Research & Conferences
NBP Workshop on Forecasting
21-22 November 2016
Narodowy Bank Polski (Warsaw, Poland)
The workshop will provide an opportunity to share the latest practical solutions in forecasting used by central banks and other institutions and to discuss relevant research developments. Modelling and forecasting of growth, inflation and related higher-frequency indicators are within the scope of the workshop. Empirical and theoretical submissions are welcome. Specific topics include, but are not limited to the following:
- Univariate and multivariate density forecasts: evaluation, combination, presentation
- Applications of unobserved component models, mixture models, non-linear or non-Gaussian models
- Modelling of structural instabilities and time varying relationships, the use of shrinkage methods
- Incorporating short time-series and experts’ knowledge into forecasts
- Dealing with data features in nowcasting: mixed frequencies, ragged edges, real time data, missing observations
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 as well as academics interested in the field. The scientific programme will include contributed talks and poster presentations.
Keynote speakers:
- Sylvia Frűhwirth-Schnatter (Wirtschaftsuniversität Wien)
- Domenico Giannone (Federal Reserve Bank of New York)
- Barbara Rossi (Universitat Pompeu Fabra, ICREA, Barcelona GSE and CREI)
Submission of papers:
An extended abstract or a full paper (preferred) should be sent to forecasting@nbp.pl no later than 20 September 2016. The authors of accepted papers will be notified by 5 October 2016. The registration deadline for authors is 26 October 2016.
Practical information:
There is no registration fee. Coffee breaks and lunches will be provided by the organizers. NBP offers accommodation and reimbursement of economy class travel costs (up to a certain limit) for presenters of the accepted papers representing academic institutions.
Registration:
In order to attend the workshops please complete the online form at: Registration Form by 16 November 2016 at the latest.
Important dates:
- 20 September 2016 – paper submission deadline, online registration opens
- 5 October 2016 – notification to authors
- 26 October 2016 – author registration deadline
- 21-22 November 2016 – the workshop takes place
Contact:
Should you have any questions, please contact: forecasting@nbp.pl