Forecasting Short-Term Economic Developments and the Role of Econometric Models
NOTE: The papers listed here are reproduced as submitted by their respective authors, and do not necessarily reflect the opinions or policies of the Bank of Canada. Papers submitted by persons not in the employ of the Bank of Canada may be subject to the copyright policies of the submitters' organizations and/or countries, and therefore should not be reproduced in whole or in part without the permission of the author(s). Papers are presented in the language of the authors only.
"Electronic Transactions as High-Frequency Indicators of Economic Activity" and Presentation
J. Galbraith and Greg Tkacz
Discussion: Michael Pedersen
"Forecasting Euro-area GDP in Real-Time" and Presentation
M. Camacho and Gabriel Pérez-Quiros
Discussion: Nicolas Parent
"Real-Time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty"
A. Garratt, G. Koop, E. Mise, and Shaun Vahey
Presentation: Shaun Vahey
Discussion: Marek Jarocinski
"Factor Nowcasting of German GDP with Ragged-Edge Data: A Model Comparison using MIDAS Projections" and Presentation
M. Marcellino and Christian Schumacher
"An Overview of Recent Developments in Forecast Evaluation"
Todd Clark
"A State Space Approach to Extracting the Signal from Uncertain Data"
A. Cunningham, J. Eklund, J. C. Jeffery, G. Kapetanios, and V. Labhard
Presentation: Venetia Bell
Discussion: Simon van Norden
"Forecasting Canadian GDP: Evaluating Point and Density Forecasts in Real-Time" and Presentation
Frédérick Demers
Discussion: Jason Wu
"Forecast Combination with Entry and Exit of Experts" and Presentation
Carlos Capistrán and A. Timmermann
Discussion: Feng Zhu
"A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP"
M. Bánbura and Gerhard Rünstler: Presentation No.1 and Presentation No.2
Discussion: Marc-André Gosselin
"Optimal Monetary Policy in Data-Rich Environment?"
Jean Boivin and Marc Giannoni
"Automated Short-term Economic Forecasts (ASEF)" and Presentation
Nicolas Stoffels
Discussion: André Binette
"Short-range Forecasting Tools at the Riksbank" and Presentation
Michael Andersson
Discussion: Ingvild Svendsen
"Monthly Forecasting of French GDP: a revised version of the OPTIM Model"
K. Barhoumi, V. Brunhes-Lesage, O. Darné, L. Ferrara, B. Pluyaud, and B. Rouvreau
Presentation: Bertrand Pluyaud
Discussion: Hannah Kite
Panel Discussion:
Discussion: Kenneth Wallis
Discussion: Jean Boivin
Discussion: Dave Reifschneider