Paris School of Economics
Address: 48 boulevard jourdan 75014 Paris
Nowcasting
Workshop
Location 48 Boulevard Jourdan, 75014 Paris, France
Location R2-21
Presence On site
Hourly –
Program
Session 1
Chair: Catherine Doz (PSE, Université Paris 1 Panthéon-Sorbonne)
9:00 – Registration
9:15 – Welcome by Catherine Doz (PSE, Université Paris 1 Panthéon-Sorbonne)
9:30-10:20 – Rolf Scheufele (Swiss National Bank)
Nowcasting GDP: What are the gains from Machine Learning algorithms?
with Milen Arro-Cannarsa
10:20-11:10 – Matteo Mogliani (Banque de France)
Density forecast transformations
with Florens Odendahl
11:10-11:40 – Coffee break
11:40-12:30 – Molin Zhong (Federal Reserve Board)
Risk in a Data-Rich Model
with Dario Caldara and Haroon Mumtaz
12:30-14:00 – Lunch
Session 2
Chair: Laurent Ferrara (SKEMA Business School)
14:00-14:50 – Giovanni Caggiano (University of Padua)
Measuring Cross-country Spillovers of Growth-at-Risk
with Natalia Bailey and Luyang Li
14:50-15:40 – Esther Ruiz (University Carlos III of Madrid)
Expecting the unexpected: Stressed scenarios for economic growth
with Gloria Gonzalez-Rivera and Vladimir Rodriguez-Caballero
15:40-16:10 – Coffee break
16:10-17:00 – Dick van Dijk (Erasmus School of Economics)
Does uncertainty predict real activity in real time?
with Bart Keijsers
17:00 – General discussion
17:15 – Adjourn
The Measurement in Economics Chair aims to contribute to the progress of economic statistics methods, by promoting the mobilization of new sources and the development of very short-term forecasting tools (Nowcasting), and by continuing the reflections initiated from the Stiglitz Commission on a deepening of the statistical measurement of economic performance and well-being (Beyond GDP). On these two components, the objective of the chair is to better meet the expectations of private and public decision-makers, and more broadly of the social demand on these subjects.
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Paris School of Economics