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Robust Forecasting for EM and Frontier Markets
Radio Feature 135: Sona Blessing in conversation with David Vavra
 
Wednesday, November 16, 2016

radio David Vavra is a managing partner at OGResearch, a boutique forecasting and consulting firm, that specialises in monitoring and modelling, emerging and frontier market macroeconomic risks.

In this Podcast he shares insights on, amongst others:
- How they condition and adapt their models and forecasts based on observing and identifying stress factors and how these propagate through financial markets
- Achieving model robustness by focusing on structural relationships as opposed to embracing a strictly statistical approach
- The ability to differentiate between perceived and actual risk and how these forecasts can be used to navigate and determine investment opportunities

 Download this feature as MP3 (14.59 MB)

 
Listen to the complete feature
Robust Forecasting for EM and Frontier Markets

Duration: 10:37 

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Or listen to selected sub-features
  • Q1 - Could you talk us through your approach to macroeconomic modelling?

    Duration: 01:43 


  • Q2 - What sort of indicators and data points does the model use, and what sort of forecasts can it make?

    Duration: 01:15 


  • Q3 - Could you share a case study to illustrate how you condition and adapt a model?

    Duration: 01:03 


  • Q4 - What is the time horizon for these forecasts, and how often are they updated?

    Duration: 00:46 


  • Q5 - How does the model behave in the context of unexpected and big, global-market-swing like events?

    Duration: 01:07 


  • Q6 - How would you say your approach differentiates itself from other providers?

    Duration: 00:37 


  • Q7 - Could you elaborate on a currency trend using an example?

    Duration: 00:55 


  • Q8 - Based on your model could you share some investment forecasts for 2017?

    Duration: 02:05 


  • Q9 - How do you customise a model?

    Duration: 01:08 



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