The Bank of Canada is hosting the annual Conference on Real-Time Data Analysis, Methods and Applications in Macroeconomics and Finance at its Head Office in Ottawa on October 17 and 18, 2024.
About the conference
The 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.
Agenda
See the detailed agenda.
Keynote speaker
The keynote address will be delivered by Tara Sinclair from George Washington University.
Travel expenses
Participants from central banks and other official institutions are expected to cover their own expenses.
The organizers will cover reasonable travel expenses for one presenter per selected paper:
- Up to $1,200 CAD for travel within North America
- Up to $2,000 CAD for international travel
- Two nights of accommodation in Ottawa
Call for papers
The organizers invite the submission of papers related to:
- Nowcasting, forecasting and real-time monitoring of macroeconomic and financial conditions
- Use of real-time data in policy formulation and analysis
- New real-time macroeconomic and financial databases
- Real-time modelling and high-frequency financial data
- Survey data and their use in macro model analysis and evaluation
- Machine learning methods and real-time macroeconomics
- Probability forecasts, density forecasts, risk assessments and scenarios
Theoretical and applied studies are both welcome; complete papers are preferred over extended abstracts. Submissions that may be of interest to statistical agencies and policymakers are encouraged.
Submission process
The deadline for submission is May 1, 2024.
Please submit a copy of your paper in PDF format by email.
Steering committee
- Dean Croushore (University of Richmond)
- Domenico Giannone (University of Washington)
- Barbara Rossi (ICREA, Universitat Pompeu Fabra, Barcelona School of Economics and CREI)
- Tara Sinclair (George Washington University)
- Shaun Vahey (University of Warwick, CAMA and ANU)
- Simon van Norden (HEC Montréal, CIRANO and CIREQ)
Local organizers
- Tony Chernis (Bank of Canada)
- Tatjana Dahlhaus (Bank of Canada)
- Rodrigo Sekkel (Bank of Canada)