FGV EPGE – Escola Brasileira de Economia e Finanças Professor João Victor Issler organized a special session at the 33rd International Symposium on Forecasting, hosted by the International Institute of Forecasters (IIF) – a multidisciplinary institution dedicated to research on forecasting in Economics, Business, Behavioral Sciences, Social Sciences and Engineering. The event was held in South Korea, from the 22nd to the 26th of June.
This is the second time Professor Issler has been invited by the IIF to organize a special session in their symposium. This year, his session included three papers. The first one, written with Wagner Gaglianone, of the Central Bank of Brazil (BACEN), proposes the use of panel-data techniques in forecasting using microfoundations. The second paper, written by Alain Hecq, of Maastricht University, discusses causality and forecasting in mixed-frequency models. The third paper, by Osmain Guillén and Francisco Figueiredo, both from BACEN, forecasts Brazilian inflation (Consumer Price Index - IPCA), using hundreds of variables in a VAR model with factors (FAVAR).
Gaglianone, Hecq and Guillén are Issler’s co-authors in different articles. Gaglionone and Guillén received their doctoral degree from FGV EPGE, with Issler as their thesis advisor.