Workshop on Forecasting Issues in Developing Economies

Forecasting Issues in Developing Economies

April 26-27, 2017, Washington, DC


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


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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Labels: Forecasting Forum


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