Workshop: Econometric Models and Economic Policy Analysis

Statistics Norway (SSB), the Model Invariance and Constancy Project (UiO) and Centre for Applied and Theoretical Econometrics (CATE, BI) arrange a workshop on econometric models and economic policy analysis. A 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.

This year's workshop is Day 2 of Days at Statistics at SSB.

• Date: Thursday 23 October 2025
• Location: Statistics Norway (SSB), Oslo (Google-map)
• Organisers: Pål Boug (SSB), Håvard Hungnes (SSB), Roger Hammersland (SSB), Ragnar Nymoen (UiO) and Genaro Sucarrat (BI)
• Would you like to attend or present?: Contact Pål Boug or Håvard Hungnes
• Registration fee: None

Program:

• 10.00-11.00   Jennifer Castle (University of Oxford): "A Novel Approach to Forecasting After Large Forecast Errors". Joint with Jurgen A. Doornik (University of Oxford) and David F. Hendry (University of Oxford)
• 11.30-12.30   Lunch in the canteen at SSB
• 13.00-13.30   Jan Ditzen (University of Bolzano): "My Neighbour's Neighbour is not my Neighbour: Instrumentation and Causality in Spatial Models". Joint with Natalia Bailey (Monash University) and Sean Holly (University of Cambridge)
• 13.30-14.00   Xiyu Jiao (University of Gothenburg): "Inference on Common Trends in a Cointegrated Nonlinear SVAR". Joint with James A. Duffy (University of Oxford)
• 14.00-14.30   O. Stauskas (BI): "On Selection of Cross-Section Averages in Non-stationary Environments". Joint with Jan Ditzen (University of Bolzano)
• 14.30-14.45   Coffee break
• 14.45-15.15   Bilal Sali (UiO): "Constructing Counterfactuals from Cointegrating Relationships"
• 15.15-15.45   Ragnar Nymoen (UiO): "The Force of the Main-Course in Norwegian Wage-Formation, 1900-2024". Joint with Anders Harildstad (SSB) and Olav Slettebø (SSB)
• 15.45-16.00   Coffee break
• 16.00-16.30   Daumantas Bloznelis (NMBU): "Distributional Forecasts of Salmon Price"
• 16.30-17.00   Genaro Sucarrat (BI): "The Oil Curse: A Break-Adjusted Cointegration Analysis". Joint with Lars C. Bruno (BI) and Ana Ledesma Cuenca (University of Zaragoza)
• 17.30-21.00:   Dinner at SSB, pizza and drinks