NBP Workshop on Forecasting - Narodowy Bank Polski
Topics: - 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.
|Event dates:||2016-11-21 – 2016-11-22|
|Deadline Call for Papers:||2016-09-20|
|Organizers:||Narodowy Bank Polski NBP (National Bank of Poland), Warsaw, Poland|
|Conference venue:||Warsaw, NBP|
|Classification:||C2 - Econometric Methods: Single Equation Models ; C5 - Econometric Modeling ; E2 - Consumption, Saving, Production, Employment, and Investment ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|