2021 Federal Forecasters Consortium

Thank you to all the presenters and participants at the 23rd Federal Forecasters Consortium, FFC/2021, held on May 6, 2021.  Highlights from the conference, including a recording of the plenary panel on the theme "Forecasting in the Presence of Missing Data," are available on this page.  
 

Program Details

The 2021 Federal Forecasters Conference will consider the impact of missing data on forecasts. How does missing data affect forecasts, and what techniques can forecasters use when faced with missing data? Watch the full plenary panel recording. 

• Panelists: Dennis Fixler, David Raglin, Jessica Banthin

• Moderator: Neil Ericsson

• Fixler slides (PDF)

• Papers from Jessica Banthin's presentation: Changes in Health Insurance Coverage Due to the COVID-19 Recession, Making Sense of Competing Estimates: The COVID-19 Recession's Effects on Health Insurance Coverage, What if the American Rescue Plan’s Enhanced Marketplace Subsidies Were Made Permanent? Estimates for 2022

FFC/2021 Program (PDF)

Selected Presentations and Papers From the Concurrent Sessions

Asterisk (*) indicates presenter at the conference.

• Back to the Present: Learning about the Euro Area through a Now-casting Model (PDF) Danilo Cascaldi-Garcia* (Federal Reserve Board), Thiago Ferreira, Domenico Giannone, Michele Modugno

• How local is the local inflation factor? Evidence from Emerging European Countries (PDF) Oguzhan Cepni* (Copenhagen Business School), Michael Clements

• Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing? (PDF) Gary Cornwall* (Bureau of Economic Analysis), Jeff Chen, Beau Sauley

• A Randomized Missing Data Approach to Robust Filtering and Forecasting (PDF) Dobrislav Dobrev* (Federal Reserve Board), Derek Hansen, Pawel Szerszen

• Expectation dispersion, uncertainty, and the reaction to news (PDF) Jonas Dovern* (Friedrich-Alexander University Erlangen-Nürnberg), Benjamin Born, Zeno Enders 

• Scalable Cloud-based Automatic Time Series Imputation (PDF) Tammy Jackson* (SAS Institute Inc.), Michael Leonard, Thiago Quirino

• Extracting Information from Different Expectations (PDF) Andrew B. Martinez* (U.S. Department of the Treasury)

• Ecce Signum: An R Software Package for Analyzing Multivariate Time Series (PDF) Tucker S. McElroy* (U.S. Census Bureau), James Livsey

• How Much is US Labor Productivity Revised? (PDF) Peter Meyer* (U.S. Bureau of Labor Statistics), Kendra Asher, John Glaser, Jay Stewart, Jerin Varghese

• What Do (and Don’t) Forecasters Know about U.S. Inflation? (PDF) Jane Ryngaert* (Wake Forest University)