Workshop | Nowcasting | November 10
The Paris School of Economics is glad to invite you to the “Nowcasting” workshop organized by the Measurement in Economics, Nowcasting – Beyond GDP Chair.
- Date: November 10, 2023 ; 9:00-17:20
- Venue: Paris School of Economics
48 bd Jourdan, 75014 Paris, room R2-21
Programme:
9:00 - Registration
9:15 - Welcome by Catherine Doz (PSE, Université Paris 1 Panthéon-Sorbonne)
SESSION 1 - Chair: 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 Espana)
Introducing the Credit Market Sentiment Index
(with D. Leiva-León, H. Sapriza, F. Vazquez-Grande and E. Zakrajšek)
12:30-14:00 - Lunch
SESSION 2 - Chair: Laurent Ferrara (SKEMA Business School)
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, Nowcasting – Beyond GDP Research 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.