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  • Call for papers
  • Submission deadline: 23 March 2021

11th ECB Conference on Forecasting Techniques — Macroeconomic forecasting in abnormal times

The European Central Bank will be holding its 11th Conference on Forecasting Techniques as an online event on 15 and 16 June 2021.

This biennial conference provides a forum for new theoretical and applied work on forecasting. For more than a decade the world economy has operated under elevated economic, financial and political risks, and it has recently been hit by economic shutdowns of unprecedented length owing to the coronavirus (COVID-19) pandemic. Macroeconomic forecasting in such an environment must cope with extreme events, high uncertainty, nonlinearities and structural breaks.

This conference will bring together experts from different fields to exchange new ideas on macroeconomic and financial forecasting when the macroeconomy is hit by extreme events. It will look for ways to put new insights from econometric and statistical theory into practice, especially in the current macroeconomic environment. We particularly encourage submissions on the following topics:

  • robust forecasting in the presence of nonlinearities and structural breaks, e.g. COVID-19
  • forecasting inflation, real activity, and exchange rates under changing monetary policy frameworks
  • robust forecasting in the presence of large risks, e.g. related to climate change
  • modelling and forecasting when facing tail events
  • machine learning and scalable forecasting methods
  • big and/or unstructured data and dimension reduction techniques

The scope of the conference is not limited to the topics listed above, and submissions from all areas of forecasting are welcome.

Invited speakers

Joshua Chan (Purdue University) and Christopher Sims (Princeton University) have confirmed their participation as keynote speakers. Lucrezia Reichlin (London Business School) will moderate a panel discussion with Joshua Chan, Christopher Sims and Matt Taddy (Amazon) on “current challenges in macroeconomic forecasting and the way ahead”.

Submission of papers and deadlines

The conference will take place in a virtual format. Manuscripts should be submitted in PDF format to conf‑forecasting@ecb.europa.eu by 23 March 2021. Please indicate in your submission whether you are willing to discuss a paper. The authors of accepted papers will be notified by 15 April 2021. Notifications will be sent to the authors of accepted papers only.

Paper competition for PhD students

In the context of the conference, the ECB is organising a paper competition for PhD students who have a research interest in forecasting. Please check out the separate call for papers for this competition.

Scientific committee

Elena Bobeica, Gabriel Pérez-Quirós, Gerhard Rünstler and Georg Strasser