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161 * ! Tue, 8/4/2020, 10:00 AM - 11:50 AM Virtual
Advances in Forecasting of Macroeconomic Variables: New Methods and Applications — Topic Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, International Statistical Institute
Organizer(s): Kyle Hood, Bureau of Economic Analysis
Chair(s): Baoline Chen, Bureau of Economic Analysis
10:05 AM Quantile Density Combination: An Application to US GDP Forecasts
Knut-Are Aastveit, Norges Bank; Giulia Mantoan, Warwick Business School, University of Warwick; Saskia Are ter Ellen, Norges Bank
10:25 AM Cross-Temporal Forecast Reconciliation: Optimal Combination Method and Heuristic Alternatives
Tommaso Di Fonzo, University of Padova; Daniele Girolimetto, University of Padova
10:45 AM Measuring disagreement in probabilistic and density forecasts
Minchul Shin, Federal Reserve Bank of Philadelphia; Ryan Cumings, US Census Bureau; Keith Sill, Federal Reserve Bank of Philadelphia
11:05 AM Forecasting Real GDP Growth with NIPA Aggregates: A Structural Time Series Approach
Kyle Hood, Bureau of Economic Analysis; Baoline Chen, Bureau of Economic Analysis; Thomas Triumbur, US Census Bureau
11:25 AM Weighted-Covariance Factor Decomposition of VARMA Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals
Peter Zadrozny, Bureau of Labor Statistics; Baoline Chen, Bureau of Economic Analysis
11:45 AM Floor Discussion