Uploaded March 2026 | Updated September 2026, 2 weeks ago

---

Session 5 on time-variation and state dependence at the 2026 Forecasting Techniques conference.

Session chair: Malte Knüppel (Deutsche Bundesbank)

An Extended Score-Driven Dynamic Factor Model: Recovering Composite Indicators from the Pandemic
• Presenter: Mariia Artemova (Erasmus University Rotterdam)
• Dick van Dijk and Evgenii Vladimirov (all Erasmus University Rotterdam)
• Discussant: Dalibor Stevanovic (Université du Québec à Montréal)

Watch all sessions from the conference:
youtube.com/playlist?list=PLnVAEZuF9FZnMPzsAhkMgCVdx7rdyS_uH&si=R6ydlLh8NsL54kZf

See the conference programme here: https://www.ecb.europa.eu/press/conferences/html/20260323_13th_conference_on_forecasting_techniques.en.html