Program

2026 NSF-CEME SBIES Conference

University of Washington, Seattle

May 1–2, 2026

Oak Hall, Denny Room

Friday, May 1, 2026

7:30 am–8:00 am

Continental Breakfast – Denny Room, Oak Hall

Session 1

Variable Selection and Other Topics

Chair: [TBD]

8:00 am–9:35 am

•  “Dirichlet Process Mixtures of Block g Priors for Model Selection and Prediction in Linear Models” Anupreet Porwal, Abel Rodriguez

•  “Minimax Bayesian Predictive Inference with the Horseshoe Prior” Percy S. Zhai, Veronika Ročková

•  “Mixture Modeling for Temporal Point Processes with Memory” Xiaotian Zheng, Athanasios Kottas, Bruno Sansó

•  “Bayesian Group-Shrinkage Based Estimation for Panel Vector Autoregressive Models with Mixed Frequency Data” Nilanjana Chakraborty, Kshitij Khare, George Michailidis

9:35 am–9:50 am

Refreshment Break

Session 2

Microeconometrics and Choice

Chair: [TBD]

9:50 am–11:25 am

•  “A Bayesian Perspective on the Maximum Score Problem” Christopher D. Walker

•  “Robustly Estimating Heterogeneity in Factorial Data Using Rashomon Partitions” Aparajithan Venkateswaran, Anirudh Sankar, Arun G. Chandrasekhar, Tyler H. McCormick

•  “Inequality Sensitive Optimal Treatment Assignment” Eduardo Zambrano

•  “Bayesian Deep Learning for Discrete Choice” Daniel F. Villarraga, Ricardo A. Daziano

11:30 am–12:30 pm

Lunch

Session 3

Time Series and Structural Breaks

Chair: [TBD]

12:30 pm–1:40 pm

•  “Posterior Dilution in Bayesian Structural Break Models: A Groupwise Sparsity Approach to Autoregressive Time Series” Yi-Chi Chen, Kuo-Jung Lee

•  “State Space Variance Ratio Test for Sequential Change Point Detection” Ruyu Tan, Gregory Duncan, Vanja Dukic

•  “News-Implied Production Networks and Aggregate Output” Gustavo Schwenkler, H. Zheng

1:40 pm–1:55 pm

Refreshment Break

Session 4

Forecasting and State Space

Chair: [TBD]

1:55 pm–3:30 pm

•  “How to Catch a Star? Reliability of Filtering Estimates in Linear State Space Systems” Gianni Amisano, Thorsten Drautzburg, Andrea Stella

•  “Trend-Cycle Decomposition and Forecasting using Bayesian Multivariate Unobserved Components” Mohammad R. Jahan-Parvar, Charles Knipp, Paweł J. Szerszen

•  “Monotonicity Assumptions for Recession Forecasting” David Kelley

•  “Theory-Based Priors for the Output Gap” Matteo Luciani, Michele Piffer, Andrea Renzetti

3:30 pm–3:45 pm

Refreshment Break

Session 5

Monetary Policy and Term Structure

Chair: [TBD]

3:45 pm–4:55 pm

•  “Estimating the Dynamic Term Structure of the Monetary Policy Uncertainty Premiums” Hyunzi Oh, Kyu Ho Kang

•  “Do Monetary Policy Shocks Affect the Neutral Rate of Interest?” Danilo Leiva-León, Rodrigo Sekkel, Luis Uzeda

•  “Monetary Policy and Credit Supply Adjustment with Endogenous Default and Prepayment” Tiezheng Song

4:55 pm–5:00 pm

Refreshment Break

Poster Session

Poster Session

Chair: [TBD]

5:00 pm–6:00 pm

•  “Robust Price Discovery to Heavy-Tailed Market Shocks” Jaeho Kim, Scott C. Linn, Sora Chon

•  “Reexamining Gaussian Copula Endogeneity Correction with Noncontinuous Endogenous Regressors” Yifan Zhang, Qi Zhao, Duncan K. H. Fong, Wenyu Jiao

•  “Assessing the Monetary Stance Along the Yield Curve: A Natural Yield Curve Model” Claus Brand, Gavin Goy, Wolfgang Lemke

•  “HAR Inference for Quantile Regression in Time Series” Jungbin Hwang, Gonzalo Valdés

•  “Reinforcement Learning for Estimating DSGE Models” Cristhian Rosales-Castillo

•  “Bayesian Copula Tensor Factor Models for Multivariate Time Series with Mixed Data” Hadi Safari-Katesari, S. Yaser Samadi, Yisu Hou

•  “High Dimensional Retail Complementarity: Evidence from Chicago” Samsun Knight, Kenichi Shimizu

•  “Structural Autoregressions for Multi-Dimensional Data” Bernhard van der Sluis

•  “A Domain-Specific Language for Bayesian Moment Condition Models in R” Siddhartha Chib, Minchul Shin

•  “Heterogeneous Life Cycles in the Labor Market” Hie Joo Ahn

•  “Semiparametric estimation for multivariate Hawkes processes using dependent Dirichlet processes: An application to order flow data in financial markets”, Alex Ziyu Jiang, Abel Rodriguez

•  “Investor Learning and the Aggregate Allocation of Capital to Active Management”, Jeong Ho (John) Kim

7:00 pm

DINNER – Location TBD

Saturday, May 2, 2026

8:00 am–8:30 am

Continental Breakfast – Denny Room, Oak Hall

Session 6

VAR and Macro

Chair: [TBD]

8:30 am–10:20 am

•  “Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels” Daichi Hiraki, Siddhartha Chib, Yasuhiro Omori

•  “Restricted Large Bayesian Vector Autoregressions” Eva F. Janssens, Robin L. Lumsdaine

•  “Partially Identified Heteroskedastic SVARs” Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa, Elisabetta Mirto

•  “Incorporating Micro Data into Macro Models Using Pseudo VARs” Gary Koop, Stuart McIntyre, James Mitchell, Ping Wu

•  “Learning the Macroeconomic Language” Siddhartha Chib, Fei Tan

10:20 am–10:35 am

Refreshment Break

Session 7

Finance and Asset Pricing

Chair: [TBD]

10:35 am–12:00 pm

•  “Empirical Asset Pricing with Bayesian Regression Trees” Drew Creal, Jaeho Kim

•  “Factor Identity” Jiantao Huang, Christian Julliard, Ran Shi

•  “Measuring Inflation Risk Using Matrix Dynamic Factors: A Granular Approach for the Euro Area” Marta Bańbura, Joshua Chan, Wei Zhang

•  “Bayesian Inference for Price Discovery Measures” Wenqiu Ma, Eric Zivot

12:00 pm–1:00 pm

Lunch

Session 8

Models and Methods

Chair: [TBD]

1:00 pm–2:35 pm

•  “Using Prior Studies to Design Experiments: An Empirical Bayes Approach” Zhiheng You

•  “Relaxing the Fréchet Assumption in Spatial Economics: A Finite Mixture Approach” Andriy Norets

•  “Bayesian Estimation of Endogenous Network Effects in SAR Models: Application to R&D Collaboration” Yajie Xu, Murat Munkin

•  “Dynamic Discrete Data Models with Correlated Errors” Shubham Karnawat

2:35 pm

Conference Adjournment