Economic Research and Data

Conferences and Workshops

Registration and Hotel

For Further Conference Information

  • Research Department
  • Federal Reserve Bank of Cleveland
    P.O. Box 6387
    Cleveland, OH 44101-1387
  • t. 216-579-3111
    f. 216-579-3050

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

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)


10:00 – 10:30

 

Coffee Break

 

10:30 – 11:30

 

Efficiency Wages and Aggregate Fluctuations: A Non-Walrasian
Labor Market Model for Monetary Policy

Chris Otrok and Eric Young (University of Virginia)

Discussant: Juan Rubio-Ramirez (Duke)

 

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)

 

12:30 – 02:00

 

Lunch Break


02:00 – 03:00

 

How Much Do We Learn from Estimating DSGE Models?

Nikolay Iskrev (University of Michigan)

Discussant: Alejandro Justiniano (Board of Governors)

03:00 – 04:00

 

What You Match Does Matter: The Effects of Data on DSGE Model Estimation

Pablo Guerron-Quintana (North Carolina State University)

Discussant: Marc Giannoni (Columbia)

 

04:00 – 04:30

 

Coffee Break

04:30 – 05:30

 

Insights from an Estimated Search-Based Monetary Model

Boragan Aruoba (University of Maryland) and Frank Schorfheide (University of Pennsylvania)

Discussant: Peter Ireland (Boston College)

 

 

 

Saturday, October 13, 2007

 

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)

 

10:00 – 10:30

 

Coffee Break


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)

 

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)

 

12:30 – 02:00

 

Lunch / Departure

 

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