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Forecasting in Rio July 29 – 31, 2008 Graduate School of Economics – EPGE Getulio Vargas Foundation (FGV) Rio de Janeiro, Brazil http://epge.fgv.br/finrio/index.html Call for Papers Forecasting has applications in several areas of Econometrics, although macroeconomic forecasting has occupied a relative large space in the literature historically. Recently, however, financial applications have gained momentum, with topics such as forecasting volatility, quantiles, distributions, etc. Panel-data techniques also show promise, since the added cross-sectional dimension allows the pooling of information, the pooling of forecasts, and pooling from different data frequencies, which is particularly important in financial applications. Forecasting in Rio is a chance to gather leading and younger researchers in this field to discuss this important topic in Econometrics in an open format. The conference will have fourteen Invited Lectures and also contributed sessions with open submission of papers. The idea is to have a minimum number of sessions running concurrently so as to allow for a high-quality discussion between speakers and audience. Conference Venue The conference will take place in the Graduate School of Economics (EPGE) of Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil. Getulio Vargas Foundation is located in Botafogo, a pleasant neighborhood of the “Wonderful City”, close to Ipanema and Leblon, where most hotels and restaurants are located. Since Rio is a tropical city, although July is officially winter, temperatures are around 25 degrees Celsius (77 Fahrenheit). Besides, rainfall is the lowest for the year, allowing for a variety of pleasant outdoor activities. Keynote Speakers Francis Diebold (University of Pennsylvania) Graham Elliott (University of California, San Diego) John Geweke (University of Iowa) Eric Ghysels (University of North Carolina) Raffaella Giacomini (University College, London) Peter Reinhard Hansen (Stanford University) Roger Koenker (University of Illinois) Luiz Renato Lima (Getulio Vargas Foundation) Oliver Linton (London School of Economics) M. Hashem Pesaran (University of Cambridge) Lucrezia Reichlin (Université Libre de Bruxelles) Timo Teräsvirta (University of Aarhus) Allan Timmermann (University of California San Diego) Farshid Vahid (Australian National University) Organizing Committee Raffaella Giacomini (University College, London) Clive Granger (University of California, San Diego) João Victor Issler (Getulio Vargas Foundation) Oliver Linton (London School of Economics) Marcelo Medeiros (Pontifical Catholic University of Rio de Janeiro - PUC-Rio) Timo Teräsvirta (University of Aarhus) Allan Timmermann (University of California San Diego) Farshid Vahid (Australian National University) Deadlines and Submission of Papers Abstracts and full papers must be submitted through http://epge.fgv.br/finrio/myreview/. This system only accepts papers in PDF format. The deadline for submission is April 30, 2008, with decisions being made until May 31, 2008. At this point there is no financial aid to authors in contributed sessions.
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