JSM 2011 Online Program

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Activity Details


20 * ! Sun, 7/31/2011, 2:00 PM - 3:50 PM CC-D241
Statistical Methods for Forecasting — Topic Contributed Papers
Business and Economic Statistics Section , Scientific and Public Affairs Advisory Committee
Organizer(s): Barbara Rossi, Duke University
Chair(s): Dean Croushore, University of Richmond
2:05 PM Analyzing the Effect of Data Revisions on Predictive Densities in a Small-Scale DSGE Model Dean Croushore, University of Richmond ; Keith Sill, Federal Reserve Bank of Philadelphia
2:25 PM Out-of-Sample Forecast Tests Robust to the Window Size Choice Barbara Rossi, Duke University ; Atsushi Inoue, North Carolina State University
2:45 PM U.S. Fiscal Policy: Ex Ante and Ex Post Simon van Norden, HEC Montréal ; Dean Croushore, University of Richmond
3:05 PM Forecast Optimality Tests in the Presence of Instabilities Tatevik Sekhposyan, Bank of Canada ; Barbara Rossi, Duke University
3:25 PM Real-Time Inflation Forecasting in a Changing World Jan J. J. Groen, Federal Reserve Bank of New York ; Richard Paap, Erasmus University ; Francesco Ravazzolo, Norges Bank
3:45 PM Floor Discussion



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