The aim of the event was to join efforts and share experiences and methodological approaches to the use of Big Data for Forecasting and Nowcasting purposes.
Laura Ines D'Amato | Macro Modelling and Forecasting Senior Manager firstname.lastname@example.org
Emilio Fernando Blanco | Senior Research Analyst email@example.com
November 24th, 2017 | Dr. Ernesto Bosch Room, Banco Central de la República Argentina
9:00AM – 9:30AM
Registrartion and Opening Remarks | BCRA
Federico Sturzenegger | Governor, BCRA
Laura D'Amato | Senior Manager of Macroeconomic Modeling and Forecasting
9:30AM – 10:30AM
Economic Predictions with Big Data: The Illusion of Sparsity
10:30AM – 10:45AM
10:45AM – 11:45AM
Round Table: Skill-building in Data Science
Alejandro Vaisman | ITBA
Gustavo Vulcano | UTDT
Leandro Lombardi | Fundación Sadosky
Gerardo Licandro | Banco Central del Uruguay
Emilio Blanco| Banco Central de Argentina
Contributed Paper Session 1
Nowcasting Building Permits with Google Trends
Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data
12:45PM – 02:15PM
02:15PM – 03:45PM
Contributed Paper Session 2
Measuring uncertainty through word vector representations
A Reconstruction of Argentina’s Consumer Price Index using a Dynamic Factor Model
Forecasting Multiple Time Series with One-Sided Dynamic Principal Components
03:45PM – 04:00PM
04:00PM – 05:00PM
Contributed Paper Session 3
Forecasting Economic Activity with Mixed Frequency Bayesian VARs
Uncertain Kingdom: a new framework for nowcasting gdp and its revisions
05:00PM – 06:00PM
Towards an empirically founded behavioural macro - Exploiting the Internet as a Data Source for Social Science
Domenico Giannone is Assistant Vice President Macroeconomic and Monetary Studies Function at the Federal Reserve Bank of New York and Research Fellow of the Centre for European Policy Research (CEPR). His general fields of research are forecasting, monetary policy, business cycles and growth. He is Associate Professor of Econometrics at LUISS University of Rome (on leave). He was Professor of Economics at the ULB, worked as Economist at the Monetary Policy Research Division of the European Central Bank and was Scientific Coordinator of the Euro Area Business Cycle Network. He has designed econometric models that are routinely used to inform policy decisions in many institutions, was co-founder and director of Now-Casting.com (a web-based forecasting company), and was a member of the CEPR Business Cycle Dating Committee. He is associate editor for the Journal of Business and Economic Statistics, the Journal of Applied Econometrics, the International Journal of Forecasting and Empirical Economics.
Nikos Askitas is IZA Director of Data and Technology responsible for IT, the IZA IDSC and all issues related to Data and Technology since October 2014. He studied Mathematics and computer science at the Aristoteleion University of Thessaloniki (Greece). He latter received his Masters degree in Mathematical Logic and Ph.D in Mathematics from Indiana University in Bloomington, Indiana (USA). He has published papers in mathematical journals such as Manuscripta Mathematica, Mathematische Zeitschrift, Knot Theory and Its Ramifications, The Kobe Journal of Japan, Topology and Its Applications. He is also the author of several stata modules. His interests include Remote Access/Computing/Processing, Data management, Systems Design, Big Data and Game Theory. Nikos Askitas joined IZA as an IT Specialist in March 2000. In January 2008 he became Deputy Head of IT and in August 2008 he became Head of the Institute's International Data Service Center and IZA CTO. Member of the DDI alliance Experts Committee, advisor at the Open Data Foundation and speaker of the German Research Data Infrastructure to the German Data Forum (RatSWD).
Pablo Pincheira Brown
Prior to joining UAI, he served as Senior Economist for the Economic Research Department at the Central Bank of Chile and as Head of the Department of Planning and Development of the Ministry of Mining. Additionally, he was a member of the Council of the Chilean Copper Commission between 2010 and 2012. He has lectured on econometrics, macroeconomics, quantitative methods and statistics at Universidad Adolfo Ibáñez, Universidad de Chile, Pontificia Universidad Católica de Chile and Universidad de Santiago. As a researcher, he has published in national and international journals in the areas of time series and macroeconomic and financial prediction. He is currently a member of the editorial board of the International Journal of Economic Sciences and is the referee of several academic journals, including the International Journal of Central Banking, the International Journal of Forecasting and the Journal of Money, Credit and Banking.
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