Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models
October 27-28, 2006
- Inflation and the Price of Real Assets
Monika Piazzesi, University of Chicago
Martin Schneider, New York University
Discussant: Jesus Fernandez-Villaverde, University of Pennsylvania - DSGE Models and the Yield Curve
Alejandro Justiniano, Board of Governors of the Federal Reserve System
Giorgio Primiceri, Northwestern University
Discussant: Juan Rubio-Ramirez, Duke University - Rational Expectations Models and Regime Switches
Roger Farmer, University of California at Los Angeles
Dan Waggoner, Federal Reserve Bank of Atlanta
Tao Zha, Federal Reserve Bank of Atlanta
Discussant: Tim Cogley, University of California at Davis - A Comparison of Forecast Performance Between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model
Jean Philippe Laforte, Board of Governors
Rochelle Edge, Board of Governors
Michael Kiley, Board of Governors
Discussant: Marco Del Negro, Federal Reserve Bank of Atlanta - DSGE, VAR, Forecast Evaluation
Raffaella Giacomini, University of California at Los Angeles
Barbara Rossi, Duke University
Discussant: Frank Diebold, University of Pennsylvania - Frequency Domain Dummy Observations
Frank Diebold, University of Pennsylvania
Marco Del Negro, Federal Reserve Bank of Atlanta
Frank Schorfheide, University of Pennsylvania
Discussant: Tao Zha, Federal Reserve Bank of Atlanta - Bayesian Estimation of a DSGE Model with Labor Market Search
Thomas Lubik, Federal Reserve Bank of Richmond
Discussant: Fabio Milani, University of California at Irvine - Evaluating An Estimated New Keynesian Small Open Economy Model
Malin Adolfson, Sveriges Riksbank
Stefan Laseen, Sveriges Riksbank
Jesper Linde, Sveriges Riksbank
Mattias Villani, Sveriges Riksbank
Discussant: Bruce Preston, Columbia University - Productivity and Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector RBC Model
Peter Ireland, Boston College
Scott Schuh, Federal Reserve Bank of Boston
Discussant: Andrea Tambalotti, Federal Reserve Bank of New York