04
Dec 2008

05
Dec 2008
Workshops and conferences

9th IWH-CIREQ Macroeconometric Workshop: Challenges of Forecasting in Applied Macroeconometrics

Forecasting is a key instrument in applied macroeconometrics. But macroeconometric forecasting is challenged by events like the financial crisis.

Who
John Galbraith (McGill University, CIREQ Montreal), Barbara Rossi (Duke University)
Where
IWH conference room

On the one hand, it is interesting to know if the crisis will be happening at all. On the other hand, the crisis influences real and monetary figures, and forecasts might therefore produce distorted results. These two aspects have been intensely discussed at the workshop by the participating researchers and practitioners.

Keynote Speakers

  • John W. Galbraith (McGill University, CIREQ Montreal)
    Historical trends in volatility forecast skill
  • Barbara Rossi (Duke University)
    Has models’ forecasting performance changed over time, and when?
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