|
|
274 !
|
Tue, 7/30/2019,
8:30 AM -
10:20 AM
|
CC-201
|
Macroeconomic Forecasting and Policy in Data Rich Digital Age Environments — Invited Papers
|
Business and Economic Statistics Section, Section on Risk Analysis, Section on Statistical Learning and Data Science
|
Organizer(s): Arnab Bhattacharjee, Heriot-Watt University
|
Chair(s): Liqian Cai, Liberty Mutual
|
8:35 AM
|
Some High-Diemnesional Techniques for Analyzing Spatial and Other Complex Economic Data
Taps Maiti, Michigan State University
|
8:55 AM
|
Prediction and Causal Inference Using Linear Regularized Regression with an Application to Commuting in Ireland
Achim Ahrens, Economic and Social Research Institute; Christian B Hansen, University of Chicago Booth School of Business; Mark E Schaffer, Heriot-Watt University
|
9:15 AM
|
Financial Stress Scenario Development in a Data-Rich Environment - a Practitioner's View
Xin Wang, HSBC/ IHS Markit
|
9:35 AM
|
Google Trends and the Macroeconomy: a Bayesian Mixed Frequency Approach
Arnab Bhattacharjee, Heriot-Watt University; David Kohns, Heriot-Watt University
|
9:55 AM
|
Inference in High-Dimensional Models Without Regularization
Ying Zhu, UC San Diego; Kaspar Wuthrich, UC San Diego
|
10:15 AM
|
Floor Discussion
|