Central Bank Award Rodrigo Gómez 2016

CEMLA’s Board of Governors decided to grant the Central Bank Award Rodrigo Gómez 2016 to Sergio Afonso Lago Alves and Angelo Marsiglia Fasolo, officials from the Banco Central do Brasil, for their study entitled “Not Just another Mixed Frequency Paper”. In this paper, to be published by CEMLA in English and Spanish, authors present a new algorithm, based on a two-part Gibbs sampler with Forward Filtering Backward Sampling (FFBS) method, to recover the joint distribution of missing observations in a mixed-frequency dataset.

CEMLA's Board of Governors wishes to thank Ángel Estrada, Executive Coordinator, Associate Directorate General International Affairs, Banco de España; Isabel Horta Correia, Head of the Economics and Research Department, Banco de Portugal; Emanuel Mönch, Head of Research, Deutsche Bundesbank; and Felipe Meza Goiz, Professor, ITAM (Mexico), who participated jointly with the representatives of the Board members in the jury of this edition of the Award.

Researchers of the region are invited to participate in the 2017 Award