Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models
Sponsored by:
Center for Quantitative Economic Research (CQER) of the Federal Reserve Bank of Atlanta and the National Bureau of Economic Research (NBER)
Organizers:
Jesus Fernandez-Villaverde (Penn, NBER), Giorgio Primiceri (Northwestern, NBER), Frank Schorfheide (Penn, NBER), Tao Zha (FRB Atlanta and Emory University)
Conference program:
Friday October 12, 2012
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09:00 10:00 |
Fabio Canova (EUI and CEPR), Filippo Ferroni (Banque de France), and Christian Matthes (UPF): Choosing the Variables to Estimate Singular DSGE Models Discussant: Zhongjun Qu (Boston University)
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10:00 10:30 |
Coffee Break |
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10:30 11:30 |
Andrew Foerster (FRB Kansas City), Juan Rubio-Ramirez (Duke), Dan Waggoner (FRB Atlanta), and Tao Zha (FRB Atlanta, Emory University): Perturbation Methods for Markov-Switching Models Discussant: Leonardo Melosi (FRB Chicago) |
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11:30 12:30 |
Sylvain Leduc and Zheng Liu (FRB San Francisco): Uncertainty Shocks are Aggregate Demand Shocks Discussant: Cristina Fuentes-Albero (Rutgers University) |
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12:30 02:00 |
Lunch Break |
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02:00 03:00 |
Konstantinos Theodoridis (RBNZ), Tony Yates (Bank of England), Liudas Giraitis (University of London), and George Kapetanios (University of London): From Time-Varying Macro-Dynamics to Time-Varying Estimates of DSGE Parameters Discussant: Lutz Kilian (University of Michigan)
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03:00 04:00 |
Nalan Basturk, Pinar Ceyhan, Cem Cakmakli, and Herman van Dijk (Erasmus University Rotterdam): Posterior-Predictive Evidence on U.S. Inflation Using a New Keynesian Phillips Curve with Weak Identification, Regime Shifts, and Technological Change Discussant: Frank Kleibergen (Brown University)
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04:00 04:30 |
Coffee Break |
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04:30 05:30 |
Huixin Bi (Bank of Canada) and Nora Traum (NCSU) Sovereign Risk Premia in the Eurozone Discussant: Pablo Guerron-Quintana (FRB Philadelphia)
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Saturday, October 13, 2012
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09:00 10:00 |
Alisdair McKay (Boston University) and Ricardo Reis
(Columbia University and NBER): The Role of Automatic Stabilizers in the
U.S. Business Cycle Discussant: Karen Kopecky (FRB Atlanta)
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10:00 10:30 |
Coffee Break
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10:30 11:30 |
Jesus Fernandez-Villaverde (Penn, NBER), Olaf Posch (Aarhus University), and Juan Rubio-Ramirez (Duke): Solving the New Keynesian Model in Continuous Time Discussant: Rui Li (Purdue University)
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11:30 12:30 |
Vasco Curdia,
Marco Del Negro, and Daniel Greenwald (FRB New York): Rare Shocks,
Great Recessions |
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12:30 02:00 |
Lunch / Departure |