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Table of Contents

Schedule of Events

Named Lectures and Plenary Sessions

Contributed and invited sessions

Schedule of Events

Thursday, June 21 (Academic Sessions at the Fuqua School of Business)

Friday, June 22 (Academic Sessions at the Fuqua School of Business)

Saturday, June 23 (Academic Sessions at the Fuqua School of Business)

Sunday, June 24 (Academic Sessions at the Fuqua School of Business)

Named Lectures

Harold Hotelling Lecture:

Bayesian Methods in Applied Econometrics

Christopher Sims

Princeton University

Introduction by A. Ronald Gallant and George Tauchen

Thursday, June 21, 5:00 pm in Geneen Auditorium
        

Walras Bowley Lecture:

Christopher Pissarides

London School of Economics

Introduction by Peter Arcidiacono

Friday, June 22, 5:00 pm in Geneen Auditorium

Presidential Address:

Lars Peter Hansen

University of Chicago

Introduction by Ravi Bansal

Saturday, June 23, 5:00 pm in Geneen Auditorium

Journal of Applied Econometrics Lectures:

Mark Watson

Princeton University

Introductions by Hashem Pesaran

Thursday, June 21, 1:30 - 3:00pm in Geneen Auditorium

and

Friday, June 22, 1:30 - 3:00pm in Geneen Auditorium

Plenary Sessions

Thursday:

Bayesian Empirical Macroeconomics, Thursday, June 21, 3:30 - 4:30 pm, Geneen Auditorium

Fabio Canova, Universitat Pompeu Fabra

Frank Schorfheide, University of Pennsylvania

Moderator: Juan Rubio-Ramirez, Duke University

Development Economics, Thursday, June 21, 3:30 - 4:30 pm, Classroom C

Dilip Mookherjee, Boston University

Petra Todd, University of Pennsylvania

Moderator: Christopher Timmins, Duke University

Labor Economics, Thursday, June 21, 3:30 - 4:30 pm, Reynolds Auditorium

Robert S. Miller, Carnegie Mellon University

Kenneth Wolpin, University of Pennsylvania

Moderator: Peter Arcidiacono, Duke University

Financial Economics, Thursday, June 21, 3:30 - 4:30 pm, Classroom D

Ravi Bansal, Duke University

Douglas Breeden, Duke University

Lars Hansen, University of Chicago

Moderator: George Tauchen, Duke University

Friday:

Incentive Theory, Friday, June 22, 3:30 - 4:30 pm, Geneen Auditorium

Jonathan Levin, Stanford University

Huseyin Yildirim, Duke University

Moderator: Curtis Taylor, Duke University

International Macroeconomics, Friday, June 22, 3:30 - 4:30 pm, Classroom D

Ariel Burstein, University of California, Los Angeles

Enrique Mendoza, University of Maryland

Moderator: Martin Uribe, Duke University

Public/Political Economy, Friday, June 22, 3:30 - 4:30 pm, Classroom C

Antonio Merlo, University of Pennsylvania

James Poterba, Massachusetts Institute of Technology

Moderator: Pat Bayer, Duke University

Volatility, Friday, June 22, 3:30 - 4:30 pm, Classroom B

Peter R. Hansen, Stanford University

Nour Medahi, Imperial College of London

Moderator: Tim Bollerslev, Duke University

Saturday:

Econometric Theory, Saturday, June 23, 3:30 - 4:30 pm, Classroom C

Whitney Newey, Massachusetts Institute of Technology

James Powell, University of California, Berkeley

Moderator: Shakeeb Khan, Duke University

Economics of Education, Saturday, June 23, 3:30 - 4:30 pm, Classroom B

Eric Hanushek, Stanford University

Caroline Hoxby, Harvard University

Moderator: Tom Nechyba, Duke University

Industrial Organization, Saturday, June 23, 3:30 - 4:30 pm, Classroom A

Patrick Bajari, University of Minnesota

C. Lanier Benkard, Stanford University

Moderator: Atila Abdulkadiroglu, Duke University

Globalization and Financial Development, Saturday, June 23, 3:30 - 4:30 pm, Geneen Auditorium

Frederic Mishkin, Federal Reserve Board

Moderator: Craig Burnside, Duke University

General Sessions

Thursday, June 21

8:30am – 10:00am

#

Location

Title

Organizer

1

Classroom A

Gender Gaps

Kenneth Wolpin

2

Seminar room D

Political Economy I

Herve Moulin

3

Seminar room E

Regional and Urban Economics

Thomas Nechyba

4

RJR Auditorium

Asset Pricing I

Yacine Ait-Sahalia

5

Classroom G

Forecasting I

Kenneth West

6

Seminar room F

Markov chain Monte Carlo methods

John Geweke

7

Conference rooms 11 & 12

Human Capital and Development

Christopher Udry

8

Classroom D

Exotic Preferences for Macroeconomists

Narayana Kocherlakota

9

Geneen Auditorium

Internet and e-Commerce

Curtis Taylor

10

Classroom C

Pricing, Advertising, and Entry/Exit

Daniel Ackerberg

10:30am – 12:00pm

#

Location

Title

Organizer

11

Seminar room E

Trade and Political Economy

James Tybout

12

Geneen Auditorium

Search, Matching, and Investment

Huseyin Yildirim

13

Seminar room D

Inference on Time Series and Quantile Models

Xiaohong Chen

14

Classroom C

New Methods and Applications in Macroeconometrics

Frank Schorfheide

15

Seminar room F

Bayesian Methods

John Geweke

16

Classroom D

Advances in Business Cycle Theory

Stephanie Schmitt-Grohe

17

RJR Auditorium

Long Run Risks

Ravi Bansal

18

Classroom A

Migration

Kenneth Wolpin

19

Classroom G

General Game Theory

Herve Moulin

1:30pm – 3:00pm

#

Location

Title

Organizer

20

Classroom A

Career Dynamics

Kenneth Wolpin

21

RJR Auditorium

Auction Performance

Preston McAfee

22

Classroom C

Contracts and Incentives

Curtis Taylor

23

Classroom D

Optimal Monetary Policy

Stephanie Schmitt-Grohe

24

Geneen Auditorium

Journal of Applied Econometrics Annual Lectures: I by Mark Watson

Tim Bollerslev

25

Seminar room E

Trade Policy, Education Policy and Income Distribution

James Tybout

26

Seminar room F

Empirical Development Economics

Christopher Udry

27

Seminar room D

Decision Theory and Social Choice

Herve Moulin

28

Conference rooms 11 & 12

Corporate Finance

S. Vishwanathan

29

Classroom G

Productivity and Capital Reallocation

Timothy Fuerst

Friday, June 22

8:30am – 10:00am

#

Location

Title

Organizer

30

Geneen Auditorium

Cointegration

Kenneth West

31

Classroom D

Business Cycles and Productivity

Stephanie Schmitt-Grohe

32

Seminar room E

Political Economy II

Thomas Nechyba

33

Classroom C

Advances in Empirical Macroeconomics

Frank Schorfheide

34

Seminar room F

Partially Identified Models

Xiaohong Chen

35

Classroom A

Migration and Immigration

John Kennan

36

Seminar room D

GE and Mechanism Design

Herve Moulin

37

Classroom G

Preferences and Financial Markets

Deborah Lucas

38

Classroom B

Asset Pricing II

Ravi Bansal

10:30am – 12:00pm

#

Location

Title

Organizer

39

Geneen Auditorium

Media and Markets for Information

Curtis Taylor

40

Classroom B

Financial Econometrics I

George Tauchen

41

Classroom C

Empirical Studies of Contracting and Asymmetric Information

Philip Haile

42

Classroom D

International Macroeconomics

Narayana Kocherlakota

43

Classroom G

Forecasting II

Kenneth West

44

Seminar room D

Optimal Policy

Kenneth Judd

45

Classroom A

Labor Market Flows

John Kennan

46

Seminar room F

Firm Entry, Labor Market Fluctuations, and Fiscal Policy

Frank Schorfheide

47

Seminar room E

Empirical Trade Studies

James Tybout

1:30pm – 3:00pm

#

Location

Title

Organizer

48

Classroom A

Human Capital

Kenneth Wolpin

49

Classroom C

Collusive Behavior and Regulation

Huseyin Yildirim

50

Classroom G

Credit Risk

Yacine Ait-Sahalia

51

Seminar room D

Learning, Contracting and Delegation

S. Vishwanathan

52

Seminar room F

Wage Inequality

Narayana Kocherlakota

53

Seminar room E

Evolution and Preferences

Preston McAfee

54

Conference rooms 11 & 12

Non cooperative Game Theory

Herve Moulin

55

Classroom D

Time-Consistent Policy

Stephanie Schmitt-Grohe

56

Geneen Auditorium

Journal of Applied Econometrics Annual Lectures: II by Mark Watson

Tim Bollerslev

57

Classroom B

Contract Theory

Curtis Taylor

Saturday, June 23

8:30am – 10:00am

#

Location

Title

Organizer

58

Geneen Auditorium

Market Performance

Preston McAfee

59

Classroom D

Money and Banking

Narayana Kocherlakota

60

Seminar room F

Estimation of Semiparametric Models

Xiaohong Chen

61

Classroom A

Demand Estimation

Daniel Ackerberg

62

Seminar room D

Reputation in Organizations

Huseyin Yildirim

63

Seminar room E

Trade and Labor Markets

James Tybout

64

Classroom G

Tractable Equilibrium Models of Asset Prices

Monika Piazzesi

65

Classroom B

Inference in (G)ARCH Models

Tim Bollerslev

66

Classroom C