Forecasting Short-Term Economic Developments and the Role of Econometric Models
25 and 26 October 2007
NOTE: The papers listed here are reproduced as submitted by their respective authors, and do not necessarily reflect the opinions or policies of the Bank of Canada. Papers submitted by persons not in the employ of the Bank of Canada may be subject to the copyright policies of the submitters' organizations and/or countries, and therefore should not be reproduced in whole or in part without the permission of the author(s). Papers are presented in the language of the authors only.
"Electronic Transactions as High-Frequency Indicators of Economic Activity" and Presentation
J. Galbraith and Greg Tkacz
Discussion: Michael Pedersen
"Real-Time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty"
A. Garratt, G. Koop, E. Mise, and Shaun Vahey
Presentation: Shaun Vahey
Discussion: Marek Jarocinski
"Factor Nowcasting of German GDP with Ragged-Edge Data: A Model Comparison using MIDAS Projections" and Presentation
M. Marcellino and Christian Schumacher
"A State Space Approach to Extracting the Signal from Uncertain Data"
A. Cunningham, J. Eklund, J. C. Jeffery, G. Kapetanios, and V. Labhard
Presentation: Venetia Bell
Discussion: Simon van Norden
"Forecasting Canadian GDP: Evaluating Point and Density Forecasts in Real-Time" and Presentation
Discussion: Jason Wu
"Forecast Combination with Entry and Exit of Experts" and Presentation
Carlos Capistrán and A. Timmermann
Discussion: Feng Zhu
"A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP"
M. Bánbura and Gerhard Rünstler: Presentation No.1 and Presentation No.2
Discussion: Marc-André Gosselin
"Optimal Monetary Policy in Data-Rich Environment?"
Jean Boivin and Marc Giannoni
"Monthly Forecasting of French GDP: a revised version of the OPTIM Model"
K. Barhoumi, V. Brunhes-Lesage, O. Darné, L. Ferrara, B. Pluyaud, and B. Rouvreau
Presentation: Bertrand Pluyaud
Discussion: Hannah Kite