Agenda
| Friday, October 12, 2012 | |
| 9:00 a.m. | Choosing the Variables to Estimate Singular DSGE Models  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 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 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 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 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 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 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 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 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 |
| Lunch/Departure | |
