Welcome address
Prof Charlie Bean, Chief Economist and Executive Director, Bank of England

Framework lecture: forecasting in dynamic factor models subject to structural instability (393 k)
Prof James Stock, Professor/Chairman of Economics, Harvard University
Paper (207 k)

Discussant:
Prof Domenico Giannone, University Libre de Bruxelles (102 k)

Forecasting economic and financial variables in the presence of model and estimation window uncertainties: forecasting with global VARs (1,678 k)
Prof Hashem Pesaran of Economics, Professor of Economics and Fellow of Trinity College, University of Cambridge
Paper (4,220 k)

Discussant:
Prof James Stock , Harvard University
(745 k)

Factor-GMM estimation with large sets of possibly weak instruments (146 k)
Prof Massimilliano Marcellino, Professor of Econometrics, Bacconi University
Paper (374 k)

Discussant:
Prof Jushan Bai, New York University (91 k)

DSGE models in a data-rich environment (297 k)
Prof Jean Bolvin, Associate Professor of Economics, HEC Montreal
Paper (635 k)

Discussant:
Prof Daniel Thornton, Federal Reserve Bank of St Louis (160 k)

The large-dimensional dynamic factor model:prediction and smoothing (113 k)
Prof Marco Lippi, Professor of Economics, Universita di Roma, La Sapienza
Paper (386 k)

Discussant:
Prof Massimilliano Marcellino, Professor of Econometrics, Bocconi University (146 k)

Instrumental variable estimation in a data rich environment (280 k)
Prof Jushan Bai, Professor of Economics, New York University
Paper (244 k)

Discussant:
Prof Marco Lippi, Professor of Economics, Universita di Roma, La Sapienza (50 k)

Subspace estimation of factor augmented VAR (FAVAR) models (496 k)
Dr Ibraim Stevens, Adviser, CCBS

Factor nowcasting of German GDP with ragged-edge data: a model comparison using MIDAS projections (84 k)
Mr Christian Schumacher, Economist, Research Department, Deutsche Bundesbank
Paper (294 k)

An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys (1,834 k)
Mr Troy Matheson, Adviser, Modelling Team, Economics Department, Reserve Bank of New Zealand
Paper (554 k)

The transmission of international shocks: A factor augmented VAR approach (883 k)
Mr Haroon Mumtaz, Analyst, Monetary Assessment and Strategy Division, Bank of England
Paper (997 k)

Some applications of factor models in Croatian National Bank (115 k)
Mr Davor Kunovac, Analyst, Econometric Modelling Department, Croatian National Bank

Forecasting using a large number of predictors: is Bayesian regression a alternative to principal components? (851 k)
Prof Lucrezia Reichlin, Directorate General Research, European Central Bank
Paper 1 (711 k)
Paper 2 (335 k)

Discussant:
Mr Simon Price, Bank of England (260 k)

A dynamic factor analysis of the response of U.S interest rates to news (246 k)
Prof Daniel L. Thornton, Vice President Federal Reserve Bank of St Louis
Paper (934 k)

Discussant:
Mr Troy Matheson, Reserve Bank of New Zealand

Information, data dimension and factor structure (164 k)
Mr Ard den Reijer, Research Economist, Research Division, Netherlands Bank (164 k)
Paper (226 k)

Dynamic factor models with time-varying parameters
Dr Marco Del Negro, Federal Reserve Bank of Atlanta

How successful are dynamic factor models at forecasting output and inflation? A meta -analytic approach (127 k)
Mrs Sandra Eickmeier, Economist, Economic Research Centre, Deutsche Bundesbank
Paper (200 k)

Fundamentals based exchange rate prediction revisited
Mr Jan Groen, Economist - Econometric Modelling Team, Structural Economic Analysis Division, Bank of England