Monetary models and aggregate dynamics 20–21 June 2005

115 rue Réaumur,
75002 Paris

Monday, 20/6/2005

 

 

8h30 - 9h00Welcoming Coffee 
9h00 - 12h30First session:Structural Inflation Dynamics

Chair: Claire Loupias (Banque de France)
 9h00 - 10h00 
 Presenter:Gregory de Walque(NBB)

Frank Smets (ECB)

Raf Wouters (NBB)
 Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting
 Discussant:Hervé Le Bihan (Banque de France)
 10h00 - 11h00 
 Presenter:Timothy Cogley (University of California, Davis)

Argia M. Sbordone (Federal Reserve Bank of New York)
 A Search for a Structural Phillips Curve
 Discussant: Gonzalo Comba-Mendez (ECB)
 
 11h00 - 11h30 
 Coffee Break
 11h30 - 12h30 
 Presenter:Eric Jondeau (HEC Lausanne and FAME)

Jean-Guillaume Sahuc (Banque de France and EPEE University of Evry)
 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity
 Discussant:Lise Patureau (THEMA, University of Cergy)

 
12h30 - 14h30Lunch
 
 
14h30 - 17h00Second session:  Forecasting with DSGE Models

Jean-Pierre Villetelle
(Banque de France)
 14h30 - 15h30   
 Presenter:Malin Adolfson (Sveriges Riksbank)

Jesper Lindé (Sveriges Riksbank and IIES)

Mattias Villani (Sveriges Riksbank and Stockholm University)
 Forecasting Performance of an Estimated Open Economy DSGE Model for the Euro Area
 Discussant: Eric Jondeau (HEC Lausanne and FAME)
 15h30 - 16h00   
 Coffee Break   
 16h00 - 17h00  
 Presenter:David E. Altig (Federal Reserve Bank of Cleveland)

Lawrence J. Christiano (Northwestern University, NBER, Federal Reserve Bank of Chicago, Cleveland and Minneapolis)

Martin Eichenbaum (Northwestern University, National Bureau of Economic Research, and Federal Reserve Bank of Chicago)

Jesper Lindé (Sveriges Riksbank and IIES)
 Firm-Specific Capital, Nominal Rigidities, and the Business Cycle
 Discussant:  Julien Matheron (Banque de France)
20h00Dinner at « Le Grand Colbert »

Tuesday, 21/6/2005

 

 

8h30 - 9h00Welcoming Coffee
9h00 - 12h30Third session:Monetary Policy and Aggregate Dynamics Chair: Gaëlle Le Fol (GEAPE, University of Angers, CREST – INSEE, and Banque de France)
 
 9h00 - 10h00 
 Presenter:William A. Branch (U.C. Irvine)

John Carlson (Federal Reserve Bank of Cleveland)

George W. Evans (University of Oregon)

Bruce McGough (Oregon State University)
 Monetary Policy, Endogenous Inattention, and the Volatility Trade-off
 Discussant:Guy Laroque (CREST – INSEE)
 10h00 - 11h00 
 Presenter:Luca Gambetti (UPF)

Evi Pappa (LSE and IGIER)

Fabio Canova (IGIER, UPF and CEPR)
 The Structural Dynamics of US Output and Inflation: What Explains the Changes?
 Discussant:Philippe Andrade (THEMA, University of Cergy)
 11h00 - 11h30 
 Coffee Break
 
 
 11h30 - 12h30 
 Presenter:Peter Hördahl (DG Research, ECB)

Oreste Tristani (DG Research, ECB)

David Vestin (DG Research, ECB)
 The Yield Curve and Macroeconomic Dynamics
 Discussant:Caroline Jardet (Banque de France)
 
12h30 - 14h30Lunch
 
 
14h30 - 17h00Fourth session:Structural VAR Models

Chair: Françoise Drumetz (Banque de France)
 14h30 - 15h30 
 Presenter: Gert Peersman (University of Ghent)
 Putting the New Keynesian Model to a Test: An SVAR Analysis with DSGE Priors
 Discussant:Stéphane Grégoir (CREST – INSEE) / Patrick Fève (University of Toulouse, GREMAQ, IDEI, and Banque de France)
 15h30 - 16h00 
 Coffee Break 
 16h00 - 17h00 
 Presenter:Martial Dupaigne (University of Toulouse, GREMAQ)
Patrick Fève (University of Toulouse, GREMAQ, IDEI, and   Banque de France)Julien Matheron (Banque de France)
 Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?
 Discussant:Fabien Tripier (ECONOMIX, University of Nanterre-Paris X)

Updated on: 10/25/2017 10:05