EABCN/CEPR/SNB workshop on estimation and empirical validation of structural models for business cycle analysis
The EABCN/CEPR/SNB workshop brought together the latest advances in theoretical and empirical analysis of business cycles achieved by researchers in both academia and central banks. The seventh workshop of its kind was devoted to the presentation of papers that focused on estimation and evaluation of dynamic stochastic general equilibrium (DSGE) models. Papers that developed new tools, as well as empirical applications in which existing methods are used in a novel way were presented. Several papers compared different methods or algorithms for estimating DSGE models, others focused on identification issues in DSGE models and developed econometric tools for empirical validation.
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Programme
| Programme (29-30 August 2006)
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Papers
| Fabrice Collard: Short-Run Restrictions: An Identification Device?
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| Gregory de Walque: An Estimated Two-Country DSGE Model for the Euro Area and the US Economy
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| Marco Del Negro: Prior Choice and DSGE Model Comparisons
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| Jean-Philippe Laforte: A Comparison of Forecast Performance Between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model
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| Jesper Lindé: Evaluating An Estimated New Keynesian Small Open Economy Model
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| Stefano Neri: The dynamics of the real exchange rate: a Bayesian DSGE approach
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| Pau Rabanal: Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not
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| Juan F. Rubio-Ramirez: Estimating Macroeconomic Models: A Likelihood Approach
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| Barbara Rudolf: The Phillips curve under state-dependent pricing
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| Oreste Tristani: Euro area inflation persistence in an estimated nonlinear DSGE model
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List of participants
| List of participants
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Organising committee
| Fabio Canova, Università Bocconi, Universitat Pompeu Fabra, London Business School and CEPR
Domenico Giannone, Université Libre de Bruxelles
Andreas Fischer, SNB and CEPRE
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