Macro-economic forecasting

This seminar will focus on forecasting tools and models used mainly at Banque de France but as well as other French economic administrations to monitor short-term development or run longer-term economic forecasts especially in the context of Euro-system projection exercises.



Dates: 28 June - 1 July 2021

Apply before: 28 April 2021

Language: English

Location: Paris

Contact: Louis Bê Duc



The seminar will address in particular the following topics:
•    How to organize an integrated forecasting process
•    FR-BDF, the semi-structural forecasting model of Banque de France
•    Use of surveys and nowcasting models
•    Forecasting in times of crisis: the example of covid-19 and the use of high-frequency data
•    Inflation forecast
•    Fiscal forecast
•    Assessment of the International environment
•    Post-mortems of macroeconomic forecasts produced with large models


This seminar is intended for central bank economists. Candidates should have a basic knowledge of econometrics methods and some experience in modelling. They are expected to interact actively during the seminar and may make presentations on their own experience.

Updated on: 08/18/2020 10:37