Alternative datasets for macro analysis and monetary policy

The Banque de France and the Bocconi University are organizing a conference on October 17-18th, 2019, in Milano. The recent arrival of new sources of information has triggered an outburst of alternative datasets (social networks, business systems, internet of things, large micro datasets…), potentially useful for macro-economic analysis and monetary policy. In turn, this has led to the development of quantitative approaches able to deal with those large datasets.

The conference will cover a variety of themes related to the use of alternative datasets for economic analysis and monetary policy. In particular, we are interested in papers addressing issues including (but not limited to):

·            Econometric methods for the analysis of large unstructured datasets

·            Structural analysis with large datasets

·            Large micro datasets for monetary policy

·            Monetary and macro models estimated with alternative datasets

·            Empirical analyses based on heterogeneous agents models

·            Macroeconomic now-casting and forecasting with alternative datasets

·            Early Warning Systems based on large datasets

·            Use of alternative datasets for emerging economies

·            Text-mining techniques

Interested persons can email their paper or extended abstract, or express their will to participate, to mailto:alternativedatasets@unibocconi.it (Subject: BdF-Bocconi Workshop. A limited amount of funding is available for travel and accommodation expenses for active academic participants. Please indicate in the email whether you need funding. The deadline for paper submission is  1 JULY 2019 (9AM GMT). ). Authors of successful submissions and accepted participants will be notified by 15 July 2019.
Organising Committee: Laurent Ferrara, Massimiliano Marcellino & Daniele Siena

Visuel alternative datasets

Updated on: 12/03/2019 12:09