Short Term Forecasting
Warsaw, 13-14 November 2014
The workshop will provide an opportunity to share the latest practical solutions in short-term forecasting used by central banks and other institutions and to discuss relevant research developments. Empirical and theoretical submissions are welcome.
Workshop topics include, but are not limited to:
- Density forecast combination: practical solutions, theoretical foundations and evaluation
- Modeling of structural instabilities and time varying relationships
- Incorporating short time series and experts’ knowledge into forecasts
- Dealing with data features in nowcasting: mixed frequencies, ragged edges, real time data, missing observations
- Evaluation and presentation of multivariate forecasts
Our intention is to provide a sound theoretical background for discussing up-to-date applied forecasting experiences. The workshop is targeted at analysts employed at forecasting units of central banks and forecasting institutions, though contributions and participation of academics interested in the field is also welcome. The scientific program will include contributed talks and poster presentations.
- Gianni Amisano (European Central Bank),
- Herman K. van Dijk (Erasmus University Rotterdam and VU University Amsterdam).
- Marek Jarociński (European Central Bank),
- Sylvia Kaufmann (Study Center Gerzensee),
- Simon Price (Bank of England and City University, London),
- Francesco Ravazzolo (Norges Bank),
- Shaun Vahey (Warwick University).
Should you wish to participate in the workshop, please contact: firstname.lastname@example.org