Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models - October 1-2, 2010

October 1–2, 2010

Hosted by:
Federal Reserve Bank of Atlanta's
Center for Quantitative Economic Research (CQER)
and the National Bureau of Economic Research (NBER)

Jesus Fernandez-Villaverde, University of Pennsylvania
Giorgio Primiceri, Northwestern University,
Frank Schorfheide, University of Pennsylvania
and Tao Zha, Federal Reserve Bank of Atlanta


Friday, October 1, 2010
9:00 a.m. "Bridging Cyclical DSGE Models and the Raw Data" PDF logo
Fabio Canova,Universitat Pompeu Fabra

Frank Schorfheide, University of Pennsylvania
10:00 Break
10:30 "Monetary/Fiscal Mix and Agents' Beliefs"
Francesco Bianchi, Duke University

Jesus Fernandez-Villaverde, University of Pennsylvania
11:30 "Evaluating Interest Rate Rules in an Estimated DSGE Model" PDF logo
Vasco Curdia, Andrea Ferrero and Andrea Tambalotti, FRB New York

Keith Sill, FRB Philadelphia
12:30 p.m. Lunch
2:00 "Measuring Prior Sensitivity and Prior Informativeness in Large Bayesian Models" PDF logo
Ulrich Mueller, Princeton University

Marco Del Negro, FRB New York
3:00 "Identification Robust Bayesian Inference for DSGE Models"
Frank Kleibergen and Sophocles Mavroeidis, Brown University

Tao Zha, FRB Atlanta
4:00 Break
4:30 "Firm Risk and Leverage-Based Business Cycles" PDF logo
Sanjay Chugh, University of Maryland

Cosmin Ilut, Duke University
Saturday, October 2, 2010
9:00 a.m. "New Keynesian Dynamics in a Low Interest Rate Environment" PDF logo
R. Anton Braun, FRB Atlanta and Lena Mareen Korber, German Institute for Economic Research

Roberto Billi, FRB Kansas City
10:00 Break
10:30 "Estimating Continuous-Time DSGE Models using Macro and Financial Data"
Bent Jesper Christensen, Aarhus University, Olaf Posch, Aarhus University and Michel van der Wel, Erasmus University Rotterdam

Juan Rubio-Ramirez, Duke University
11:30 "Risk Aversion and the Labor Margin in Dynamic Equilibrium Models" PDF logo
Eric Swanson, San Francisco Fed

Boragan Aruoba, University of Maryland
12:30 p.m. Lunch / Departure