina.b.hale@sf.frb.org, FRB San Francisco

* Hautsch, Nikolaus, nikolaus.hautsch@univie.ac.at, University of Vienna

Herman, Rick, Rick.Herman@bbandt.com, BB&T Institutional Services

Hossain, Mallick, hossaine@sas.upenn.edu, University of Pennsylvania

Hursey, Tim, thursey@sas.upenn.edu, University of Pennsylvania

Jensen, Shane, stjensen@wharton.upenn.edu, University of Pennsylvania

$ Kearns, Michael, mkearns@cis.upenn.edu, University of Pennsylvania

Kowalik, Michal, Michal.Kowalik@bos.frb.org, FRB Boston

* Linton, Oliver, obl20@cam.ac.uk, University of Cambridge

! Liu, Laura, Yuliu4@sas.upenn.edu, University of Pennsylvania

$ Mailath, George, gmailath@econ.upenn.edu, University of Pennsylvania

Ma, Jing, crystal.jing.ma@gmail.com, University of Pennsylvania

Ma, Zongming, zongming@wharton.upenn.edu, University of Pennsylvania

% Meddahi, Nour, nour.meddahi@tse-fr.eu, University Toulouse

& Mykland, Per, mykland@pascal.uchicago.edu, University of Chicago

Neel, Seth, sethneel93@gmail.com, University of Pennsylvania

* Ng, Serena, sn2294@columbia.edu, Columbia University

* Nyawa, Serge Luther, sergeluther2000@yahoo.fr, Toulouse School of Economics

#% Patton, Andrew, andrew.patton@duke.edu, Duke University

* Pettenuzzo, Davide, dpettenu@brandeis.edu, Brandeis University

* Petrova, Katerina, Katerina.Petrova@st-andrews.ac.uk, University of St. Andrews

Pietrosanti, Stefano, stefanop@sas.upenn.edu, University of Pennsylvania

#% Primiceri, Giorgio, g-primiceri@northwestern.edu, Northwestern University

* Quaedvlieg, Rogier, quaedvlieg@ese.eur.nl, Erasmus University Rotterdam

# Rossini, Luca, Luca.rossini@unive.it, University Ca’ Foscari di Venezia

* Rudebusch, Glenn, glenn.rudebusch@sf.frb.org, FRB San Francisco

! Sangrey, Paul, sangrey@sas.upenn.edu, University of Pennsylvania

Schorfheide, Frank, schorf@econ.upenn.edu, University of Pennsylvania

* Scida, Daniela, Daniela.Scida@rich.frb.org, FRB Richmond

Shao, Peng, pshao@sas.upenn.edu, University of Pennsylvania

# Smith, Simon, s.smith3@lancaster.ac.uk, University of Lancaster

Srinivasan, Sayee, SSrinivasan@cftc.gov, Commodity Futures Trading Commission

* Stevanovic, Dalibor, dstevanovic.econ@gmail.com, Université du Québec a Montréal

! Swinton, Violette, aswinton@upenn.edu, University of Pennsylvania

% Tauchen, George, George.tauchen@duke.edu, Duke University

* Timmermann, Allan, atimmermann@ucsd.edu, University of California, San Diego

Todd, Petra, ptodd@econ.upenn.edu, University of Pennsylvania

* Todorov, Viktor, v-todorov@kellogg.northwestern.edu, Northwestern University

$ Vohra, Rakesh, rvohra@seas.upenn.edu, University of Pennsylvania

Wang, Jingshu, jingshuw@upenn.edu, University of Pennsylvania

* Wang, Weining, wangwein@cms.hu-berlin.de, King’s College London

! Warren, Jacob, jacobwar@sas.upenn.edu, University of Pennsylvania

Watson, Mark, mwatson@princeton.edu, Princeton University

Wright, Jonathan, wrightj@jhu.edu, Johns Hopkins University

Xie (Amie), Meng, MengXie@duke.edu, Duke University

Xin, Jianhong, jxin@sas.upenn.edu, University of Pennsylvania

* Xu, Xiu, Xiu.xu@hu-berlin.de, Humboldt University

* Yilmaz, Kamil, kyilmaz@ku.edu.tr, Koc University

& Zhang, Lan, lanzhang@uic.edu, University of Illinois at Chicago

Zhao, Linda, Lzhao@wharton.upenn.edu, University of Pennsylvania

Zhao, Qingyuan, qyzhao@wharton.upenn.edu, University of Pennsylvania

Zurowska, Ewelina, ewelina@wharton.upenn.edu, University of Pennsylvania

KEY:

*presenting co-author

# non-presenting co-author

% session chair

$ sponsor

& co-organizer

! local support team