Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models - Agenda

Agenda

Friday, October 12, 2012

Choosing the Variables to Estimate Singular DSGE Models pdf
Presenter: Fabio Canova, European University Institute and Center for Economic Policy Research
Coauthors: Filippo Ferroni, Banque de France, and Christian Matthes, Universitat Pompeu Fabra

Discussant: Zhongjun Qu, Boston University

Perturbation Methods for Markov-Switching Models pdf
Presenter: Andrew Foerster, Federal Reserve Bank of Kansas City
Coauthors: Juan Rubio-Ramirez, Duke University; Dan Waggoner, Federal Reserve Bank of Atlanta; and Tao Zha, Federal Reserve Bank of Atlanta and Emory University

Discussant: Leonardo Melosi, Federal Reserve Bank of Chicago

Uncertainty Shocks are Aggregate Demand Shocks pdf
Presenter: Sylvain Leduc, Federal Reserve Bank of San Francisco
Coauthor: Zheng Liu, Federal Reserve Bank of San Francisco

Discussant: Cristina Fuentes-Albero, Rutgers University

From Time-Varying Macro-Dynamics to Time-Varying Estimates of DSGE Parameters pdf
Presenter: Konstantinos Theodoridis, Reserve Bank of New Zealand
Coauthors: Tony Yates, Bank of England; Liudas Giraitis, University of London; and George Kapetanios, University of London

Discussant: Lutz Kilian, University of Michigan

Posterior-Predictive Evidence on U.S. Inflation Using a New Keynesian Phillips Curve with Weak Identification, Regime Shifts, and Technological Change  pdf
Presenter: Herman van Dijk, Erasmus University Rotterdam
Coauthors: Nalan Basturk, Pinar Ceyhan, and Cem Cakmakli of the Erasmus University of Rotterdam

Discussant: Frank Kleibergen, Brown University

Estimating Fiscal Limits: The Case of Greece pdf
Presenter: Huixin Bi, Bank of Canada
Coauthor: Nora Traum, North Carolina State University

Discussant: Pablo Guerron-Quintana, Federal Reserve Bank of Philadelphia


Saturday, October 13, 2012

The Role of Automatic Stabilizers in the U.S. Business Cycle pdf
Presenter: Ricardo Reis, Columbia University and the National Bureau of Economic Research
Coauthor: Alisdair McKay, Boston University

Discussant: Karen Kopecky, Federal Reserve Bank of Atlanta

Solving the New Keynesian Model in Continuous Time  pdf
Presenter: Olaf Posch, Aarhus University
Coauthors: Jesus Fernandez-Villaverde, University of Pennsylvania and the National Bureau of Economic Research, and Juan Rubio-Ramirez, Duke University

Discussant: Rui Li, Purdue University

Rare Shocks, Great Recessions  pdf
Presenter: Marco Del Negro, Federal Reserve Bank of New York
Coauthors: Vasco Curdia and Daniel Greenwald of the Federal Reserve Bank of New York

Discussant: Alejandro Justiniano, Federal Reserve Bank of Chicago