Dynare Summer School 2011

Goals of Summer School

The school will provide an introduction to the DYNARE package and to Dynamic Stochastic General Equilibrium (DSGE) modeling. DYNARE is a free MATLAB toolbox for simulating and estimating DSGE models.

The courses will focus on simulation, estimation of DSGE models as well as computation of optimal policy. It will be also the occasion to introduce the new features in Dynare 4.2 and 4.3 (to be released this Summer).

This year, results from the European Research project, MONFISPOL, on optimal monetary and fiscal policy, will be presented. 

This Summer school is aimed at beginners as well as at more experienced researchers. PhD students are encouraged to participate.

Application

Interested people should send a CV and a recent research paper to: Hanane Bahala (hanane.bahala@ens.fr) BEFORE MARCH 31, 2011.

We will confirm acceptance by April 15, 2011. People working in organizations member of DSGE-net (Bank of Finland, Bank of France, Capital Group, Federal Reserve Bank of Atlanta, Norges Bank, Sverige Riksbank, Swiss National Bank) should register via their network representative.

Registration fee

• Registration fee for academics (including lunches and one diner, but no accomodation): 300 €

• Registration fee for financial institutions not member of DSGE-net (including lunches and one diner, but no accomodation): 1600 €
  

Workshop organization

This is a “portable only” workshop. Each participant is required to come with his/her portable computer with MATLAB (version>7.0) or GNU Octave (version 3.2 or above).

Workshop venue

Holiday Inn Express,
68 Quai de la Seine,
75019 Paris.

Workshop dressing code

Casual.

Workshop animators

• Stéphane Adjemian
• Michel Juillard
• Ferhat Mihoubi

• Sébastien Villemot
• Ester Faia (Goethe University, Frankfurt) on models of optimal policy
• Marek Jarocinski (ECB)  Priors for AR processes
  
• Joe Pearlman (London Metropolitan University) 'Estimation and Simulation under Imperfect Symmetric Information'
• Marco Ratto (JRC, Ispra) "Identification and sensitivity analysis in Dynare"
  
• Sebastian Schmidt (Goethe University, Frankfurt) "Macroeconomic database: a platform for model comparison and evaluation"
  

This workshop is  organized  with the support of Bank of France, Dynare project at CEPREMAP, DSGE-net and the MONFISPOL project (FP7-SSH grant 225149).

Program