Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models
October 12-13, 2007
Organized by Jesus Fernandez-Villaverde, Giorgio Primiceri, and Frank Schorfheide
Agenda
Friday October 12, 2007 |
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09:00 – 10:00 |
Housing Market Spillovers: Evidence from an Estimated DSGE Model Matteo Iacoviello (Boston College) and Stefano Neri (Bank of Italy) Discussant: Jesus Fernandez-Villaverde (University of Pennsylvania)
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10:00 – 10:30 |
Coffee Break
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10:30 – 11:30 |
Efficiency Wages and Aggregate Fluctuations: A Non-Walrasian
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11:30 – 12:30 |
How Much Inflation Is Necessary to Grease the Wheels?Jinill Kim (Board of Governors) and Francisco Ruge-Murcia (University of Montreal) Discussant: Emi Nakamura (Columbia University and Federal Reserve Bank of New York)
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12:30 – 02:00 |
Lunch Break
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02:00 – 03:00 |
How Much Do We Learn from Estimating DSGE Models?Nikolay Iskrev (University of Michigan) Discussant: Alejandro Justiniano (Board of Governors) |
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03:00 – 04:00 |
What You Match Does Matter: The Effects of Data on DSGE Model EstimationPablo Guerron-Quintana (North Carolina State University) Discussant: Marc Giannoni (Columbia)
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04:00 – 04:30 |
Coffee Break |
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04:30 – 05:30 |
Insights from an Estimated Search-Based Monetary ModelBoragan Aruoba (University of Maryland) and Frank Schorfheide (University of Pennsylvania) Discussant: Peter Ireland (Boston College)
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Saturday, October 13, 2007
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09:00 – 10:00 |
Learning the Wealth of Nations Francisco Buera (Northwestern University), Alexander Monge-Naranjo (Northwestern University), and Giorgio Primiceri (Northwestern University) Discussant: Tao Zha (Federal Reserve Bank of Atlanta)
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10:00 – 10:30 |
Coffee Break
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10:30 – 11:30 |
Bayesian VARs with Large Panels Domenico Giannone (European Central Bank) and Lucrezia Reichlin (European Central Bank): Discussant: Barbara Rossi (Duke University)
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11:30 – 12:30 |
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models Oscar Jorda (University of California at Davis) and Sharon Kozicki (Bank of Canada ) Discussant: Dennis Kristensen (Columbia University)
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12:30 – 02:00 |
Lunch / Departure |
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Authors / Discussants
| Author/Discussant | E-mail Address | |
|---|---|---|
| Aruoba, Boragan University of Maryland |
aruoba@econ.umd.edu | |
| Buera, Francisco Northwestern University |
f-buera@northwestern.edu | |
| Fernandez-Villaverde, Jesus University of Pennsylvania |
jesusfv@econ.upenn.edu | |
| Giannone, Domenico European Central Bank |
domenico.giannone@ecb.int | |
| Giannoni, Marc Columbia University |
mg2190@columbia.edu | |
| Guerron-Quintana, Pablo North Carolina State University |
paguerro@ncsu.edu | |
| Iacoviello, Matteo Boston College |
iacoviel@bc.edu | |
| Ireland , Peter Boston College |
irelandp@bc.edu | |
| Iskrev, Nikolay University of Michigan |
niskrev@umich.edu | |
| Jorda, Oscar UC Davis |
ojorda@ucdavis.edu | |
| Justiniano, Alejandro Federal Reserve Board |
alejandro.justiniano@frb.gov | |
| Kim, Jinill Federal Reserve Board |
jinill.kim@frb.gov | |
| Kristensen, Dennis Columbia University |
dk2313@columbia.edu | |
| Lopez-Salido, David Federal Reserve Board |
david.j.lopez-salido@frb.gov | |
| Otrok, Chris Virginia |
cmo3h@virginia.edu | |
| Nakamura, Emi Columbia University and Federal Reserve Bank of New York |
enakamura@columbia.edu | |
| Neri, Stefano Bank of Italy |
stefano.neri@bancaditalia.it | |
| Primiceri, Giorgio Northwestern University |
g-primiceri@northwestern.edu | |
| Rossi, Barbara Duke University |
brossi@econ.duke.edu | |
| Rubio-Ramirez, Juan Duke University |
Juan.Rubio-Ramirez@duke.edu | |
| Schorfheide, Frank University of Pennsylvania |
schorf@ssc.upenn.edu | |
| Sill, Keith Federal Reserve Bank of Philadelphia |
Keith.Sill@phil.frb.org | |
| Tambalotti, Andrea NY Fed |
andrea.tambalotti@ny.frb.org | |
| Young, Eric Virginia |
ey2d@cms.mail.virginia.edu | |
| Zha, Tao FRB Atlanta |
tzha@earthlink.net |