- ECB workshop
Advances in short-term forecasting
Friday, 29 September 2017
Main Building, European Central Bank, Frankfurt am Main
Press centre, room C5.01
- 8:30
- Registration and coffee
- 9:20
-
Welcome address
Günter Coenen, European Central Bank
-
Session 1: Mixed frequencies
Chair: Günter Coenen, European Central Bank
- 9:30
-
Mixed frequency models with MA components
Massimiliano Marcellino*, Università Bocconi
Presentation
with Claudia Foroni, Deutsche Bundesbank
Dalibor Stevanović, Université du Québec à MontréalDiscussant: Ana Galvão, University of Warwick
- 10:15
-
Fiscal nowcasting
Jacopo Cimadomo*, European Central Bank
Presentation
with Domenico Giannone, Federal Reserve Bank of New York
Michele Lenza, European Central BankDiscussant: Claudia Foroni, Deutsche Bundesbank
- 11:00
- Coffee break
-
Session 2: Factor models
Chair: Neale Kennedy, European Central Bank
- 11:30
-
Estimation of time-varying coefficient VAR models using dynamic factors
Siem Jan Koopman*, Vrije Universiteit Amsterdam
Presentation
with Paolo Gorgi and Julia Schaumburg, Vrije Universiteit AmsterdamDiscussant: Fabrizio Venditti, European Central Bank
- 12:15
-
Factor-augmented VAR revisited – a sparse dynamic factor model approach
Sylvia Kaufmann*, Studienzentrum Gerzensee
with Simon Beyeler, Studienzentrum GerzenseeDiscussant: Marek Jarociński, European Central Bank
- 13:00
- Buffet lunch
-
Session 3: New methods for big data
Chair: Geoff Kenny, European Central Bank
- 14:00
-
Nowcasting using news topics. Big Data versus big bank
Leif Anders Thorsrud*, Norges Bank
Discussant: Georg Strasser, European Central Bank
- 14:45
-
Macroeconomic forecasting in times of crises
Pablo Guerrón-Quintana*, Boston College
Presentation
with Molin Zhong, Federal Reserve Board of GovernorsDiscussant: Srečko Zimic, European Central Bank
- 15:30
- End of workshop
* indicates the presenter
This programme may be subject to change without notice.
General information
European Central Bank
Main building, Press centre, room C5.01
Sonnemannstrasse 20
60314 Frankfurt am Main
+49 69 1344 0
Fax: +49 69 1344 6000
info@ecb.europa.eu
English
Marta Banbura, European Central Bank
Michele Lenza, European Central Bank
Carlos Montes-Galdón, European Central Bank
Gerhard Rünstler, European Central Bank
Participants are requested to arrange their own transfers unless indicated otherwise.
Iris Bettenhäuser
Directorate General Research
Monetary Policy Research Division
+49 69 1344 8782
iris.bettenhaeuser@ecb.europa.eu