Call for Papers: Modelling and Forecasting in Central Banking: Methods and Developments

1 October 2024
Research Programme: Monetary & Fiscal Policy
Event type: Call for Papers
Submission deadline: 15 December 2024 at 5:00pm
Event date: 20 February 2025, 8:00am
to 21 February 2025, 5:00pm

With recent events having brought the topic of modelling and forecasting at central banks in the spotlight, ERSA, in collaboration with the South African Reserve Bank, is organising a two-day conference for academics, policymakers, central bankers and other experts to examine methods and developments in central bank modelling and forecasting. The event will serve as a platform to assess and validate the modelling and forecasting agendas employed by central banks, bringing together researchers and practitioners to discuss advances in modelling.

The conference will be a combination of technical presentations and roundtable discussions between academics and policymakers. It will also include a keynote address by Michele Lenza, Head of Section in the Monetary Policy Research Division of the European Central Bank.

South African researchers are invited to submit papers related to the topic of interest for the organising panel to consider. We also invite researchers in Southern African Central Banks to submit their current research and modelling developments.

Topics of Interest

ERSA invites submissions of economic research papers for the conference that offer insight into methods and developments for modelling and forecasting in central banking. The conference should be viewed as an opportunity to test and share ideas and receive feedback to strengthen the research.

Topics to consider include:

  • Identifying monetary policy transmission
  • Identifying underlying long term trends
  • Implications of agent heterogeneity for monetary policy
  • Economic and financial consequences of artificial intelligence
  • Innovations in deep learning for macroeconomic modelling
  • Forecasting using large language models
  • Modelling innovations on the macroeconomic impact of nature and/or climate adaptation
  • other relevant research

Keynote Speaker

Michele Lenza is the Head of Section in the Monetary Policy Research Division of the European Central Bank. He received a Ph.D. in Economics and Statistics from the Université Libre de Bruxelles and he is a Fellow of the Centre for Economic Policy Research (CEPR), the International Association for Applied Econometrics (IAAE) and the Euro Area Business Cycle Network. His research interests cover monetary economics, business cycle analysis and macroeconometric methods. His research appeared in peer-reviewed journals, such as Econometrica, the Journal of the American Statistical Association, the Journal of Econometrics, The Review of Economics and Statistics, the Journal of the European Economic Association and the Economic Journal, among others. 

Organisers

Romain Houssa (University of Namur, ERSA)
Giovanni Ricco (CREST – ´Ecole Polytechnique, CEPR, ERSA)
Nicola Viegi (University of Pretoria, ERSA)
Monique Reid (South African Reserve Bank, ERSA) 

Paper Submission Details

For those interested in presenting their research or policy analysis, we invite you to submit a working paper.

Authors of successful papers will be notified by 15 January 2025.

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