September 23, 2021.Ģ4th Dynamic Econometrics Conference. Herd Immunity? A First Shot at Analyzing Forecast Performance During the COVID-19 Pandemic (PDF). Listen to the Forecasting Future Recessions recording. October 21, 2021.įorecasting Future Recessions: Shift to Real-Time Tracking and Automatic Stabilizers (PDF). Smooth Robust Multi-Horizon Forecasts (PDF). Listen to the Raiders of the Lost High-Frequency Forecasts recording. Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting (PDF). November 4, 2021.Ģ2nd IWH-CIREQ-GW Macroeconometric Workshop: Environmental Macroeconomics. Presentations by his co-authors Yongchen (Herbert) Zhao and Gabriel Mathy, including their new joint paper ' Could Diffusion Indexes Have Forecasted the Great Depression? (PDF)' View the birthday celebration Zoom recording. Herman Stekler's 89th Birthday Celebration. Understanding Growth-at-Risk: A Markov-Switching Approach (PDF). “Evaluating the Federal Reserve’s Tealbook Forecasts.' Neil R. Summary of Fall 2021 Seminars by Jean Lih, Stekler Fellow (PDF). ' Optimal forecast under structural breaks.' Shahnaz Parsaeian (University of Kansas). “The Efficiency of the Government’s Revenue Projections and a Political Cycle.' Natsuki Arai (National Chengchi University, Taiwan).

' Overreaction Through Expectation Smoothing.' Julio Ortiz (Federal Reserve) and Constantin Bürgi (UC Dublin).

' Should Macroeconomists Use Seasonally Adjusted Time Series? Structural Identification and Bayesian Estimation in Seasonal Vector Autoregressions.' Ross Doppelt (Penn State) March 3, 2022. “ Simple versus complex forecasting models: thinking through their pros and cons.' Anne Morse (Census) Recording April 14, 2022. 'Model discovery and forecasting in real time environments' Michael Browne (GW Economics Department) Recording April 21, 2022. ' Forecasting with Partial Least Squares When a Large Number of Predictors Are Available' Juhee Bae (University of Glasgow) May 5, 2022. ' Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence” Renée Fry-McKibbin (Australia National University) May 12, 2022.

If you would like to request an accessible version of any of the documents listed, please submit a feedback form.įFC/2022: The 24th Federal Forecasters Conference September 22, 2022. Stekler Research Program in Forecasting keeps an archive of all past presentations given at economics conferences, workshops, online events and more.

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