04
05
Workshops und Konferenzen
DEZ
2008
05
DEZ
2008
9th IWH-CIREQ Macroeconometric Workshop: Challenges of Forecasting in Applied Macroeconometrics
Forecasting is a key instrument in applied macroeconometrics. But macroeconometric forecasting is challenged by events like the financial crisis.
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On the one hand, it is interesting to know if the crisis will be happening at all. On the other hand, the crisis influences real and monetary figures, and forecasts might therefore produce distorted results. These two aspects have been intensely discussed at the workshop by the participating researchers and practitioners.
Keynote Speakers
- John W. Galbraith (McGill University, CIREQ Montreal)
Historical trends in volatility forecast skill - Barbara Rossi (Duke University)
Has models’ forecasting performance changed over time, and when?
