Navigation Path: Home > Events > Conferences & seminars > 6th Workshop on Forecasting Techniques Forecasting, Real time and Survey data
A joint workshop by the Deutsche Bundesbank, the European Area Business Cycle Network and the European Central Bank.
Conference Room CIV, 2nd floor, European Central Bank, Frankfurt am Main, Germany
| 9.00 | Welcome H. Herrmann (Deutsche Bundesbank) |
| 9.10 | Keynote Speaker: Real-time forecasting of inflation and output growth in the presence of data revision M. Clements (University of Warwick) Discussant: D. van Dijk (Erasmus University Amsterdam)
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| Session I (Chair: H. Herrmann, Deutsche Bundesbank) | |
| 10.00 | Should macroeconomic forecasters use daily financial data and how? E. Ghysels (University of North Carolina)
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| 10.50 | Coffee Break |
| 11.10 | Why do certain macroeconomic news announcements have a big impact on asset prices?
C. Scotti (Federal Reserve Board)
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| 12.00 | Consensus forecasts and inefficient information aggregation C. Crowe (International Monetary Fund) Discussant: K. Lahiri (University of Albany, SUNY)
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| 12.50 | Buffet Lunch Foyer CIV |
| 14.00 | Keynote Speaker: New tests of forecast optimality across multiple horizons A. Timmermann (University of California San Diego) Discussant: K. West (University of Wisconsin)
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| Session II (Chair: S. J. Koopman, Vrije Universiteit Amsterdam) | |
| 14.50 | Expectations shocks and learning as drivers of the business cycle F. Milani (University of California, Irvine) Discussant: F. Monti (Bank of England)
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| 15.40 | Coffee break |
| 16.00 | Evaluating real-time forecasts with an informative democratic prior J. Wright (Johns Hopkins University) Discussant: G. Koop (University of Strathclyde)
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| 16.50 | Scoring rules and survey density forecasts K. Wallis (University of Warwick) Discussant: K. Hubrich (European Central Bank)
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| 9.30 | Keynote Speaker: Indicators for dating business cycles: cross history selection and comparisons M. Watson (Princeton University)
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| Session III (Chair: G. Kenny, European Central Bank) | |
| 10.20 |
Real-time density forecasts from VARs with stochastic volatility T. Clark (Federal Reserve Bank of Kansas City)
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| 11.10 | Coffee Break |
| 11.30 | Conditional Forecasts in DSGE models J. Maih (Norges Bank) Discussant: D. Giannone (Université Libre de Bruxelles)
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| 12.20 | Buffet Lunch Foyer CIV |
| 13.30 |
Keynote Speaker: Nowcasting L. Reichlin (London Business School) Discussant: M. McCracken (Federal Reserve Bank of St. Louis)
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| Session IV (Chair: H. Pill, European Central Bank) | |
| 14.20 | Evolving macroeconomic perceptions and the term structure of interest rates M. Wei (Federal Reserve Board)
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| 15.10 | Coffee break |
| 15.30 |
Measuring output gap uncertainty J. Mitchell (National Institute of Economic and Social Research) Discussant: M. Massmann (Vrije Universiteit Amsterdam)
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| 16.20 | Concluding Remarks H. Pill (European Central Bank) |
| Workshop date | Friday, 5 and Saturday, 6 March 2010 |
| Workshop venue |
European Central Bank Room CIV, 2nd floor Eurotower Kaiserstraße 29 60311 Frankfurt am Main Tel: +49 69 1344 0 Email: info@ecb.europa.eu |
| Hotel accommodation | Frankfurter Hof Am Kaiserplatz 60311 Frnakfurt + 49 69 21502 www.steigenberger.com/frankfurt Ramada Hotel Weserstr. 17 60329 Frankfurt +49 69 310810 www.ramada.com |
| Seminar language | English |
| Organisers | Matteo Ciccarelli European Central Bank Econometric Modelling Division Tel: +49 69 1344 8721 Email: matteo.ciccarelli@ecb.europa.eu Siem Jan Koopman Vrije Universiteit Amsterdam FEWEB - Department of Econometrics +31 20 598 6019 Email: s.j.koopman@feweb.vu.nl Michele Lenza European Central Bank Econometric Modelling Division Tel: +49 69 1344 5671 Email: michele.lenza@ecb.europa.eu Christian Schumacher Deutsche Bundesbank Central Office, Research Centre +49 69 9566-2939 Email: christian.schumacher@bundesbank.de |
| Contacts | Daniela Rothermel European Central Bank Econometric Modelling Division Tel: +49 69 1344 7360 Email: daniela.rothermel@ecb.europa.eu Directorate Communications Publishing, Events and Protocol Division Alexandra Kroppenstedt Tel: +49 69 1344 7456 Email: evp-events@ecb.europa.eu |
| Programme | The organisers reserve the right to change the conference programme without prior notice. |
