MacroFor

An IIF section focusing on macroeconomic forecasting (GDP forecasting, inflation forecasting, macroeconomic nowcasting with large data sets, business cycles analysis, survey expectations, density forecasting, DSGE models, etc.). Follow us on Twitter @MacroFor.

Officers

Chair: Malte Knueppel, Deutsche Bundesbank
Vice Chair: Christiane Baumeister, University Notre Dame
Secretary: Gergely Ganics, Banco de España
Marta Banbura, European Central Bank
Laurent Ferrara, SKEMA Business School

Objectives

  • Create a network of macroeconomic forecasters
  • Organize macroeconomics forecasting sessions during the ISFs and propose specific sessions
  • Organize workshops on macroeconomic forecasting
  • Propose special issues/sections for IJF on macro topics
  • Contribute to diffuse information on workshops, conferences, and calls for papers dealing with macroeconomic forecasting, and act as a contact point with other organizations.
  • Attract young researchers in macro forecasting to the IIF
  • Serve as a bridge between macro forecasters from institutions (international organizations, public bodies, private) and academics
  • Propose names for possible nominations to the IIF Board

Next Seminar

Thomas Drechsel (University of Maryland, CEPR) will present Identifying Monetary Policy Shocks: A Natural Language Approach

May 28, 3:30pm CEST

REGISTER NOW

* all webinars take place 3:30-4:30pm CEST (Paris, Madrid, Berlin, Rome)

Past presentations

Date Presenter Event
May 2024 Josefine Quast The IMF Data Standards Initiatives and Measuring Global Data Transparency
April 2024 Barbara Rossi Has the Phillips Curve Flattened?
April 2024 Jonas Striaukas Sparse plus dense MIDAS regressions and nowcasting during the COVID pandemic
March 2024 Joshua C. C. Chan Large Bayesian Matrix Autoregressions
December 2023 Michael P. Clements Do professional macro-forecasters under or over-revise their histogram forecasts?
November 2023 Esther Ruiz Forecasting the yield curve: The role of additional and time-varying decay parameters, conditional heteroscedasticity, and macroeconomic factors
October 2023 Maximilian Goebel Maximally Forward-Looking Core Inflation
October 2023 Jin Xi Machine Learning using Nonstationary Data
September 2023 Raffaella Giacomini A Robust Method for Microforecasting and Estimation of Random Effects
June 2023 Dick van Dijk Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models
May 2023 Ana Galvão Sovereign Defaults: a Panel Binary Conditional Forecasting Approach
April 2023 Federica Brenna Behind the scenes of expectations: Interpreting survey forecasts
March 2023 Philippe Goulet Coulombe From Reactive to Proactive Volatility Modelling with Hemisphere Neural Networks
March 2023 Massimiliano Marcellino Enhanced Bayesian Neural Networks for Macroeconomics and Finance
May 2022 Michael McCracken On the Real-Time Predictive Content of Financial Conditions Indices for Growth
April 2022 Florian Huber Forecasting US Inflation Using Bayesian Nonparametric Models
March 2022 Helene Rey Answering the Queen: Machine Learning and Financial Crises Register
December 2021 Domenico Giannone Back to the Present: Learning about the Euro Area through a Now-casting Model
December 2021 Laura Coroneo Does Real-Time Macroeconomic Information Help to Predict Interest Rates?
November 2021 James Mitchell Constructing Density Forecasts from Quantile Regressions: Multimodality in Macroeconomic Dynamics
October 2021 Francesca Loria Understanding Growth-at-Risk: A Markov-Switching Approach
September 2021 Francesco Ravazzolo Combining Bayesian VARs with survey density forecasts: does it pay off?
June 2021 Tatevik Sekhposyan Comparing Forecast Performance with State Dependence
May 2021 Jesus Gonzalo Long-term Climate Forecasts
April 2021 Christiane Baumeister A Comparison of Monthly Global Indicators for Forecasting Growth
March 2021 Malte Knüppel Forecast Uncertainty, Disagreement and the Linear Pool

Workshops

Date Organizer Event
February 2022 Malte Knüppel, Deutsche Bundesbank Revisiting and Improving Prediction Tools for Central Banks
December 2021 New Directions for Inflation Forecasting
December 2021 Forecasting in a changing environment
July 2020 MacroFor Economic Forecasting in Times of Covid-19