Authors, please upload your paper here.

 

                       

NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

 

SUMMER INSTITUTE 2011

 

Methods and Applications for Dynamic Stochastic

General Equilibrium Models Workshop

 

Jesus Fernandez-Villaverde and Frank Schorfheide, Organizers

 

July 14 - 15, 2011

 

Royal Sonesta Hotel

40 Edwin H. Land Boulevard

Cambridge, Massachusetts

 

PROGRAM

 

Wednesday, July 13:

 

 

6:00 pm

Clambake: Harvard Faculty Club, 20 Quincy Street, Cambridge, MA

 

 

Thursday, July 14:

 

 

12:00 n

Lunch

 

 

1:00 pm

Christopher Gust, Federal Reserve Board
Jesus Fernandez-Villaverde, University of Pennsylvania
David Lopez-Salido
Juan Rubio-Ramirez, Duke University
Volatility Shocks, Precautionary Demand for Liquidity, and Asset Pricing

2:00 pm

Martin Uribe, Columbia University and NBER
Stephanie Schmitt-Grohe, Columbia University and NBER
Pegs and Pain

3:00 pm

Break

3:15 pm

Kirstin Hubrich, European Central Bank
Robert Tetlow, Federal Reserve Board
Financial Stress and Economic Dynamics: The Transmission of Crises

4:15 pm

Adjourn

 

 

Friday, July 15:

 

 

12:00 n

Lunch

 

 

1:00 pm

Isaiah Andrews, Massachusetts Institute of Technology
Anna Mikusheva, Massachusetts Institute of Technology
Maximum Likelihood Inference in Weakly Identified DSGE Models

2:00 pm

M. Hashem Pesaran, Cambridge University
Gary Koop, University of Strathclyde
Ron Smith, Birkbeck College
On Identification of Bayesian DSGE Models

3:00 pm

Break

3:15 pm

Alexei Onatski, University of Cambridge
Francisco Ruge-Murcia, University of Montreal
Factor Analysis of a Large DSGE Model

4:15 pm

Kristoffer Nimark, CREI
Man Bites Dog Driven Business Cycles

5:15 pm

Adjourn