Research & Conferences
NBP Workshop on Forecasting
25-26 November 2019
Narodowy Bank Polski (NBP) 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 inflation, growth and related higher-frequency indicators, including exchange rates, are within the scope of the workshop. The 2019 Workshop includes special sessions on forecasting of energy markets, organized in co-operation with Professor Rafał Weron, Wrocław University of Science and Technology.
Specific topics include, but are not limited to the following:
- Prediction using large data sets or models with time-varying parameters
- Analysis of economic uncertainty
- Univariate and multivariate density forecasts: evaluation, combination, communication
- Applications of unobserved component models, mixture models, non-linear or non-Gaussian models
- Incorporating short time-series and experts’ knowledge into 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 as well as academics interested in the field. The scientific programme will include contributed talks and poster presentations.
- Monica Billio (Ca’ Foscari, Venice)
- Rafał Weron (Wrocław University of Science and Technology)
Should you have any questions, please contact: email@example.com