Uncertainty and Probabilistic Forecasting during the Financial and Economic Crisis

The Alfred-Weber-Institute for Economics at Heidelberg University organized a two day workshop on

Uncertainty and Probabilistic Forecasting during the Financial and Economic Crisis

June 20 and 21, 2014, Heidelberg, Germany

Workshop Program

Keynote Speakers:

Tilmann Gneiting (Heidelberg Institute for Theoretical Studies)

Kajal Lahiri (State University of New York, Albany)

James Mitchell (University of Warwick)

The focus of the workshop included the following topics:

• The modelling and measurement of (inflation-) uncertainty
• Interval- and density forecasts and their combination
• The effects of conventional and non-conventional monetary policy on alternative measures of survey uncertainty
• Spillovers between asset market fluctuations and uncertainty about inflation, output, economic policy

The workshop was funded by the Fritz-Thyssen-Stiftung as part of the project "Determinants and modelling of inflation uncertainty during the financial- and sovereign debt crisis".

Conference Venue: Heidelberg Center for American Studies

Conference Chairmen:

Christian Conrad (Heidelberg University)

Matthias Hartmann (Heidelberg University)

Helmut Herwartz (University of Göttingen)