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


Friday, October 12, 2012
9:00 a.m. Choosing the Variables to Estimate Singular DSGE Models PDF icon
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
10:00 Break
10:30 Perturbation Methods for Markov-Switching Models PDF icon
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
11:30 Uncertainty Shocks are Aggregate Demand Shocks PDF icon
Presenter: Sylvain Leduc, Federal Reserve Bank of San Francisco
Coauthor: Zheng Liu, Federal Reserve Bank of San Francisco

Discussant: Cristina Fuentes-Albero, Rutgers University
12:30 p.m. Lunch
2:00 From Time-Varying Macro-Dynamics to Time-Varying Estimates of DSGE Parameters PDF icon
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
3:00 Posterior-Predictive Evidence on U.S. Inflation Using a New Keynesian Phillips Curve with Weak Identification, Regime Shifts, and Technological Change PDF icon
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
4:00 Break
4:30 Estimating Fiscal Limits: The Case of Greece PDF icon
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
9:00 a.m. The Role of Automatic Stabilizers in the U.S. Business Cycle PDF icon
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
10:00 Break
10:30 Solving the New Keynesian Model in Continuous Time PDF icon
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
11:30 Rare Shocks, Great Recessions PDF icon
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
12:30 p.m. Lunch/Departure