Forecasting is at the core of conducting forward looking monetary policy. Because of this, real-time monitoring of current and future economic conditions, assessing risk, and constructing alternative scenarios are common activities across all central banks. These institutions have therefore not only been important consumers of forecasting techniques developed in academia but act as a laboratory, leading to further research developments and providing a research agenda.
As such, the International Journal of Forecasting is excited to announce a Call for Papers for a conference on Central Bank Forecasting to be held at the Federal Reserve Bank of Saint Louis on Thursday-Friday, November 9-10, 2017. Submissions should be sent as pdf files to email@example.com by April 21, 2017. We would prefer completed papers, but we will consider incomplete papers or abstracts. A list of potential topics is listed below.
While we will not be able to accommodate presentations by everyone, we are hoping to have strong enough interest that we can also have a poster session that coincides with the conference. If you are willing to participate in a poster session please let us know.
We will provide partial reimbursement for travel expenses and accommodation for conference participants (with accepted papers) not affiliated with a central bank or government agency. Conference information, including registration details and reimbursement, will be forthcoming.
Subsequent to the conference, the International Journal of Forecasting will publish a special issue on Central Bank Forecasting. Papers presented at this conference will be one source of submissions. However, we will also accept external submissions.
Domenico Giannone, Federal Reserve Bank of New York (Domenico.Giannone@ny.frb.org)
George Kapetanios, King’s College London (George.Kapetanios@kcl.ac.uk)
Mike McCracken, Federal Reserve Bank of Saint Louis (Michael.W.McCracken@stls.frb.org)
– The role of forecasts in central bank strategy and communication
– Conditional forecasts
– Scenario analysis
– Forecasting risk
– High dimensional data
– Bayesian methods
– Nowcasting/monitoring current economic conditions
– Market-based and surveys-based forecasts
– Forecast combination
– Forecasting with behavioral models (e.g. DSGE)
– Forecast evaluation
– Forecast communication
– Forecasting and instabilities
– Learning, uncertainty and monetary policy
– Forecasting recessions
– Forecasting exchange rates
– Forecasting the yield curve
– The finance-macro interface in economic forecasting
– Forecasting with nonlinear models
– Decision oriented forecasting
– Forecasting with panel data
– Forecasting commodity prices
– Forecasting turning points
– Forecasting the policy rate
– Market- and survey-based forecasting