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The 34Th International Symposium on Forecasting Economic Forecasting Past, Present and Future

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International Institute of Forecasters presents: The 34th International Symposium on Forecasting Economic Forecasting Past, Present and Future Rotterdam, The Netherlands June 29–July 2, 2014 Program and Abstracts The 34th International Symposium on Forecasting (ISF 2014) June 29-July 2, 2014, Rotterdam, The Netherlands ISSN 1997-4116 ISF 2014 PROGRAM Contents Welcome from the ISF 2014 Chair .............................................................. 1 Welcome from the IIF President ................................................................. 2 Sponsors ..................................................................................................... 3 Organizing Committee ................................................................................ 4 Program Committee .................................................................................... 5 General Information ................................................................................... 6 Exhibitors .................................................................................................... 9 Meetings ................................................................................................... 10 ISF 2014 Registration and Schedule ......................................................... 11 Keynote Speakers ..................................................................................... 12 Featured Speaker ...................................................................................... 13 Invited Session Organizers ....................................................................... 14 Workshops ................................................................................................ 15 Timetable .................................................................................................. 21 List of Sessions by Topic Area ................................................................... 25 Session Details .......................................................................................... 28 ABSTRACTS ............................................................................................... 42 Guidelines for Speakers .......................................................................... 192 Guidelines for Chairs ............................................................................... 193 IIF Membership Benefits ......................................................................... 194 Membership Application Form ................................................................. 195 Index ...................................................................................................... 199 Floor plan ................................................................................................ 202 ISF 2014 PROGRAM Welcome from the ISF 2014 Chair Dear participants of the 34th International Symposium on Forecasting, It is with great pleasure that we welcome you to Rotterdam, the Netherlands, for this great conference. After having attended many of these conferences in the past, we are delighted that this year our city of Rotterdam is your host. Rotterdam is the home of the most important harbor of Western Europe, home of Erasmus University, home of three professional football teams, and the home of a large array of events and cultural activities. Yet still, we chose the conference venue such that almost everything is within walking distance, and we hope that the weather is not too good these days so that you will all stay inside for the program that we have put together for you. This year we have a range of high-quality plenary speakers and a large group of forecasting academics and professionals who have found their way to Rotterdam for the conference. The theme of this year's conference concerns the past, present and future of economic forecasting. We chose this theme because your academic host, the Erasmus School of Economics, celebrates its first centennial. Founded in 1913, the School is the number one place to go for academic education in Economics and Econometrics in the Netherlands. Starting with a small number of first year undergraduate students back then, the School now hosts 5500 undergraduate students (bachelor and master), and facilitates 300 scholars in their academic research and teaching. With this conference, we end our celebrations of our first 100 years. We hope that you will enjoy this conference and Rotterdam as much as we do. Before closing I would like to thank Mohsen Hamoudia, Haiyan Song and, in particular, Pam Stroud for excellent support from the IIF. I would also like to thank the members of the Program Committee; Dick van Dijk, Graham Elliott, Paul Goodwin, Robin Lumsdaine and Michel van der Wel for their great help with the composition of the program, and Marije Stofregen for excellent onsite support. Finally, I would like to thank our sponsors of the event, that is, Elsevier, SAS, Fourworkx, APG (All Pensions Group), and Robeco. With very best wishes, on behalf of the organizing team, Philip Hans Franses General Chair 1 ISF 2014 PROGRAM Welcome from the IIF President Welcome on behalf of the International Institute of Forecasters to the 34th International Symposium on Forecasting. Welcome to Rotterdam, the “Gateway to Europe” and the City of Erasmus University. Rotterdam has much to offer to you: its historical features such as the inner city ports and an abundance of galleries, museums, festivals and restaurants. If this is your first contact with our Institute and the Symposium, we wish you a special welcome. This Symposium is an excellent opportunity to interact with the world’s leading forecasting researchers and practitioners. We hope that you attend the sessions, contribute critical comments, talk to other forecasters and network here, and have fun. I sincerely hope that you will join us at future symposia and be an important driving force in shaping the future of the Institute. As a member of the IIF you will receive the International Journal of Forecasting, the premier forecasting journal; Foresight: The International Journal of Applied Forecasting; and The Oracle, our newsletter. Please, consider submitting your presented paper to one or more of these. And, if you are, do not hesitate to contact Rob Hyndman, editor of the IJF and Len Tashman, editor of Foresight. I invite you to attend the IIF’s members meeting which will be held on Tuesday at 5:30 pm. The IIF Directors and I will be happy to share with you highlights of the Institute’s activities and hear to your questions and suggestions. I would like to warmly thank all the Directors and our Business Director Pam Stroud for their good work in their respective duties and for their very active support and involvement in running our Institute activities. I am grateful to Professor Philip Hans Franses, the General Chair of this Symposium and to Professor Dick van Dijk, the Program chair, for their hard work and who made every imaginable effort to make this Symposium a successful event! Warm thanks also to our Sponsors (Erasmus School of Economics, Elsevier, Robeco, APG, SAS Institute and Fourworkx). And thanks ultimately to you – without you this symposium would not happen! Best wishes, Mohsen Hamoudia President, International Institute of Forecasters 2 ISF 2014 PROGRAM Sponsors The ISF 2014 Organizing Committee would like to thank our Sponsors: 3 ISF 2014 PROGRAM Organizing Committee Philip Hans Franses General Chair Erasmus University Rotterdam, Netherlands [email protected] Mohsen Hamoudia IIF President, France Telecom Group – Paris ESDES Business School – Lyon France [email protected] Haiyan Song IIF Director, Hong Kong Polytechnic University, China [email protected] Pam Stroud IIF Business Director, United States [email protected] 4 ISF 2014 PROGRAM Program Committee Dick van Dijk Program Chair Erasmus University Rotterdam, Netherlands [email protected] Graham Elliott University of California, San Diego, United States [email protected] Paul Goodwin University of Bath, United Kingdom [email protected] Robin Lumsdaine American University, United States [email protected] Michel van der Wel Erasmus University Rotterdam, Netherlands and CREATES Arhus, Denmark [email protected] 5 ISF 2014 PROGRAM General Information Venue The ISF 2014 will be held in the Willem Burger Quarter at De Doelen Congress Centre, in Rotterdam, The Netherlands. The venue is located nearby Rotterdam Central Station in the city center of Rotterdam, surrounded by many shops and restaurants – see the map on page 8. Address De Doelen Congress Centre (Willem Burger Quarter) Kruisplein 40 3012 CC Rotterdam Phone: +31 (0)10 217 17 00 Route De Doelen is situated at less than 5 minutes walking distance from Rotterdam Central Station. The entrance to the Willem Burger Quarter at Kruisplein 40 should be easy to find as it will be marked with a large ISF 2014 banner. Inside the Willem Burger Quarter The entrance to the Willem Burger Quarter is at the ground floor – see the floor plan on page 202. You will find the registration desk in the Willem Burger hal. This is also where lunches will be served. Sessions will be held in the following conference rooms (“Zaal”) on the third and fourth floors – see the floor plans on pages 203 and 204: Third Floor Fourth floor Willem Burger Zaal Van Weelde Zaal Van Beuningen Zaal Mees Zaal Schadee Zaal Ruys Zaal Hudig Zaal Van Rijckevorsel Zaal Plate Zaal van der Vorm Zaal Currency The unit of currency in the Netherlands is the Euro (€). Most
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