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Narodowy Bank Polski NBP (National Bank of Poland), Warsaw, Poland

Dates:
November 21-22, 2016
Description:
NBP Workshop on Forecasting - Narodowy Bank Polski
Location:
Warsaw, NBP, Poland
Subject:
Topics: - Univariate and multivariate density forecasts: evaluation, combination, presentation, - Applications of unobserved component models, mixture models, non-linear or non-Gaussian models, - Modelling of structural instabilities and time varying relationships, the use of shrinkage methods, - Incorporating short time-series and experts?? knowledge into forecasts, - Dealing with data features in nowcasting: mixed frequencies, ragged edges, real time data, missing observations. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
C
Sponsor:
URL:
http://www.nbp.pl/homen.aspx?f=/badania/konferencje/2016/forecasting/main.html

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