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MEETINGS
ESOBE 2011 Belgium
ESOBE 2010 Rotterdam

Latest update:
March 19th, 2014
 

ESOBE 2010 Rotterdam

Econometric and Tinbergen Institutes
Erasmus University Rotterdam

November 5th:
Special Lecture by Herman K. van Dijk, Erasmus University Rotterdam

November 6th:
Keynote Lecture by Christopher Sims, Princeton University

Invited Speakers:
Sylvia Frühwirth-Schnatter, Vienna University of Economics and Business
John Geweke, University of Technology Sydney
Eric Jacquier, MIT, H.E.C. Montreal
Frank Kleibergen, Brown University
Robert Kohn, University of New South Wales
Gary Koop, University of Strathclyde
Frank Schorfheide, University of Pennsylvania
Mark Steel, University of Warwick
Mattias Villani, Sveriges Riksbank, Stockholm University
Tao Zha, Federal Reserve Bank of Atlanta, Emory University

Program Chairs:
Richard Paap and Dennis Fok

Venue:
Erasmus University Rotterdam
Erasmus Expo- & Congrescentrum (M-building)
Room: Forumzaal

Directions to Erasmus University
Map of the Woudestein campus


Registration

The registration fee for ESOBE 2010 is € 100,-- per registrant, to be paid at the registration desk on the first day of the conference. The meeting supports a maximum of 150 participants.

Register for ESOBE 2010


Preliminary Program

Friday, November 5th

8:30 - 9:00Welcome with coffee

Discrete Dependent Variables

9:00 - 9:25Nonparametric Bayesian Modeling of Monotone Preferences for Discrete Choice Experiments
John Geweke
9:25 - 9:50Logit, Probit, or Robit? - A Unifying Approach using Location-Scale Mixtures of Probits
Sylvia Frühwirth-Schnatter
9:50 - 10:15Multivariate Structural Time Series Models with Hierarchical Structure for Count Data
Nobuhiko Terui
10:15 - 10:45Coffee break

Bayesian Model Averaging

10:45 - 11:10Forecasting Inflation using Dynamic Model Averaging
Gary Koop
11:10 - 11:35A Bayesian Approach to Model Uncertainty
Tao Zha
11:35 - 12:00Mixtures of g-priors for Bayesian Model Averaging with Economic Applications
Mark Steel
12:00 - 12:25Bayesian Model Averaging in the Instrumental Variable Regression Model
Roberto Leon-Gonzalez
12:25 - 14:00Lunch

Volatility & Term Structure

14:00 - 14:25The Information Content of Realized Volatility: What we could have known in 2008?
Eric Jacquier
14:25 - 14:50Probabilistic Forecasts of Volatility and its Risk Premia
Gael Martin
14:50 - 15:15A nonlinear DSGE model for the term structure with regime shifts
Gianni Amisano
15:15 - 15:45Break

Farewell address

16:15 - 17:00Bayes Procedures for 21st Century Key Issues
Herman van Dijk
17:00 - 18:00Reception


Saturday, November 6th

8:30 - 9:00Welcome with coffee

Nonparametric Bayes

9:00 - 9:25Generalized Smooth Mixtures
Mattias Villani
9:25 - 9:50Variable selection and functional form uncertainty in cross-country growth regressions
Tim Salimans
9:50 - 10:15Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach
Markus Jochmann
10:15 - 10:45Coffee break

DSGE Models

10:45 - 11:10Identification Issues in Bayesian Analyzes of DSGE Models
Frank Kleibergen
11:10 - 11:35Evaluating Prediction of Comovements
Frank Schorfheide
11:35 - 12:00Bayesian Inference for Non Gaussian Time Series Models using the Particle Filter and Adaptive Sampling
Robert Kohn
12:00 - 12:25Divergent Priors and Well Behaved Bayes Factors
Rodney Strachan
12:25 - 14:00Lunch

Structural Breaks

14:00 - 14:25Forecasting Macro-Economic Time Series with Change-Point Models
Jeroen Rombouts
14:25 - 14:50An alternative Bayesian approach to structural breaks in time series models
Sjoerd van den Hauwe
14:50 - 15:15K-state Switching Models with Endogenous Transition Distribution
Sylvia Kaufmann
15:15 - 15:45Break

Keynote address

15:45 - 16:30Bayesian Inference with Weak Assumptions
Christopher Sims
16:30 - 17:30Drinks


Annals Issue

We have planned an Annals Issue of the Journal of Econometrics for papers presented at the ESOBE conference (editors John Geweke, Gary Koop and Richard Paap). Papers presented at the ESOBE conference can be submitted after the conference. The submission period ends January 1, 2011. Further information will be provided in due course.


Local Information

Hotel bookings
Participants are kindly requested to book their hotel themselves.

Language
The official language is English.

Currency in The Netherlands
€ = EURO

Insurance
Please arrange your own insurance. The Erasmus University and its organizers will not be liable for any personal accidents or damage to the private property of participants, nor for delays or any modification of the program due to unforeseen circumstances.

Banking and postal facilities
Banks are generally open from 09.00 to 16.00 hour on weekdays and are closed at weekends. Currency exchange is possible at banks and exchange offices at Amsterdam Schiphol Airport and at some railway stations. There will be limited banking facilities at the Erasmus University. Post offices are open from 09.00 to 17.30 hours on weekdays.

Electricity
The electricity supply is 220V-50 Hz AC.

Climate and clothing
On average, the temperature in November varies between 3 °C and 9 °C. Medium-weight clothing is therefore advisable. As the evenings may be chilly, do not forget to bring a warm jacket and a raincoat for the occasional shower. Suggested dress for all social functions: informal.


Sponsors

The organization would like to thank the following institutions for their generous support:


Erasmus School of Economics
Econometric Institute













 
 
         
     
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