Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models
The invitation-only workshop focuses on the development of new methods for the estimation and evaluation of dynamic stochastic general equilibrium models and on the substantive economic applications of these methods. The workshop is hosted by the Center for Quantitative Economic Research (CQER) of the Federal Reserve Bank of Atlanta and supported by the National Bureau of Economic Research Methods and Applications for Dynamic Stochastic General Equilibrium Models working group.
- 2010s
- Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models - October 1-2, 2010 - Agenda
- Bridging Cyclical DSGE Models and the Raw Data
- Evaluating Interest Rate Rules in an Estimated DSGE Model
- Measuring Prior Sensitivity and Prior Informativeness in Large Bayesian Models
- Firm Risk and Leverage-Based Business Cycles
- New Keynesian Dynamics in a Low Interest Rate Environment
- Risk Aversion and the Labor Margin in Dynamic Equilibrium Models
- Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models - October 12-13, 2012 [Overview]
- Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models - Agenda
- Choosing the Variables to Estimate Singular DSGE Models
- Perturbation Methods for Markov-Switching Models
- Uncertainty Shocks are Aggregate Demand Shocks
- From Time-Varying Macro-Dynamics to Time-Varying Estimates of DSGE Parameters
- Posterior-Predictive Evidence on US Inflation using a New Keynesian Phillips Curve with Weak Identification, Regime Shifts and Technological Change
- Sovereign Risk Premia in the Eurozone
- The Role of Automatic Stabilizers in the U.S. Business Cycle
- Solving the New Keynesian Model in Continuous Time
- Rare Shocks, Great Recessions
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Federal Reserve Bank of Atlanta
