- W. Gatt Fenech A semi-structural credit gap for Malta: A multivariate filter approach
- M. Lozej Using a series of perfect-foresight simulations to create an imperfect-credibility impulse-response (if need be and there is lack of presenters)
Day 2
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Policy Roundtable: Estimating and simulating models for policy analysis and research: lessons learned, issues, needs (75 minutes)
Participants: Yaakov Chen-Zion, Tobias Cwik, Matthieu Darracq Pariès, Daniel Kienzler, Dirk Muir, Philipp Pfeiffer, Raf Wouters
Introductory remarks (W. Roeger)
Simulating models
- Perfect foresight simulations
- HANK models
Estimating models
- Software engineering for applied economists
Wrap-up (M. Juillard)
Short presentation
- D. Muir: Using Dynare 6 for perfect foresight simulations at IMF based on IMF DSGE models: lessons and needs.
In-depth presentation
- R. Wouters Fiscal Backing, inflation and US business cycle
Lunch
In-depth presentation
- D. Kienzler Monetary policy rules under bounded rationality
Short presentation
- F. Mazelis High inflation, uncertainty and robust monetary policy: simulating models for policy analysis
Break
In-depth presentation
- A. Rannenberg The multiplier of permanent government expenditure shocks with Hand-to-Mouth households and Preferences over Safe Assets
Short presentation
- M. Ferrari Minesso Seizing central bank assets?
Day 3
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In-depth presentation
- P. Caraiani: User Guide for Dynare in Julia
Short presentations
- J. Roman Use of models in forecasting context at the EC
- C. Cantore A tail of labor supply and a tale of monetary policy
Break
In-depth presentation
- Y. Chen-Zion: Structural Core Inflation
Short presentations
- S. Li Capital Flows and Exchange Rates: A Quantitative Assessment of the Dilemma Hypothesis
- I. Shchapov Monetary Tightening, Quantitative Easing, and Financial Stability
- Y. Ömür Yilmaz “Misspecified expectations in an open economy”
