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
Secretary: Gergely Ganics, Banco de España
Marta Banbura, European Central Bank
Laurent Ferrara, SKEMA Business School
Tatevik Sekhposyan, Texas A&M University
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
Laura Coroneo (University of York), Forecasting for monetary policy
April 29, 3:30pm CE(S)T
REGISTER NOW
* all webinars take place 3:30-4:30pm CE(S)T (Paris, Madrid, Berlin, Rome)
Upcoming Seminars
May 20: Bastien Buchwalter (SKEMA Business School), Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets (with Francis X. Diebold, and Kamil Yılmaz)
June 3: Michele Lenza (ECB), TBD
Past presentations
| Date | Presenter | Event |
|---|---|---|
| April 2025 | Karin Klieber | Dual Interpretation of Machine Learning Forecasts |
| March 2025 | Todd E. Clark | Forecasting with Shadow-Rate VARs |
| November 2024 | Saeed Zaman | Nowcasting US Inflation: The Usefulness of Regional Fed Bank Surveys |
| November 2024 | Eleonora Granziera | Speaking of Inflation: The Influence of Fed Speeches on Expectations |
| October 2024 | Maurizio Daniele | Targeted Transformations for Macroeconomic Forecasting |
| October 2024 | Julia Schaumburg | Regularized estimation of heterogeneous panel data models with dynamic factors and local cross-sectional dependence |
| September 2024 | Gary Koop | Predictive Density Combination Using a Tree-Based Synthesis Function |
| May 2024 | Thomas Drechsel | Identifying Monetary Policy Shocks: A Natural Language Approach |
| 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 |
|---|---|---|
| November 2024 | IIF & The Society for Nonlinear Dynamics and Econometrics | Workshop for Young Researchers |
| 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 |