Technical Cooperation Programme

The workshop: Contemporaneous methods for real-time inflation forecasting took place on 5-6 July 2018 at NBP Head Office in Warsaw.

Date: 12-07-2018

Four representatives from central banks took part in the event conducted for the first time by the expert from the Economic Analysis Department.

The event drew upon the issues of Contemporaneous methods for real-time inflation forecasting such as real time database, dynamic factor model and strategies as well as Kalman filter vs. two-step method of Stock&Watson.

Participants had also an opportunity to take part in Matlab workshops concerning simple benchmarks, dynamic factor model in state space, forecast uncertainty in DFM, simple BVAR models, Gibbs sampling and out-of-sample evaluation of density forecasts..

Narodowy Bank Polski would like to thank all guests for active participation and NBP expert for their valuable contribution.

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