NATIONAL
BUREAU OF ECONOMIC RESEARCH, INC. |
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SUMMER
INSTITUTE 2010 |
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Workshop on Methods
and Applications for Dynamic Stochastic |
General Equilibrium
Models |
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Jesus Fernandez-Villaverde and Frank Schorfheide,
Organizers |
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July 15 and 16,
2009 |
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PROGRAM |
WEDNESDAY, JULY 14: |
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6:00 pm |
Clambake, Harvard Faculty Club, 20 Quincy Street, Cambridge, MA |
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THURSDAY, JULY 15: |
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12:00 pm |
Lunch |
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1:00 pm |
Fabio
Milani, UC, Irvine |
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Expectation Shocks
and Learning as Drivers of the Business Cycle |
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2:00 pm |
Roger
Farmer, UC, Los Angeles and NBER |
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Tao
Zha and Daniel Waggoner, Federal Reserve Bank of
Atlanta |
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Minimal State Variable
Solutions to Markov-Switching Rational Expectations Models |
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3:00 pm |
Break |
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3:30 pm |
Massimiliano Marcellino, European University Institute |
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Classical Time-Varying
FAVAR Models Estimation, Forecasting, and Structural Analysis |
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4:30 pm |
Jesus
Fernandez-Villaverde, University of Pennsylvania
and NBER |
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Juan
Rubio-Ramirez, Duke University |
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Pablo
Guerron-Quintana, Federal Reserve Bank of
Philadelphia |
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Fortune or Virtue:
Time-Variant Volatilities versus Parameter Drifting in U.S. Data |
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5:30 pm |
Adjourn |
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FRIDAY, JULY 16: |
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12:00
pm |
Lunch |
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1:00 pm |
Aytek Malkhozov,
London School of Economics |
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Maral Shamloo,
International Monetary Fund |
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Asset Prices in a
News Driven Real Business Cycle Model |
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2:00 pm |
Andre
Kurmann, UQAM |
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Christopher
Otrok, University of Virginia |
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News Shocks and the Slope of the Term Structure of Interest Rates |
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3:00 pm |
Break |
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3:15 pm |
Carlos
Carvalho, Federal Reserve Bank of New York |
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Jae
Won Lee, Rutgers University |
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4:15 pm |
Adjourn |
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6/22/09 |
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