Saturday, April 8, 2017
Wednesday, April 26
8.45-9.30 Registration and Breakfast
9.30-9.45 Opening Remarks: Tao Zhang, Deputy Managing Director, IMF
9.45-10.15 Session 1: Forecasting Turning Points
Chair: Prakash Loungani, Research Department, IMF
David Kuenzel, Wesleyan University
Chris Papageorgiou, Research Department, IMF
IMF Forecasts in Time of Crisis (Paper and Presentation)
(with Charis Christofides and Theo Eicher)
Discussant: Herman Stekler, George Washington University
10.15-11.15 Session 2: Energy and Climate Change
Chair: Gail Cohen, National Academies of Sciences, Engineering & Medicine
Jevgenijs Steinbuks, The World Bank
Assessing the Accuracy of Electricity Demand Forecasts in Developing Countries (Paper and Presentation)
Xinye Zheng, Renmin University of China
Economic Structure and Energy Consumption: Implications for 2030 Chinese Energy Demand (Paper and Presentation)
(with Fanghua Li and Li Zhang)
Discussant: Fred Joutz, George Washington University
11.15-11.30 Coffee Break
11.30-12.30 Session 3: Dealing with Uncertainty
Chair: Min Wei, Federal Reserve Board
Xuguang Simon Sheng, American University
The Measurement and Transmission of Macroeconomic Uncertainty: Evidence from the U.S. and BRIC Countries (Paper and Presentation)
(with Yang Liu)
Svetlana Makarova, University College London
Quasi Ex-Ante Inflation Forecast Uncertainty (Paper and Presentation)
(with Wojciech Charemza and Carlos Diaz)
Discussant: Sangyup (Sam) Choi, Mideastern & C. Asia Dept., IMF
12.30-2.00 Lunch
2.00-3.00 Session 4: Issues in Macroeconomics and Empirical Finance
Chair: Kirstin Hubrich, Federal Reserve Board
Speaker: Jonathan Wright, Johns Hopkins University
Ten Thoughts for Forecasting and Policy (Presentation)
Gloria Gonzalez-Rivera, University of California, Riverside
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities (Paper and Presentation)
(with J.H. Mazzeu, E. Ruiz, and H. Veiga)
3.00-3.30 Session 5: Financial Forecasting
Chair: Rita Biswas, University at Albany – SUNY
Sophia Chen, Research Department, IMF
Financial Information and Macroeconomic Forecasts (Paper and Presentation)
(with Romain Ranciere)
Discussant: Zhaogang Song, Johns Hopkins University
3.30-3.45 Group Photo
3.45-4.00 Coffee Break
4.00-5.15 Session 6: Frontiers of Forecasting
Chair: Herman Stekler, George Washington University
Keynotes:
Frank Diebold, University of Pennsylvania
Econometrics, Predictive Modeling, Causal Estimation, and Machine Learning
Kajal Lahiri, University at Albany – SUNY
The International Transmission of Shocks. A Factor Structural Analysis Using Forecast Data (Presentation)
7.00 Workshop Dinner
Taberna del Alabardero (1776 I St., NW; entrance on 18th Street)
Thursday, April 27
9.00-9.30 Breakfast
9.30-10.30 Session 7: Unemployment and Growth Forecasts
Chair: Milt Marquis, Florida State University
Neil Ericsson, Federal Reserve Board
Detecting Time-dependent Bias in the Fed’s Greenbook Forecasts (Paper)
(with Emilio Fiallos and J E. Seymour)
Laurence Ball, Johns Hopkins University
An Assessment of IMF Unemployment Forecasts for Advanced and Developing Economies (Paper and Presentation)
(with Zidong An, Joao Jalles and Prakash Loungani)
Discussant: Gabe Mathy, American University
10.30-10.45 Coffee Break
10.45-11.45 Session 8: Inflation and Monetary Policy
Chair: Subir Gokarn, Office of Executive Directors, IMF
Abhiman Das, Indian Institute of Management
Herbert Zhao, Towson University
Asymmetries in Indian Inflation Expectations: A Study Using IESH Quantitative Survey Data (Paper and Presentation)
(with Kajal Lahiri)
Roberto Duncan, Ohio University
New Perspectives on Forecasting Inflation in Emerging Economies: An Empirical Assessment (Paper and Presentation)
(with Enrique Martinez-Garcia)
Discussant: Tara Sinclair, George Washington University
11.45-12.30 Session 9: Economic Prospects for Africa
Chair: Maxwell Opoku-Afari, African Department, IMF
Speakers:Anthony Simpasa, African Development Bank
Intelligent Forecasting of Economic Growth for African Economies: Artificial Neural Networks versus Time Series and Structural Econometric Models (Paper and Presentation)
(with Chuku Chuku and Jacob Oduor)
Discussant: Khaled Hussein, UN Economic Commission for Africa
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