Workshop on Methods and Applications for
Dynamic Stochastic General Equilibrium Models
Hosted by
Federal Reserve Bank of Philadelphia.
The workshop also serves as a mid-year meeting of the NBER EFSF Workgroup on
Methods and Applications for DSGE Models.
Organizers:
Jesus Fernandez-Villaverde (Penn and NBER), Giorgio Primiceri
(Northwestern and NBER), Frank Schorfheide (Penn and
NBER), and Keith Sill (FRB Philadelphia)
Friday October 16, 2015
|
09:00 10:00 |
Gianluca Benigno (LSE), Andrew Foerster (FRB KC), Chris Otrok
(Missouri), Alessandro Rebucci (Johns Hopkins), and
Eric Young (Virginia): Estimating Macroeconomic Models of Financial Crisis Discussant: Dario Caldara
(BOG) |
|
10:00 10:30 |
Coffee Break |
|
10:30 11:30 |
Jonas Arias (Board of
Governors), Chris Erceg (Board of Governors), and
Mathias Trabandt (Board of Governors): The
Economic Consequences of Disinflation |
|
11:30 12:30 |
Carlos Carvalho (PUC-Rio), Stefano Eusepi (FRB NY)(, Emanuel Moench (Bundesbank), and Bruce Preston (Melbourne): In Search of a Nominal Anchor: What Drives Inflation Expectations?Discussant: James Nason (NC State) |
|
12:30 02:00 |
Lunch Break |
|
02:00 03:00 |
Tao Wu (IMF): The Effectiveness of Forward Guidance During the Great Recession
Discussant: David Lopez-Salido (BOG) |
|
03:00 04:00 |
Marco Del Negro (FRB NY), Marc Giannoni (FRB NY), and Christiana Patterson (MIT): The Forward Guidance Puzzle Discussant: Luca Guerrieri (BOG) |
|
04:00 04:30 |
Coffee Break |
|
04:30 05:30 |
Assaf Patir (Hebrew University): Synchronization Bias in a Simple Macroeconomic Model Discussant: Zhen Huo (Yale) |
Saturday, October 17, 2015
|
09:00 10:00 |
Zhongjun Qu (Boston University):
A Composite Likelihood Framework for Analyzing Singular DSGE Models Discussant: Timothy
Christensen (NYU) |
|
10:00 10:30 |
Coffee Break |
|
10:30 11:30 |
Pablo Guerron-Quintana
(FRB Philadelphia), Atsushi Inoue (Vanderbilt) and Lutz Kilian
(Michigan): Impulse Response Matching Estimators for DSGE Models Discussant: Jonathan Wright
(Johns Hopkins) |
|
11:30 12:30 |
Yasuo Hirose (Keio University): "Parameter Bias in
an Estimated DSGE Model: Does Nonlinearity Matter?" |
|
12:30 02:00 |
Lunch / Departure |