Paris School of Economics
Address: 48 boulevard jourdan 75014 Paris
Nowcasting
Workshop
Location 48 Boulevard Jourdan, 75014 Paris, France
Location R2-21
Presence On site
Hourly –
Program
9:00 – Registration
9:15 – Welcome by Catherine Doz (PSE, Université Paris 1 Panthéon-Sorbonne)
9:30-10:20 – Baptiste Meunier (European Central Bank, Aix-Marseille School of Economics)
Nowcasting World Trade with Machine Learning : a Three-Step Approach
(with M. Chinn and S. Stumpner)
10:20-11:10 – Giulia Mantoan (Bank of England)
Nowcasting with Signature Methods
(with S.N. Cohen, S. Lui, W. Malpass, L. Nesheim, A. de Paula, A. Reeves, C. Scott, E. Small and L. Yang)
11:10-11:40 – Coffee break
11:40-12:30 – Gabriel Perez-Quiros (Banco de España)
Introducing the Credit Market Sentiment Index
(with D. Leiva-León, H. Sapriza, F. Vazquez-Grande and E. Zakrajšek)
12:30-14:00 – Lunch
14:00-14:50 – Luca Barbaglia (European Commission, Joint Research Centre)
Nowcasting and Aggregation : Why Small Euro Area Countries Matter
(with A. Babii, E. Ghysels, J. Striaukas)
14:50-15:40 – Paul Labonne (BI Norwegian Business School)
Asymmetric Uncertainty : Nowcasting Using Skewness in Real-time Data
15:40-16:10 – Coffee break
16:10-17:00 – Domenico Giannone (University of Washington, Amazon) : online participation
Nowcasting Recession Risk in the US and the Euro Area
(with F. Furno)
17:00 – General discussion
17:20 – Adjourn
The Measurement in Economics Chair aims to contribute to the progress of economic statistics methods, by promoting the mobilization of new sources and the development of very short-term forecasting tools (Nowcasting), and by continuing the reflections initiated from the Stiglitz Commission on a deepening of the statistical measurement of economic performance and well-being (Beyond GDP). On these two components, the objective of the chair is to better meet the expectations of private and public decision-makers, and more broadly of the social demand on these subjects.
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Paris School of Economics