Methods and Applications for DSGE Models Workshop
November 04–05, 2022 Dallas Fed
The Federal Reserve Bank of Dallas and National Bureau of Economic Research (NBER) are co-sponsoring the midyear meeting of the NBER’s “Methods and Applications for DSGE Models” working group on Friday, November 4, and Saturday, November 5, 2022, at the Federal Reserve Bank of Dallas. As in previous years, the subject of the workshop is broadly empirical macroeconomics, with an emphasis on research based on dynamic stochastic general equilibrium (DSGE) models. This includes methodological contributions; advances in DSGE modeling such as the incorporation of heterogeneity, learning mechanisms and asset pricing features; and specific applications.
- Jesús Fernández-Villaverde, University of Pennsylvania
- Karel Mertens, Federal Reserve Bank of Dallas
- Giorgio Primiceri, Northwestern University
- Alexander Richter, Federal Reserve Bank of Dallas
- Frank Schorfheide, University of Pennsylvania
Call for Papers
- If you have a paper that you would like to present, please upload a copy at the NBER website.
- Submission deadline: August 15, 2022