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Update Dynare Workshop for Advanced Users 2024 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Dynare-Workshop-for-Advanced-Users-2024.md
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Day 1
=====
[webex link day 1](https://ecconf.webex.com/ecconf-en/j.php?MTID=md4ee79c9a378ffdcdcae39be93de9ea3)
An update on Dynare – new & prospective features (~1.30 hrs)
- IRF matching (W. Mutschler) 15'
- Sequential Monte Carlo (Stephan Adjemian) 20'
- IRF matching (W. Mutschler) 15' [slides](uploads/d0541a251cd68d702c7b7cc127076d09/irf_matching.pdf) [example](uploads/bc1c9f198cabf81342d16c438b7e169f/rbc_irf_matching.zip)
- Sequential Monte Carlo (Stephan Adjemian) 20' [slides](https://dynare.adjemian.eu/prose/ispra-2024.pdf), [codes](https://git.dynare.org/stepan-a/ispra-2024)
- HANK (Sébastien Villemot) 30' [slides](uploads/2439e7292759b306010544f26247392b/Villemot_hank.pdf)
- Adaptive Sparse Grids in DynareJulia (M. Juillard) 15’ [slides](uploads/806068309543e871de0210f23890a1ae/slides_mj.pdf)
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Estimating non-linear models in Dynare:
- State filtering and estimation of piecewise linear models (M. Ratto) 45’ [slides](uploads/acce81ac732ce70b89d9a78a4e6d4d32/PKF.pdf)
- State filtering and estimation of piecewise linear models (M. Ratto) 45’ [slides](uploads/9e0e43ba26e35502cdff9c7d8dff7147/PKF.pdf)
In-depth presentation
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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 [slides](uploads/6b2f255b1c4e15e183fb1d66cdfced62/Lozej_-_Presentation_-_ML_2024.pdf)
- 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) [slides](uploads/c9a523170e1ac7e8951bd45109fc820c/Lozej_-_Presentation_-_ML_2024.pdf)
Day 2
=====
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Short presentation
- M. Ferrari Minesso Seizing central bank assets?
[slides](uploads/a84b633e6cd09db13614e7e3a61a779f/FerrariMinesso_PresentationDynare.pdf)
Day 3
=====
[webex day 3](https://ecconf.webex.com/ecconf-en/j.php?MTID=m033fc47293cae320ff5ffb58388d0f08)
[webex link day 3](https://ecconf.webex.com/ecconf-en/j.php?MTID=m033fc47293cae320ff5ffb58388d0f08)
In-depth presentation
- P. Caraiani: User Guide for Dynare in Julia
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