Programme Committees

Annual Conference, 22 - 25 June 2021

Time Series- Theory

  • Marine Carrasco, University of Montreal
  • Xu Cheng, University of Pennsylvania
  • Bruce Hansen, University of Wisconsin
  • Toru Kitigawa, UCL
  • Sophocles Mavroeidis, University of Oxford
  • Mehmet Caner, NCSU (Chair)

Time Series - Applied I

  • George Kapetanios, King's College London
  • Giovanni Ricco, University of Warwick
  • Michele Lenza, European Central Bank
  • Francesco Ravazzolo, Bolzano University
  • Luca Gambetti, Universidad Autonoma Barcelona
  • Kristin Hubrich, Fed Board
  • Raffaella Giacomini, University College London (Chair)

Time Series - Applied II

  • Gary Koop, University of Strathclyde
  • Andrea Carriero, Queen Mary University of London
  • Knut Are Aastveit, Norges Bank
  • Fillippo Ferroni, Chicago Fed
  • Marek Jarocinki, European Central Bank
  • Hilde Bijornland, BI Norwegian Business School
  • James Morley, University of Sydney (Chair)

Financial Econometrics

  • Drew Creal, University of Notre Dame
  • Dacheng Xiu, Chicago Booth
  • Davide Pettenuzzo, Brandeis University
  • Christian Brownlees, UPF
  • Elena Andreau, University of Cyprus
  • Patrick Gagliardini, University of Lugano
  • Peter Hansen, UNC Chapel Hill (Chair)

Empirical Finance

  • Stefano Giglio, Yale University
  • Michael Weber, University of Chicago
  • Gianni de Nicolo, Johns Hopkins University
  • Robert Taylor, Essex Business School
  • Rossen Valkanov, UCSD
  • Nikolaus Hautsch, University of Vienna
  • Cynthia Wu, University of Notre Dame (Chair)

Forecasting

  • James Mitchell, Warwick Business School
  • Ana Galvao, Warwick Business School
  • Tatevik Sekhposyan, Texas A&M University
  • Norm Swanson, Rutgers University
  • Silvia Kaufmann, Genzerzee Center
  • Todd Clark, Federal Reserve Bank of Cleveland
  • Dimitris Korobilis, University of Glasgow (Chair)

Macroeconometrics

  • Christiane Baumeister, University of Notre Dame
  • Ed Herbst, Federal Reserve Board
  • Atsushi Inoue, Vanderbilt University
  • Pablo Guerron, Boston College
  • Haroon Mumtaz, Queen Mary London
  • Jim Nason, NC State
  • Boragan Aruoba, University of Maryland (Chair)

Empirical Macroeconomics I

  • Jeremy Rudd, Federal Reserve Board
  • Nora Traum, HEC Montreal
  • Karel Mertens, Federal Reserve Bank of Dallas
  • Regis Barnichon, Federal Reserve Bank of San Francisco
  • Michael Owyang, Federal Reserve Bank of St. Louis
  • Paraskevi Pappa, UC3M
  • Refet Gürkaynak, Bilkent University (Chair)

Empirical Macroeconomics II

  • Kyle Jurado, Duke University
  • Cristina Fuentes-Albero, Federal Reserve Board
  • Efrem Castelnuovo, University of Melbourne
  • Dongho Song, Johns Hopkins University
  • Hernan Seoane, UC3M
  •  Jonas Arias, Philadelphia Fed
  • Ana Maria Herrera, University of Kentucky
  • Leonardo Melosi, Federal Reserve Bank of Chicago (Chair)

Empirical Macroeconomics III

  • Silvia Miranda Agrippino, Bank of England
  • Leland Farmer, Virginia
  • Aemit Lakdawala, MSU
  • Oscar Jorda, Federal Reserve Bank of San Francisco
  • Paolo Surico, London Business School
  • Elmar Mertens, Deutsche Bundesbank
  • James Hamilton, University of California San Diego (Chair)

Empirical Macroeconomics IV

  • Francesca Loria, Federal Reserve Board
  • Christian K. Wolff, University of Chicago
  • Luca Benati, University of Bern
  • Dario Caldara, Federal Reserve Board
  • Francesco Bianchi, Duke University
  • Thorsten Drautzburg, Philadelphia Fed
  • Ivan Petrella, Warwick Business School
  • Christian Matthes, Indiana University (Chair)

Household Consumption and Finance

  • Andreas Fuster, Swiss National Bank
  • Monica Paiella, University of Naples Partenope
  • Søren Leth-Petersen, University of Copenhagen
  • Arna Olafsson, Copenhagen Business School
  • Joao Cocco, London Business School
  • Michael Haliassos, Frankfurt (Chair)

Advanced Methods in Econometrics: Empirical Applications I

  • Shuping Shi, Macquarie University
  • Frank Kleibergen, University of Amsterdam
  • Chris Muris, Bristol
  • Edward Vytlacil, Yale University
  • Tong Li, Vanderbilt (Chair)

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