The conference programme as a pdf file (200 Kb)
Wednesday 2 June 2010:
15:00 – 15.45 Bus from Norges Bank to Oslo Airport
15.45 – 16.00 Stop at Oslo Airport
16.00 – 19:30 Bus from Oslo Airport to Venastul
20:00 – Dinner
Thursday 3 June 2010:
08:00 – 09:00 Breakfast
09:00 – 10:00 Evidence on the Predictability of Oil Prices for US GDP, by Phillip Rothman, East Caroline University, Discussant: Vincent Labhard, European Central Bank
10:00 – 11:00 Estimation of Moment-based Model with Latent Variables, by Raffaella Giacomini, University College London, Discussant: Michael McCracken
11:00 – 11:30 Coffee break
11:30 – 13:00 Factor Model Forecasts of Exchange rates, by Kenneth West, University of Wisconsin, Discussant: Hilde Bjørnland, Norwegian Business School
13:00 – 14:00 Lunch break
14:30 – 15:30 Optimal Forecasting of Noncausal Autoregressive Time Series, by Markku Lanne, Helsinki University, Discussant: Anders Rygh Swensen, University of Oslo
15:30 – 16:30 Stock market Liquidity and the Business Cycle, by Bernt Arne Ødegaard, University of Stavanger, Discussant: Francesco Ravazzolo, Norges Bank
16:30 – 17.00 Coffee break
17:30 – 19:30 Visit of Ringebu Stave Church
20:00 – Dinner
Friday 4 June 2010:
08:00 – 09:00 Breakfast
09:00 – 10:00 Modelling Volatility by Variance Decomposition, by Timo Teräsvirta, Creates, Aarhus Universitet, Discussant: Michael Andersson, Sverige Riksabank
10:00 – 11:00 Measuring Output Gap Uncertainty, by Shaun Vahey, Australian National University, Discussant: Knut Are Aastveit, Norges Bank
11:00 – 11:30 Coffee break
11:30 – 13:00 Strongly Dependent Processes and Long Memory, by Richard Baillie, Michigan State University, Discussant: Nii Ayi Armah, Bank
13:00 – 14:00 Lunch break
14:30 – 15:30 Prior Selection for Vector Autoregressions, by Giorgio Primiceri, Northwestern University, Discussant: Gernot Doppelhofer, Norwegian School of Economics and Business Administration
15:30 – 16:30 The Predictive Power of the Yield Curve across Countries and Time, by Menzie Chinn, University of Wisconsin-Madison, Discussant: Christian Kascha, Norges Bank
16:30 – 17.00 Coffee break
17:30 – 19.30 Hike to Trabelia Mountain
20:00 – Dinner
Saturday 5 June 2010:
08:00 – 08.45 Breakfast and check-out
09:00 – 12.30 Bus from Venastul to Oslo Airport
12.30 – 12.45 Stop at Oslo Airport
12.45 – 13.30 Bus from Oslo Airport to Norges Bank