This one-day symposium will focus on some recent developments in time series econometrics and applied macroeconomics. The topics covered include the use of economic narrative data and data decomposition, the use of micro-level data for macro forecasting, the use of model-averaging, nonparametric estimation, and machine learning algorithms, in macroeconomic applications. Both time series econometric theory and empirical applications in macroeconomics will be emphasized. Speakers: Thomas Sargent (Nobel Laureate), New York University Jun Pan, Shanghai Jiao Tong University - Shanghai Advanced Institute of Finance
Yongmiao Hong, University of Chinese Academy of Sciences & Xiamen University
Fuwei Jiang, Central University of Finance and Economics
Yinggang Zhou, Xiamen University
Liyuan Cui, City University of Hong Kong
Yuying Sun, Chinese Academy of Sciences
Naijing Huang, Central University of Finance and Economics
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