Monday, August 10, 2015

2015 CIRANO Real‐Time Workshop

The 2015 CIRANO Real‐Time Workshop will be in Montreal, October 9-10, 2015. As usual, the program is looking great, thanks to the Program Committee of Dean Croushore (University of Richmond),  Domenico Giannone (FRB New York), Shaun Vahey (University of Warwick) and  Simon van Norden (HEC Montreal and CIRANO). The preliminary program appears below. Presumably the program and the papers will be posted online in due course.

Forecasting Software

Charles, De Antonio Liedo, Maggi and Palate 
JDEMETRA + Nowcasting: Macroeconomic Monitoring and Visualizing News

McDonald, Thamotheram, Vahey and Wakerly 
Assessing the Economic value of Probabilistic forecasts in the Presence of an Inflation Target


Forecasting Inflation

Jarocinski and Lenza 
Output gap and inflation forecasts in a Bayesian dynamic factor model of the euro area

Kishor and Koenig 
The Role of Inflation Expectations, Core Inflation and Slack in Real‐Time Inflation Forecasting

Mertens and Nason 
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility


Mixed Frequency Forecasting

Brave, Butters, Justiniano 
Forecasting Economic Activity with Mixed Frequency Bayesian VARs

Dahlhaus, Guenette and Vasishtha 
Nowcasting BRICS+M in Real Time


Data Revision and Measuring Shocks

Amir‐Ahmdi, Matthes and Wang 
Measurement Errors and Monetary Policy: Then and Now

Jo and Sekkel 
Macroeconomic Uncertainty Through the Lens of Professional Forecasters


Density Forecasting

Smith and Vahey
Asymmetric Forecast Densities for US Macroeconomic Variables from a Gaussian Copula Model of Cross‐Sectional and Serial Dependence

Diebold, Schorfheide and Shin 
Real‐Time Forecast Evaluation of DSGE Models with Stochastic Volatility

Rossi and Sekhposyan 
Alternative Tests for Correct Specification of Conditional Predictive Densities


Macro Financial Linkages

Kapetanios, Price and Young 
A financial conditions index using targeted data reduction

Crump, Eusepi and Mönch 
The Term Structure of Expectations and Bond Yields