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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

 

SUMMER INSTITUTE 2009

 

Workshop on Methods and Applications for Dynamic Stochastic

General Equilibrium Models

 

Jesus Fernandez-Villaverde and Frank Schorfheide, Organizers

 

July 9 and 10, 2009

 

Royal Sonesta Hotel

Room Charles B

40 Edwin H. Land Boulevard

Cambridge, Massachusetts

 

PROGRAM

 

WEDNESDAY, JULY 8:

 

 

 6:00 pm

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

 

 

THURSDAY, JULY 9:

 

 

 12:00 n

Lunch

 

 

 1:00 pm

VASCO CURDIA, Federal Reserve Bank of New York

 

RICARDO REIS, Columbia University and NBER

 

Correlated Disturbances and  U.S. Business Cycles

 

 

 2:00 pm

IVANA KOMMUNJER, UC, San Diego

 

SERENA NG, Columbia University

 

Dynamic Identifcation of DSGE Models

 

 

 3:00 pm

Break

 

 

 3:30 pm

JEAN BOIVIN, HEC Montreal and NBER

 

MARC GIANNONI, Columbia University and NBER

 

On the Welfare Costs of Imperfect Information for Monetary Policy

 

 

 4:30 pm

FRANCESCO BIANCHI, Duke University

 

Regime Switches, Agents’ Beliefs, and Post-World War II Macroeconomic Dynamics

 

 

 5:30 pm

Adjourn

 

 

FRIDAY, JULY 10:

 

 

12:00 n

Lunch

 

 

 1:00 pm

HYEONGWOO KIM, Auburn University

 

MASAO OGAKI, Ohio State University

 

Purchasing Power Parity and the Taylor Rule

 

 

 2:00 pm

NOAH WILLIAMS, University of Wisconsin-Madison

 

Interest Rate Rules, Inflation Risk, and Multiple Equilibria

 

 

 3:00 pm

Break

 

 

 3:15 pm

PABLO GUERRON-QUINTANA and ATSUSHI INOUE, North Carolina State University

 

LUTZ KILIAN, University of Michigan

 

Frequentist Inference in Weakly Identified DSGE Models

 

 

 4:15 pm

Adjourn

 

 

 

 

 

 

 

 

4/28/09