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345 * ! Thu, 8/12/2021, 10:00 AM - 11:50 AM Virtual
Advances in Macroeconomic Nowcasting and Forecasting: Role of Traditional and Nontraditional Indicators and Big Data — Topic-Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, International Statistical Institute, Text Analysis Interest Group
Organizer(s): Baoline Chen, U.S. Bureau of Economic Analysis
Chair(s): Peter Zadrozny, Bureau of Labor Statistics
10:05 AM Back to the Present: Learning About the Euro Area Through a Now-Casting Model
Danilo Cascaldi-Garcia, Federal Reserve Board; Thiago R.T. Ferreira, Federal Reserve Board; Domenico Giannone,; Michele Modugno, Federal Reserve Board
10:25 AM Nowcasting of Advanced Estimates of Quarterly US Private Consumption of Services with Traditional Indicators and Credit Card Payments Data
Baoline Chen, U.S. Bureau of Economic Analysis; Kyle Hood, Bureau of Economic Analysis
10:45 AM Using Cross-Temporal Hierarchies to Improve Forecasts from Large Data Sets
Tommaso Di Fonzo, University of Padua; Daniele Girolimetto, University of Padua
11:05 AM Are conflict and uncertainty measures useful for macroeconomic nowcasting? An application for Latin America
Javier J. Perez, Bank of Spain; Hannes Mueller, Barcelona GSE; Marina Diakonova, Bank of Spain; Luis Molina, Bank of Spain; Christopher Rauh, University of Cambridge
11:25 AM Nowcasting GDP in Real Time with a Tone-Adjusted, Time-Varying Layered Topic Model
Jasper de Winter, De Nederlansche Bank
11:45 AM Floor Discussion