The Real-Time Data Research Center of the Federal Reserve Bank of Philadelphia CIRANO and CIREQ are cosponsoring another conference in a series on real-time data analysis, methods, and applications in macroeconomics and finance, to be held at the Federal Reserve Bank of Philadelphia on Friday and Saturday, October 10-11, 2014. The conference will bring together leading researchers in real-time analysis of economic data and will cover topics such as real-time macro- and financial econometrics, forecasting, and macroeconomic policy analysis, among others.
Organized by
- Dean Croushore, University of Richmond
- Domenico Giannone, Université Libre de Bruxelles — ECARES
- Keith Sill, Federal Reserve Bank of Philadelphia
- Shaun Vahey, University of Warwick
- Simon van Norden, HEC Montréal and CIRANO
Program - Download
Friday, October 10, 2014
Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks
- Giovanni Ricco (London Business School), Giovanni Callegari (European Central Bank), and Jacopo Cimadomo (European Central Bank)
- Discussant: Thorsten Drautzburg (Federal Reserve Bank of Philadelphia)
- Philippe Andrade (Banque de France), Richard Crump (Federal Reserve Bank of New York), Stefano Eusepi (Federal Reserve Bank of New York), and Emanuel Moench (Federal Reserve Bank of New York)
- Discussant: Ricardo Reis (Columbia University)
Analyzing Data Revisions with a DSGE Model
- Dean Croushore (University of Richmond and Federal Reserve Bank of Philadelphia) and Keith Sill (Federal Reserve Bank of Philadelphia)
- Discussant: Tara Sinclair (George Washington University)
Discussion by Athanasios Orphanides (Massachusetts Institute of Technology)
Are Professional Forecasters Bayesians?
- Sebastiano Manzan (City University of New York)
- Discussant: Kajal Lahiri (State University of New York, Albany)
- Boragan Aruoba (University of Maryland and Federal Reserve Bank of Minneapolis)
- Discussant: James Nason (North Carolina State University)
Indeterminancy and Learning: An Analysis of Monetary Policy in the Great Inflation
- Thomas Lubik (Federal Reserve Bank of Richmond) and Christian Matthes (Federal Reserve Bank of Richmond)
- Discussant: Athanasios Orphanides (MIT)
Saturday, October 11, 2014
Real-Time Nowcasting Nominal GDP Under Structural Break
- William Barnett (University of Kansas), Marcelle Chauvet University of California, Riverside), and Danilo Leiva-Leon (Bank of Canada)
- Discussant: Tatevik Sekposyan (Texas A&M)
Combined Density Nowcasting in an Uncertain Economic Environment
- Knut Aastveit (Norges Bank), Francesco Ravazzolo (Norges Bank and BI Norwegian Business School), and Herman van Dijk (Erasmus University Rotterdam and VU University Amsterdam)
- Discussant: Mark Watson (Princeton University)
Forecasting with Dynamic Panel Data Models
- Laura Liu (University of Pennsylvania), Roger Moon (University of Southern California), and Frank Schorfheide (Yonsei University)
- Discussant: Jonathan Wright (Johns Hopkins University)
Real-Time Forecasting for Monetary Policy Analysis: The Case of the Sveriges Riksbank
- Jens Iversen, Stefan Laseen, Henrik Lundvall, and Ulf Soderstrom (Sveriges Riksbank)
- Discussant: Edward Herbst (Federal Reserve Board)