We suggest presenters prepare material which fits A0 or A1 in size.

 

(in alphabetical order):

Bertille Antoine (Simon Fraser University) – Smooth Minimum Distance for Robust Inference in Conditional Asset Pricing Models

Andreas Beyer (European Central Bank) – Cointegration Structural Breaks and Business Cycles: Modelling the dynamics of unemployment inflation and interest rates in a Markov Switching VecM

Otilia Boldea (Tilburg University) – Break Point Estimation in Fixed Effects Panel Data

Christoph Hanck (University of Duisburg-Essen) – Time-Varying Forecasting Ability under Time-Varying Volatility: An Evaluation of Professional Forecasters

Frank Kleibergen (University of Amsterdam) – Asset Pricing with Consumption and Robust Inference

Robinson Kruse (University of Cologne) – Testing the marginal distribution in time-varying location-scale models

Mengheng Li (VU Amsterdam) – Are long-run output growth rates falling? Evidence from time-varying parameter models

Daniele Massacci (Bank of England) – Testing for Regime Changes in Large Dimensional Factor Models

Morten Nyboe Tabor (Univeresity of Copenhagen) – The Qualitative Expectations Hypothesis

Andreas Pick (Erasmus University Rotterdam) – Testing for a structural break when forecasting

Rogier Quaedvlieg (Erasmus University Rotterdam -) Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix

Matthias Schmidtblaicher (European University Institute) – Discount rates volatility and tests for bubbles

Bernd Schwaab (European Central Bank) – Financial Research Risk endogeneity at the lender/investor-of-last-resort

Oliver Stypka (TU Dortmund) – Testing Linear Cointegration against Smooth Transition Cointegration

Mamiko Yamashita (Toulouse School of Economics) – Return Predictability and Risk Management

Marcin Zamojski (University of Gothenburg) – Filtering With Confidence: In-sample Confidence Bands For GARCH Filters