The unexpected events of the recent years (Covid-19, post-pandemic inflation, large-scale fiscal/monetary policies, artificial intelligence, climate change, etc.) have brought the topic of modelling and forecasting at central banks to the spotlight. The conference aims to serve as a platform to assess and validate the modelling and forecasting agendas employed by central banks, bringing together researchers and practitioners to discuss advances and modelling frontiers in the areas of heterogeneity, artificial intelligence, and climate change.