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
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.