Submission deadline: Tuesday, 1 March 2016

Call for Papers

9th ECB Workshop on Forecasting Techniques: Forecast Uncertainty and Macroeconomic Indicators

The European Central Bank (ECB) is holding its ninth Workshop on Forecasting Techniques in Frankfurt am Main on 3 and 4 June 2016.

This biennial workshop provides a forum for the presentation of new theoretical and applied work on forecasting. In recent years monetary policy has been operating in an environment of elevated macroeconomic and financial uncertainty, including possible structural changes. This conference will bring together experts from all fields related to macroeconomic and financial forecasting to exchange new ideas on quantifying forecasting uncertainty and to put new insights from economic and statistical theory into practice in the current macroeconomic environment. The organisers particularly encourage submissions on the following topics:

  • Forecasting inflation
  • Long-run forecasting
  • Estimation uncertainty underlying macroeconomic statistics
  • Probabilistic forecasts
  • Forecasting in the presence of structural breaks
  • Forecasting Value at Risk and volatility
  • Evaluating forecasts

The scope of the conference is not limited to the topics listed above and submissions from all areas of forecasting are welcome.

Invited speakers

Todd Clark (Federal Reserve Bank of Cleveland), Gary Koop (University of Strathclyde), James Stock (Harvard University) and Mark Watson (Princeton University) have confirmed their participation as invited speakers.

Submission of papers and deadlines

Manuscripts in PDF format should be submitted to conf-forecasting@ecb.europa.eu and must be received by 1 March 2016. Please note in your submission whether you are willing to discuss a paper. The authors of accepted papers will be notified by 15 April 2016. Notifications will only be sent to the authors of accepted papers.

Expenses

Travel and accommodation expenses of the presenters of accepted papers and discussants will be covered by the ECB (Participants from central banks and other official institutions will be expected to cover their own expenses.)

Scientific committee

Barbara Rossi (ICREA-Universitat Pompeu Fabra, Barcelona GSE and CREI), Marta Bańbura, Marek Jarociński and Georg Strasser (all ECB).