- Call for papers
- Submission deadline: 10 March 2023
12th ECB Conference on Forecasting Techniques
Forecasting “at Risk”
Frankfurt am Main, 12 and 13 June 2023
The European Central Bank will be holding its 12th Conference on Forecasting Techniques in Frankfurt am Main on 12 and 13 June 2023. The conference will be held onsite with live streaming but without the possibility of active online participation.
This biennial conference provides a forum for new theoretical and applied work on forecasting with an aim to put new insights into practice. The forthcoming edition again aims at addressing the current challenges faced by macro-economic and financial forecasters. The world economy continues operating with high economic, financial, and political risks. Forecasting in such an environment not only must deal with an increased probability of extreme events, along with nonlinearities and structural breaks, but it also should inform policymakers on the degree and structure of uncertainty itself.
We therefore particularly encourage submissions of papers on the following topics:
- Forecasting (at) the tails: modelling choices, loss functions, and model evaluation
- Model-based risk assessment, non-standard forecast densities, and the quantification of risks
- Robust forecasting in the presence of nonlinearities and structural breaks
- Machine learning for dependent data and scalable forecasting methods
- Big and/or unstructured data and dimension reduction techniques
- Forecasting inflation and real activity
- Forecasting climate change and its economic consequences
The scope of the conference is not limited to the topics listed above and submissions from all areas of forecasting are welcome.
Monica Billio (Ca’ Foscari University of Venice), Jennifer Castle (University of Oxford), Massimiliano Marcellino (Università Bocconi) and Siem Jan Koopman (Vrije Universiteit Amsterdam) have confirmed their participation as keynote speakers.
Submission of papers and deadlines
Deadline for submission: Friday, 10 March 2023
Manuscripts should be submitted as a PDF to firstname.lastname@example.org by 10 March 2023. Please indicate in your submission whether you are willing to discuss a paper. The authors of accepted papers will be notified by 14 April 2023. Notifications will be sent to the authors of accepted papers only.
Travel and accommodation expenses of the presenters of accepted papers and of discussants will be covered by the ECB. Participants from the European System of Central Banks and from European institutions will be expected to cover their own expenses.
Marta Bańbura, Rogier Quaedvlieg, Gerhard Rünstler and Bernd Schwaab (all ECB)