12th European Central Bank Conference on Forecasting Techniques.
Forecasting @ Risk
Monday, 12 and Tuesday, 13 June 2023
European Central Bank, Frankfurt am Main
The biennial ECB Conference of Forecasting Techniques provides a forum for new theoretical and applied work on economic forecasting. The forthcoming edition will bring together experts to exchange new ideas on some of the main current challenges faced by forecasters including the modelling of economic dynamics after extreme events, the assessment of risks, and inflation forecasting.
Winners of PhD competition
Slow expectation-maximization convergence in low-noise dynamic factor models
Daan Opschoor*, Erasmus Universiteit Rotterdam
with Dick van Dijk, Erasmus University Rotterdam
Estimating Growth at Risk with Skewed Stochastic Volatility Models
Elias Wolf*, Freie Universität Berlin
Multiple shock impulse response functions
Terri van der Zwan*, Erasmus Universiteit Rotterdam
[ Ссылка ]
