Agenda
Day 1
An update on Dynare – New features and future plans (S. Villemot) dynare-update.pdf
Dive into optimizers, posterior sampling, and diagnostics options available in Dynare (J. Pfeifer, M. Ratto).Estimation_mode_finding_sampling.pdf Slides_2nd_Dynare_Workshop_Ispra_optim5_slice.pdf
Estimation of large models: filtering algorithms, trends, stochastic trends (M. Juillard, M. Ratto).Slides_2nd_Dynare_Workshop_Ispra_Kalman_filtering_mr.pdfslides_mj.pdf
GMM/SMM and IRF matching (W. Mutschler).
In-depth presentations
M. Ferrari Minesso: Managing the transition to central bank digital currency
R. Wouters: Estimating models with adaptive learning and survey evidence Presentation_Slides_Raf.pdf
Short presentation
D. Kienzler: experiences with the OccBin estimation capacities in Dynare2023-09-06_occbin_estimation_PKF.pdf
Carlos Montes-Galdón: Conditional density forecasting: a tempered importance sampling approach MGPW_-_Conditional_density_NAWM.pdf
Day 2
Roundtable: Estimating and simulating models for policy analysis and research: lessons learned, issues, needs Participants: Ginters Bušs, Matthieu Darracq Pariès, Daniel Kienzler Dirk Muir, Philipp Pfeiffer, Raf Wouters
Short presentations
G. Buss: Estimating and simulating DSGE models, and some of the Dynare advanced featurespresentation_dynare_LV_some_reflections.pdf
M. Darracq Pariés: Overview of the ECB’s Dynare-based infrastructure and challenges ahead
D. Muir: How the IMF uses Dynare HowIMFeconomicModellingUsesDynare_20230907v1.pdf
P. Jacquinot: How fast EAGLE can fly? Multi-country-model size and speed in DynareEAGLE_in_DYNARE_Pascal.pdf
In-depth presentations:
B. Kolb: Monetary policy and growth at risk: Insights from a medium-scale DSGE mode230907_Kolb_GaRinDSGE_pres2ndDynareWS_Ispra.pdf
A. Ristiniemi HANK with aging in Dynare
Short presentations:
R. Wouters: Estimating integrated macro-finance models with term premia in bonds
W. Roeger: modelling embargo embargo_Dynare_Ispra_2023.pdf
Day 3
Use of stochastic simulations to explore stochastic properties of policies (M. Ratto).Slides_2nd_Dynare_Workshop_Ispra_stoch_simul.pdf
Estimating models at higher order with nonlinear filters in Dynare. (S. Adjemian). slides
Short presentations
M. Ferrari Minesso: DSGE Nash: Solving Nash games in macro models ShortPresentationDynare_MFM.pdf
F. Garcia Barragan: Bridging the Gap: Analyzing the effectiveness of government investment announcements and materializations
D. Murakami: It is taxing to be coherent MurakamiShchapov_JRC.pdf
Y. Akkaya Blake A. Ristiniemi: Estimating a non-linear standard DSGE model to analyse changes in interest rate volatility