BEGIN:VCALENDAR
VERSION:2.0
METHOD:PUBLISH
CALSCALE:GREGORIAN
BEGIN:VEVENT
DTSTAMP:20260504T141531Z
DTSTART;VALUE=DATE:20170907
DTEND;VALUE=DATE:20170909
SUMMARY:Workshop on Forecasting
TRANSP:TRANSPARENT
UID:2017_09_08_frankfurt_636300
DESCRIPTION:Session 1\nThe global component of inflation volatility\nAndr
 ea Carriero\, Francesco Corsello\, Massimiliano Marcellino\nComposite li
 kelihood methods for large Bayesian VARs with stochastic volatility\nJos
 hua Chan\, Eric Eisenstat\, Chenghan Hou\, Gary Koop\n  Presentation (PD
 F\, 243 KB)   |   Paper (PDF\, 346 KB)\n\nSession 2\nForecasting with ma
 ny predictors using message passing\nDimitris Korobilis\nBig data analyt
 ics in economics: What have we learned so far\, and where should we go f
 rom here?\nNorman Swanson\, Weiqi Xiong\n  Presentation (PDF\, 3 MB)   |
    Paper (PDF\, 762 KB)\n\nPoster Session 1\nOrder invariant tests for p
 roper calibration of multivariate density forecasts\nJonas Dovern\, Hans
  Manner\n  Poster (PDF\, 598 KB)\nUncertainty through the lenses of a mi
 xed-frequency Bayesian panel Markov switching model\nRoberto Casarin\, C
 laudia Foroni\, Massimiliano Marcellino\, Francesco Ravazzolo\n  Poster 
 (PDF\, 121 KB)\nLarge mixed-frequency VARs with a parsimonious time-vary
 ing parameter structure\nThomas Götz\, Klemens Hauzenberger\n  Poster (P
 DF\, 268 KB)\nFocusing on regions of interest in forecast evaluation\nHa
 jo Holzmann\, Bernhard Klar\n  Poster (PDF\, 215 KB)   |   Paper (PDF\, 
 395 KB)\nProbabilistic forecasting and comparative model assessment base
 d on Markov chain Monte Carlo output\nFabian Krüger\, Sebastian Lerch\, 
 Thordis L. Thorarinsdottir\, Tilmann Gneiting\n  Poster (PDF\, 561 KB)  
  |   Paper (PDF\, 549 KB)\nA severity function approach to scenario sele
 ction\nFrieder Mokinski\n  Poster (PDF\, 362 KB)\nProbability forecasts 
 of deflation for the Euro area and Japan: an evaluation using scoring ru
 les for binary outcomes.\nInske Pirschel\, Christian Schumacher\n  Poste
 r (PDF\, 176 KB)\n\nSession 3\nDynamic semiparametric models for expecte
 d shortfall (and value-at-risk)\nAndrew J. Patton\, Johanna F. Ziegel\, 
 Rui Chen\n  Presentation (PDF\, 2 MB)   |   Paper (PDF\, 216 KB)\nBack t
 o the future: Backtesting systemic risk measures during historical bank 
 runs\nChristian Brownlees\, Ben Chabot\, Eric Ghysels\, Christopher Kurz
 \n  Presentation (PDF\, 3 MB)   |   Paper (PDF\, 2 MB)\n\nSession 4\nTim
 e-varying combinations of Bayesian dynamic models and equity momentum st
 rategies\nNalan Baştürk\, Stefano Grassi\, Lennart Hoogerheide\, Herman 
 K. van Dijk\n  Presentation (PDF\, 3 MB)   |   Paper (PDF\, 3 MB)\nData 
 revisions and real-time probabilistic forecasting of macroeconomic varia
 bles\nMichael P. Clements\, Ana Beatriz Galvao\n\nSession 5\nHow far can
  we forecast? Statistical tests of the predictive content\nJörg Breitung
 \, Malte Knüppel\n  Presentation (PDF\, 765 KB)   |   Paper (PDF\, 608 K
 B)\nUnderstanding the Sources of Macroeconomic Uncertainty\nBarbara Ross
 i\, Tatevik Sekhposyan\, Matthieu Soupre\n  Paper (PDF\, 1 MB)\n\nSessio
 n 6\nAn empirical investigation of direct and iterated multistep approac
 hes to producing conditional forecasts\nMichael W. McCracken\, Joseph Mc
 Gillicuddy\n  Presentation (PDF\, 230 KB) \nCensoring and fat tails on t
 he monetary policy committee\nJames Mitchell\, Martin Weale\n\nPoster Se
 ssion 2\nTime-varying uncertainty and exchange rate predictability\nKnut
 -Are Aastveit\, Francesco Ravazzolo\, Herman van Dijk\n  Poster (PDF\, 1
  MB)\nForecasting with VARs with time-variation in the mean\nMarta Bańbu
 ra\, Andries van Vlodrop\n  Poster (PDF\, 258 KB)\nImproving model-based
  near-term GDP forecasts by subjective forecasts: a real-time exercise f
 or the G7 countries\nJos Jansen\, Jasper de Winter\nOptimal density fore
 cast combinations\nGergely Gánics\n  Poster (PDF\, 973 KB)   |   Paper (
 PDF\, 8 MB)\nNowcasting with large\, international data sets: do sparse 
 priors help?\nPhilipp Hauber\, Christan Schumacher\n  Poster (PDF\, 156 
 KB)\nForecast uncertainty\, disagreement\, and linear pools of density f
 orecasts\nMalte Knüppel\, Fabian Krüger\n  Poster (PDF\, 760 KB)\nDisagg
 regate inflation\, asymmetry and stochastic heterogeneity\nBłażej Mazur\
 nA UK financial conditions index using targeted data reduction: forecast
 ing and structural identification\nGeorge Kapetanios\, Simon Price\, Gar
 ry Young\n  Poster (PDF\, 557 KB)   |   Paper (PDF\, 553 KB)\n\nSession 
 7\nModeling time-varying uncertainty of multiple-horizon forecast errors
 \nTodd E. Clark\, Michael W. McCracken\, Elmar Mertens\n  Presentation (
 PDF\, 350 KB)   |   Paper (PDF\, 1 MB)\nBayesian inference for probabili
 stic surveys\nRoberto Casarin\, Marco Del Negro\, Francesco Ravazzolo
LOCATION:Deutsche Bundesbank\, Taunusanlage 5\, 60329 Frankfurt am Main
CONTACT:
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