Symposium on Forecasting 2010 (San Diego): A Discussion Paper

Rob Hyndmann asked Thomas Trimbur and myself to be discussants on Hamilton's paper entitled "Calling Recessions in Real-Time" (the paper can be downloaded directly from Econbrowser). Here's my  “Discussion_final_2.ppt” href=”” target=”_blank”>contribution (presentation) on the topic

  • I don't expect to have time to discuss all topics (the first two would be fine).
  • I annotated remarks in the `comment window' below the main presentation field.

In his conclusion, Jim proposes mixed-frequency approaches as a promising alternative. I'm more skeptical about this topic: see slides 12-17 in my presentation and a related topic in my previous Blog-entry.

Added on 27.06: please find here my slightly up-dated presentation.