The Banque de France organizes an international workshop October 17 (from 9.00am to 1.00pm) on the subject "Forecasting macroeconomic variables using Dynamic Factor Models".
The aim of this international workshop is to assess the forecasting ability of dynamic factor models for a short-term horizon, especially concerning GDP growth. This workshop will focus on (i) the comparison between dynamic factor models and other types of models, (ii) empirical issues for forecasting and (iii) recent developments in modelling.
International experts from central banks and European universities will participate to this half-day workshop: G. Rünstler (ECB), M. Marcellino (Bocconi University), C. Schumacher (Bundesbank), A. Rua (Banco de Portugal), K. Barhoumi and L. Ferrara (Banque de France) , O. Darné (University Paris 10 and Banque de France), Dominique Guégan (University Paris 1) …
This workshop will take place in the Salons Paris-Bourse, 113 rue Réaumur, 75002 Paris.
Registration is compulsory, the number of participants being limited.
Please contact Laurent Ferrara (firstname.lastname@example.org) for registration.
Updated on: 10/05/2017 11:23