Workshop on Robustness
Workshop held April 25-26, 2006
Papers Presented
A Quartet of Semigroups for Model Specification, Robustness, Prices on Risk, and Model Detection
Evan W. Anderson, University of North Carolina
Lars Peter Hansen, University of Chicago
Thomas J. Sargent, New York University and Hoover InstitutionAvoiding Nash Inflation
Robert J. Tetlow, Board of Governors of the Federal Reserve System
Peter von zur Muehlen, Board of Governors of the Federal Reserve SystemModeling Model Uncertainty
Alexi Onatski, Columbia University
Noah Williams, Princeton UniversityOn the Robustness of Robust Control
Andrew T. Levin, Board of Governors of the Federal Reserve System
John C. Williams, Federal Reserve Bank of San FranciscoAn Equilibrium Model of Rare Event Premia
Jun Lui, UCLA
Jun Pan, MIT
Tan Wang, University of British ColumbiaRobust Control of Forward-Looking Models
Lars Peter Hansen, University of Chicago
Thomas J. Sargent, New York University and Hoover Institution
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