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JSM 2012 Online Program

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Activity Details

247 * ! Mon, 7/30/2012, 2:00 PM - 3:50 PM CC-Room 26B
Forecasting — Contributed Papers
Business and Economic Statistics Section
Chair(s): Bonnie Ray, IBM T. J. Watson Research Center
2:05 PM Forecast Optimality Tests in the Presence of Instabilities Barbara Rossi, Duke University ; Tatevik Sekhposyan, Bank of Canada
2:20 PM Measuring the Effect of Financial Stress Michael Owyang, Federal Reserve Bank of St. Louis ; Ana Beatriz Galvao, Queen Mary College, University of London
2:35 PM Challenges with Forecasting Ratios in Hierarchies Bruce Elsheimer, SAS Institute ; Michael J Leonard, SAS Institute ; Michele Trovero, SAS Institute ; Peter Dillman, SAS Institute
2:50 PM What Unemployment Data Can Tell Us About House Prices: Stabilizing a Strong but Unstable Connection Vladimir Ladyzhets, Lincoln Financial Group
3:05 PM Aggregating and Evaluating Analyst Forecasts Using Percentage and Relative Error Victor Jose, Georgetown University
3:20 PM Applications of HMMs to Financial Data: A Data-Motivated Approach Tessa Childers-Day, University of California at Berkeley ; Lisa Goldberg, MSCI
3:35 PM Tests of Specification and Distributional Change for Predictive Densities Tatevik Sekhposyan, Bank of Canada ; Barbara Rossi, Duke University

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