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Thursday, September 2
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Borys Koval (Vienna Graduate School of Finance)
Bayesian reconciliation of the return predictability
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Niko Hauzenberger (University of Salzburg)
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions
using Scalable Markov Chain Monte Carlo Methods
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Stepan Mazur (Örebro University)
Modelling the Relation between the US Real Economy and the Corporate
Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances
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Audrone Virbickaite (CUNEF, Spain)
Dynamic Stochastic MIDAS Copula Models
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Robin Braun (Bank of England and Centre for Macroeconomics)
The importance of supply and demand for oil prices: evidence from
non-Gaussianity
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Francesca Loria (Federal Reserve Board, Research & Statistics Division)
Understanding Growth-at-Risk: A Markov-Switching Approach
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Francesca Rondina (Université d'Ottawa)
Model uncertainty and the direction of fit of the postwar U.S.
Phillips curve(s)
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Saeed Zaman (Federal Reserve Bank of Cleveland, University of Strathclyde)
A Unified Framework to Estimate Macroeconomic Stars
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Andrea De Polis (University of Warwick)
Modeling and Forecasting Macroeconomic Downside Risk
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Friday, September 3
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Michael Pfarrhofer (University of Salzburg)
Tail forecasts of inflation using time-varying parameter quantile
regressions.
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Jan Greve (WU Vienna University of Economics and Business)
Spying on the prior of the number of data clusters and the partition
distribution in Bayesian cluster analysis
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Anna Stelzer (University of Salzburg)
On the effectiveness of the European Central Bank’s conventional and
unconventional policies under uncertainty
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Hoang Nguyen (Örebro University)
A dynamic leverage stochastic volatility model
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Ping Wu (University of Strathclyde)
New Ways of Doing Variable Selection and Shrinkage in the Factor
Augmented Vector Error Correction Model
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Aymeric Ortmans (Université Paris-Saclay)
Evolving Monetary Policy in the Aftermath of the Great Recession
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Leonardo N. Ferreira (Queen Mary University of London)
Forecasting with VAR-teXt and DFM-teXt models: exploiting changes in central bank
communication
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Daniel Oliveira (São Paulo
School of Economics)
Monetary Policy and Long Term Relationships in the Singapore Exchange
Rate: a Bayesian Approach
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Daniel Winkler (WU Vienna University of Economics and Business)
A New Domain-Specific Language for MCMC Inference
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