An update on Dynare – new & prospective features (~1.30 hrs)
• IRF matching (W. Mutschler) 15'
• Sequential Monte Carlo (Stephan Adjemian) 20'
• HANK (Sébastien Villemot) 30'
• Adaptive Sparse Grids in DynareJulia (M. Juillard) 15’
- IRF matching (W. Mutschler) 15'
- Sequential Monte Carlo (Stephan Adjemian) 20'
- HANK (Sébastien Villemot) 30'
- Adaptive Sparse Grids in DynareJulia (M. Juillard) 15’
Break
Estimating non-linear models in Dynare:
• State filtering and estimation of piecewise linear models (M. Ratto) 45’
- State filtering and estimation of piecewise linear models (M. Ratto) 45’
In-depth presentation
S. Wende A dynamic network model with supply constraints to understand inflation
- S. Wende A dynamic network model with supply constraints to understand inflation
Short presentation
J. Maih An Evaluation of Posterior Samplers in the Bayesian Estimation of Multimodal Macro-Models” (joint work M. Giovannini)
- J. Maih An Evaluation of Posterior Samplers in the Bayesian Estimation of Multimodal Macro-Models” (joint work M. Giovannini)
Break
Short presentations
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)
- 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)
