Wednesday 17 June
08:50: Opening Remarks. Ragnar Nymoen
Session 1, 9:00-10:30 Forecasting - Principles, purposes and methods. (Chair: Gunnar Bårdsen)
Andrew Harvey: “Time series modelling of epidemics: Leading Indicators, control groups and policy assignments”
Håvard Hungnes: “Getting back on track: forecasting after extreme observations”, (joint with Pål Boug and Takamitsu Kurita).
Jurgen Doornik: “Straight and Curved Trend Models” (joint with Jennie Castle, and David Hendry).
Break
Session 2, 11:00-12:30 Forecasting under multiple shifts and non-stationarity. (Chair: Victoria Sparrman)
Genaro Sucarrat: "Prediction of Non-Negative Variables under Misspecification and Non-Stationarity"
Bilal Sali: “Constructing Counterfactuals from Cointegrating Relationships”
David F. Hendry: “A Forecast-Error Taxonomy Facing Multiple Shifts” (joint with Jennie Castle and Jurgen Doornik).
Lunch
Session 3, 13:30-15 Modelling and Forecasting COVID-19 and the Economy. (Chair: Bilal Sali)
Lieke Fleur Heupink: "Short term forecast of new daily pandemic hospitalizations: A time series model for a single hospital" (joint with E.R. Nakstad, H. Lurås, O. Wiik, K. Lippestad, F.E. Benth and J. Saltyte Benth).
Leif Thorsrud: “Business cycle and health dynamics during the COVID-19 Pandemic. A Scandinavian Perspective” (joint with Hilde Bjørnland and Malin Jensen).
Amund Kordt: “Econometric modelling of public health and the economy: COVID-19 in Norway” (joint with Ragnar Nymoen, Bilal Sali and Gunnar Bårdsen).
Session 4, 15:30-17 Macrodynamics: markets and institutions. (Chair: Amund H. Kordt)
Hilde Bjørnland: “Piecing the Puzzle: Real Exchange Rates and Long-run Fundamentals” (joint with Leif Brubakk and Nicolò Maffei-Faccioli).
Victoria Sparrman: “Conditioned by institutions? The Wage-Share Channel in Nominal Wage Formation” (joint with Amund Kordt and Fredrik Kostøl).
Neil Ericsson: “Insights from Cointegration and Structural Breaks: Gender and Age Disparities in the U.S. Labor Market” (joint with Victoria Tribone and Andrew Martinez).
18:00 Dinner (by invitation)
Thursday 18 June
Session 5, 9:30-11:00 Inflation dynamics and macroeconomic stability. (Chair: Jennifer Castle)
Jesper Linde: “Monetary Policy and Inflation Scares”
John Muellbauer: “New models for South African consumption, house prices, and mortgage and non-mortgage debt. Insights for financial stability and monetary transmission” (joint with Janine Aron).
Ragnar Nymoen: “Pattern Wage Bargaining and Long-Term Exchange Rate Volatility”
Session 6, 11:30-13:00 Structural Breaks in the Economy and Climate Change. (Chair: Ragnar Nymoen)
Gunnar Bårdsen: “Can the Gross Margin Model Explain Food Price Inflation?” (joint with Ragnar Nymoen and Bilal Sali).
Jennifer Castle: “General-to-Specific Modelling of Hemispheric Sea Surface Temperatures under Anthropogenic Warming” (joint with David Hendry, Xinjia Hu and Luke Jackson).
Andrew Martinez: “Smooth Robust Multi-Period Forecasts” (joint with Jennie Castle and David Hendry).
Lunch and adjourn
The venue has limited capacity, therefore, please contact Egle Kesylyte-Allix if you are interested in participating.