2015 ISI World Statistics Congress, Rio de Janeiro: Overview of IFC organised meetings

Invited Paper Sessions (IPS)

IPS 089: "Central bank sources and uses of derivative statistics"

Chair: Charles Thomas (Board of Governors of the Federal Reserve System)

Papers:

  • Bruno Tissot (Bank for International Settlements), "Derivatives statistics: the BIS contribution" (paper) (presentation)
  • Linda Fache Rousová, Małgorzata Osiewicz and Grzegorz Skrzypczyński (European Central Bank), "The challenges of standardisation and aggregation of EMIR data in Europe: six trade repositories and 28 countries" (paper) (presentation)
  • Alejandro Gaytán, Roberto Toledo and Alejandra Mejía (Bank of Mexico), "Derivatives data at the Banco de México: Its structure and uses" (paper) (presentation)
  • Erik Heitfield (Federal Reserve Board), "Systemic risk monitoring and prudential supervision" (paper) and "OTC derivatives trade repository data: opportunities and challenges" (presentation)

Discussant:

  • Agnes Tardos (European Central Bank)

IPS 090: "Improving government debt statistics"

Chair: Seung Hwan Park (Bank of Korea)

Papers:

  • Christian Dembiermont (Bank for International Settlements), "General government debt: a quick way to improve comparability" (paper) (presentation)
  • Joanilson de Carvalho Santos (Central Bank of Brazil), "General government gross debt in Brazil: methodological issues regarding government securities held by the central bank" (paper) (presentation)
  • Jooyung Lee (Bank of Korea), "Korea's experience in compiling public sector debt statistics" (paper) (presentation)
  • João Cadete de Matos, Sérgio Branco and Filipe Morais (Bank of Portugal), "Conceptual issues related to the definition of government debt" (paper) (presentation)

Discussant:

  • Robert Kirchner (Deutsche Bundesbank)

IPS 091: "The use of surveys by central banks"

Chair: Masahiro Higo (Bank of Japan)

Papers:

  • Katherine Hennings and Camila Maia Carneiro Costa (Central Bank of Brazil), "The use of surveys to improve statistics in central bank of Brazil: the measurement of foreign investment in Brazil and Brazilian investment abroad" (abstract) (presentation)
  • Sébastien Pérez-Duarte (European Central Bank), "Contrasting two eurosystem surveys of households and firms: from micro to macro, from short term to long term, from the phone to your door" (abstract) (presentation)
  • Masahiro Higo (Bank of Japan), "The use of surveys by central banks: brief introduction" (presentation)
  • Lori Rennison (Bank of Canada), Farid Novin (University of British Columbia) and Matthieu Verstraete (Bank of Canada), "Firm strategy, competitiveness and productivity: the case of Canada" (paper)
  • Kyosuke Shiotani (Bank of Japan), "Revision in the sample design of TANKAN using the economic census of Japan" (paper) (presentation)
  • Timur Hülagü and Erdi Kizilkaya (Central Bank of the Republic of Turkey), "Turkish survey of expectations: methodological changes and sample fixing" (paper) (presentation)

Discussant:

  • Bruno Tissot (Bank for International Settlements), "The use of surveys: what perspectives for central banks?" (presentation)

Special Topic Sessions (STS)

STS 008: "Developing and improving sectoral accounts"

Chair: Gülbin Sahinbeyoglu (Central Bank of the Republic of Turkey)

Papers:

  • Pablo García Silva and Josué Pérez Toledo (Central Bank of Chile), "Financial sector accounts: the Chilean experience in their use for financial stability monitoring" (paper) (presentation)
  • Manuel Rupprecht (Deutsche Bundesbank), "Who-to-whom information in German financial accounts - compilation, challenges and its usefulness for monetary policy" (paper) (presentation)
  • Henning Ahnert and Gabriel Quirós (European Central Bank), "Sectoral accounts for the euro area improving contents and communication" (paper) (presentation)
  • Béla Simon (Magyar Nemzeti Bank), "Developments related to the methodological changeover in the financial accounts" (paper) (presentation)
  • Masahiro Higo, Naoto Osawa and Yoshiko Sato (Bank of Japan) "Implications of 2008 SNA recommendations for the measurement of households' income and savings" (paper) (presentation)
  • Manuel Sánchez Valadez (Bank of Mexico), "Improving sectorial accounts of non-financial societies using micro-data on credit" (paper) (presentation)
  • Erik Bieleveldt and Pim Claassen (De Nederlandsche Bank), "Integrating balance of payments and sectoral accounts in the Netherlands" (paper) (presentation)

Discussant:

  • João Cadete de Matos (Bank of Portugal)

STS 010 : "Micro data for multipurpose data provision"

Chair: Aurel Schubert (European Central Bank)

Papers:

  • Johannes Turner and Guenther Sedlacek (Oesterreichische Nationalbank), "European reporting framework - a possible solution to reporting challenges for banks" (paper) (presentation)
  • Markus Amann and David Buckmann (Deutsche Bundesbank) and Maciej Anacki and and Isabel Lavrador (European Central Bank), "Securities Holdings Statistics Database (SHSDB): the new ESCB micro database on holdings of securities" (paper) (presentation)
  • Alejandro Gaytán González and Manuel Sanchez Valadez (Bank of Mexico), "Uses and classification of financial information: a map for new requirements" (paper)
  • Joseph Nichols (Federal Reserve Board), "Using confidential supervisory data for supervisory monitoring, internal analysis and external research" (paper) (presentation)

Discussants:

  • Olorunsola Emmanuel Olowofeso (Central Bank of Nigeria)
  • João Cadete de Matos (Bank of Portugal)

Contributed Paper Sessions (CPS)

CPS: "Residential and commercial property prices"

  • CPS 185: Hanna Augustyniak, Robert Leszczyński, Jacek Łaszek, Krzysztof Olszewski and Joanna Waszczuk (Narodowy Bank Polski), "On the dynamics of the primary housing market and the forecasting of house prices" (paper)
  • CPS 424: Timur Hülagü, Erdi Kizilkaya, Ali Gencay Özbekler and Pınar Tunar (Central Bank of the Republic of Turkey), "A hedonic house price index for Turkey" (paper), "Is there a housing bubble or a quality boom in Turkey? Evidence from hedonic price adjustment" (presentation)
  • CPS 432: Christian Dembiermont (Bank for International Settlements), "Measuring property prices: the BIS contribution" (paper)
  • CPS 434: Ricardo Flores and Josué Pérez (Central Bank of Chile), "The housing price index for Chile: methodology and results" (paper) (presentation)

Other contributions of IFC members in sessions not organised by the IFC

IPS 018: "Commercial property price indices"

  • Christian Dembiermont (Bank for International Settlements), "Commercial property prices collection and usages at the BIS" (abstract) (presentation)

STS 037: "International Statistics - Statistical indicators for monitoring and achieving the sustainable development goals"

  • Bruno Tissot (Bank for International Settlements), "Statistical challenges related to financial inclusion" (paper) (presentation)