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

 

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

 

Collopy, Brian, collopyb@sas.upenn.edu, University of Pennsylvania

 

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, Humboldt University

 

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

 

* Härdle, Wolfgang, haerdle@hu-berlin.de, Humboldt University

 

* 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

 

* Korobilis, Dimitris, dikorobilis@googlemail.com, University of Essex

 

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

 

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

 

* Menkveld, Albert, albertjmenkveld@gmail.com, Vrije Universiteit Amsterdam

 

Moshary, Sarah, moshary@sas.upenn.edu, University of Pennsylvania

 

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

 

* 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

 

* 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

 

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

 

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

 

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