Workshop: Econometric Models and Economic Policy Analysis

Centre for Applied and Theoretical Econometrics (CATE), the Model Invariance and Constancy Project and Statistics Norway (SSB) arrange a workshop on econometric models and economic policy analysis. The primary aim of the workshop is to provide a friendly venue for researchers and others that develop, maintain and evaluate econometric models for the analysis and evaluation of economic policy decisions (past, future and counterfactual). A secondary aim is to enable works in progress, in which applied or theoretical econometrics plays an important part, to receive peer feedback.

• Date: Thursday 19 October 2023
• Location: BI Norwegian Business School (campus Oslo, Nydalen)
• Time: 09:30 - 16:30
• Room: A2-Blue 5 (Mazemap)
• Organisers: Roger Hammersland (SSB), Ragnar Nymoen (UiO) and Genaro Sucarrat (BI)
• Please contact the organisers if you would like to attend

Program:

• 09.30-09.55   Coffee and registration
• 09.55-10.00   Welcome!
• 10.00-10.30   G. Bårdsen (NTNU): "The US wage-price spiral, before during and after COVID19, through the lens of an empirical econometric model". Joint with Ragnar Nymoen (UiO)
• 10.30-11.00   J. Ditzen (UniBz): "Dominant Drivers of National Inflation" (paper). Joint with F. Ravazzolo (BI)
• 11.00-11.30   F. Akram (Norges Bank): "Climate Risk and the Norwegian Exchange Rate"
• 11.30-13.00   Lunch and coffee
• 13.00-13.30   H. Hungnes (SSB): "A multivariate composite estimator for the Labour Force Survey"
• 13.30-14.00   M. Jensen (BI): "Breaking Bad: Addressing Structural Breaks with Composite Likelihood Methods"
• 14.00-14.15   Coffee break
• 14.15-14.45   P. Labonne (BI): "Asymmetric Uncertainty: Nowcasting GDP Using Skewness in Real-Time Data"
• 14.45-15.15   L.A. Thorsrud (BI): "Risky News". Joint with P. Labonne (BI)
• 15.15-15.30   Coffee break
• 15.30-16.00   A. Raknerud (SSB): "A new approach to estimating returns to R&D". Joint with Å. Cappelen (SSB), P. Mohnen (Maastricht University) and M. Rybalka (SSB)
• 16.00-16.30   G. Sucarrat (BI): "MATIA says... An evaluation of the forecasts of Nasjonalbudsjettet 2024". Joint with Erica Dalstø (SEB)
• 17.00-21.00   Dinner at Xeast (participants pay for their own food and drinks, menu here)