Banco de España is sponsoring the Annual Conference on Real-Time Data Analysis, Methods, and Applications in Macroeconomics and Finance to be held in Madrid, Spain, at Banco de España on Thursday and Friday, October 19 – 20, 2023. The conference will bring together leading researchers who specialize in real-time analysis of economic data and will cover topics such as real-time macro- and financial econometrics, forecasting, and macroeconomic policy analysis, among others.
The organizers invite the submission of articles on any of the topics listed in the call for papers. Both theoretical and applied studies are welcome. Papers of potential interest to statistical agencies and policymakers are encouraged. Deadline for submission: 12pm (Pacific Standard Time) June 1, 2023.
Information
19 October 2023 - 20 October 2023
Banco de España, Madrid
Call for papers ( 568 KB )
Speakers
19 October
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Session 1: New macroeconomic data methods
Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany
Günter W. Beck
(2 MB) (University of Siegen)National accounts in a world of naturally occurring data: a proof of concept for consumption
Álvaro Ortiz
(4 MB) (BBVA)
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Session 2: Data revisions and macroeconomic forecasts
GDP revisions are not too cool. The statistical agency loss function
Magdalena Lalik
(453 KB) (European Central Bank)Bayesian bi-level sparse group regressions for macroeconomic forecasting
Anna Simoni
(1 MB) (CREST, CNRS)
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Session 3: Quantile regression and risks
Density forecasts of inflation: a quantile regression forest approach
Joan Paredes
(371 KB) (European Central Bank)When growth-at-risk hits the fan: comparing quantile-regression predictive densities with committee fan charts
Giulia Mantoan
(815 KB) (Bank of England)
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Session 4: Expectations in macroeconomics
Tracking trend output using expectations data
Kevin Lee
(864 KB) (University of Nottingham)How do macroeconomic expectations respond to climate shocks?
Andrew B. Martinez
(1 MB) (U.S. Department of Treasury)
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Session 5: Analysis of survey data
Assessing the ex ante uncertainty in the US SPF
Malte Knüppel
(495 KB) (Bundesbank)Biased surveys
Luca Gemmi
(1 MB) (HEC Lausanne)
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Keynote lecture
Measuring real-time credit market conditions
Nina Boyarchenko
(974 KB) (New York Fed)
20 October
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Session 6: Pandemic and post-pandemic analysis
Pandemic priors
Danilo Cascaldi-Garcia
(1 MB) (Federal Reserve Board)Locked down, saved up
Javier Ramos Pérez
(1 MB) (CEMFI)Post-COVID inflation dynamics: higher for longer
Saeed Zaman
(907 KB) (Federal Reserve Bank of Cleveland)
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Session 7: Trade and inflation risk
Cross-sector interactions in Western Europe: lessons from trade credit data
Mélina London
(885 KB) (Joint Research Center, European Commission)Global inflation and inflation risks
Luis Hernández-Román (University of Warwick)
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Session 8: Density forecasting
Conditional density forecasting: a tempered importance sampling approach
Elias Wolf
(1 MB) (FU Berlin)Density forecast frequency transformation via copulas
Florens Odendahl
(556 KB) (Banco de España)