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This conference will bring together leading researchers who specialize in real-time analysis of economic data. Topics covered will include real-time macro and financial econometrics, forecasting, and macroeconomic policy analysis.
"Nowcasting Recession Risk" by Francesco Furno (Amazon Web Services) and Domenico Giannone (IMF and University of Washington) "Nowcasting with Signature Methods" by Giulia Mantoan (Bank of England), Samuel N. Cohen (University of Oxford and The Alan Turing Institute), Lars Nesheim (University of Oxford and University of Bristol), Áureo de Paula (The Alan Turing Institute and University College London), Arthur Turrell (Bank of England) and Lingyi Yang (University of Oxford and The Alan Turing Institute) "Inflation Dynamics During the COVID Era: A High-Frequency Approach" by Hie Joo Ahn and Simon Smith (both Federal Reserve Board) "On the Wisdom of Crowds (of Economists) by Francis X. Diebold (University of Pennsylvania), Aarón Mora (University of South Carolina) and Minchul Shin (Philadelphia Fed) "Decision Synthesis in Monetary Policy" by Mike West (Duke University), Tony Chernis (Bank of Canada), Gary Koop (University of Strathclyde) and Emily Tallman (Duke University) "Panel Machine Learning: Nowcasting State-Level Fiscal Variables with Mixed-Frequency Data" by Dalibor Stevanovic (l'Université du Québec à Montréal and CIRANO), Philippe Goulet Coulombe (Université du Québec à Montréal) and Massimiliano Marcellino (Bocconi University, IGIER, Baffi-Carefin, BIDSA and CEPR) "Forecasting Recessions in Canada: an Autoregressive Prohibit Model Approach" by Kerem Tuzcuoglu and Antoine Poulin-Moore (both Bank of Canada) "Forecast Relative Error Decomposition" by Quinlan Lee and Christian Gouríeroux (both University of Toronto) "Forecasting Payroll Employment in Real Time with Random Forests and Google Trends" by Wenting Song (Bank of Canada) and Daniil Manaenkov (University of Michigan), "Can Media Narratives Predict House Price Movements?" by Firmin Ayivodji (l'Université de Montréal) and Christopher Rauh (University of Cambridge, CEPR, HCEO, IZA, and PRIO) by Tara Sinclair, Professor of Economics & International Affairs and Director of the GW Center for Economic Research at The George Washington University "Market Leverage and Financial Soundness" by Federico Maglione (University of Florence) and Berardino Palazzo (Federal Reserve Board) "Crowded Spaces and Anomalies" by Fabio Moneta (University of Ottawa), Ludwig Chincarini (University of San Francisco) and Renato Lazo-Paz (University of Ottawa) "Overconfidence in Private Information Explains Biases in Professional Forecasts" by Pei Kuang (University of Birmingham), Klaus Adam (University of Mannheim and CEPR) and Shihan Xie (University of Illinois Urbana-Champaign) "Underlying Core Inflation with Multiple Regimes" by Gabriel Rodriguez-Rondon (McGill University) "Can Output Gap Estimates be Informative and Reliable for Emerging Asian Economies?" by Gilliane Angela De Gorostiza (University of Sydney) "Macroeconomic Effects of Collateral Requirements and Financial Shocks" by Aicha Kharazi (University of Exeter) "Business Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach" by Marc Wildi (ZHAW) "Economic Activity During Extreme Events: Tracking Consumption Dynamics at Fine Scales" by John Galbraith (McGill University), David Bounie (CREST, CNRS, Télécom Paris and Institut Polytechnique de Paris) and Youssouf Camara (CREST, CNRS, Télécom Paris, Institut Polytechnique de Paris and McGill University) By invitation only. "Central Bank Density Forecasts: Do Higher-Order Moments Matter?" by Tatevik Sekhposyan (Texas A&M University), Jonathan Benchimol (Bank of Israel) and Ryan Rholes (University of Oxford) "Forecast Uncertainty Visualization Methodologies and Point Forecast Accuracy: Some Survey Evidence" by Edda Claus (Wilfred Laurier University), Markus H. Hahn (Australian National University) and Shaun Vahey (University of Warwick and CAMA) "Data-Driven Learning About Trend Productivity Growth" by Eiji Goto (University of Missouri-St. Louis), Jan P.A.M. Jacobs (University of Groningen, CAMA and CIRANO) and Simon van Norden (HEC Montréal, CIRANO and CIREQ) "Bootstrapping Out-of-Sample Predictability Tests with Real-Time Data" by Michael W. McCracken (Federal Reserve Bank of St. Louis), Sílvia Gonçalves (McGill University) and Yongxu Yao (McGill University) "A Comprehensive Empirical Evaluation of Biases in Expectation Formation" by Fabian Winkler (Board of Governors of the Federal Reserve System) and Kenneth Eva (University of Pennsylvania) "Perceived Monetary Policy Transmission" by Monica Jain and Ramisha Asghar (both Bank of Canada)
Program
Thursday, October 17
October 17, 2024 08:30
Registration and Continental Breakfast
October 17, 2024 09:00
Session 1: Nowcasting
October 17, 2024 08:50
Welcome and Housekeeping Remarks
October 17, 2024 10:30
Break
October 17, 2024 11:00
Session 2: Forecast Combinations
October 17, 2024 12:00
Lunch & Poster Session
October 17, 2024 13:30
Keynote Address - Real Time Economics: Tales from the Trenches
October 17, 2024 14:30
Break
October 17, 2024 15:00
Session 3: Financial Markets and Financial Stability
October 17, 2024 16:00
Reception and Poster Session
October 17, 2024 18:30
Offsite Dinner
Friday, October 18
October 18, 2024 08:30
Continental Breakfast
October 18, 2024 09:00
Session 4: Forecast Uncertainty and Communication
October 18, 2024 10:30
Break
October 18, 2024 11:00
Session 5: Evaluating Forecasts and Expectations
October 18, 2024 12:30
Closing Remarks & Lunch
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