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Research Events

Methods and Applications for DSGE Models Workshop

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.

Conference Organizers

  • 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


Friday, November 4, 2022
9:00 a.m. Understanding Post-COVID Inflation
Martin Harding, Bank of Canada
Jesper Linde, International Monetary Fund
Mathias Trabandt, Goethe University Frankfurt
Discussant: Saroj Bhattarai, University of Texas at Austin
10:00 a.m. Break
10:30 a.m. Relative Price Shocks and Inflation
Francisco Ruge-Murcia, McGill University
Alexander Wolman, Federal Reserve Bank of Richmond
Discussant: Carola Binder, Haverford College
11:30 a.m. Incorporating Diagnostic Expectations into the New Keynesian Framework
Jean-Paul L’Huillier, Federal Reserve Bank of Cleveland and Brandeis University
Sanjay R. Singh, University of California, Davis
Donghoon Yoo, Osaka University
Discussant: Cosmin Ilut, Duke University
12:30 p.m. Break
2:00 p.m. Inflation Measured Every Day Keeps Adverse Responses Away
Margaret Jacobsen, Federal Reserve Board
Christian Matthes, Indiana University
Todd Walker, Indiana University
Discussant: Miguel Acosta, Federal Reserve Board
3:00 p.m. Break
3:30 p.m. Inflation and Real Activity over the Business Cycle
Francesco Bianchi, Johns Hopkins University and NBER
Giovanni Nicolo, Federal Reserve Board
Dongho Song, Johns Hopkins University
Discussant: Domenico Giannone, Amazon
4:30 p.m. A Simple Explanation of Countercyclical Uncertainty
Joshua Bernstein, Indiana University
Michael Plante, Federal Reserve Bank of Dallas
Alexander Richter, Federal Reserve Bank of Dallas
Nathaniel Throckmorton, College of William and Mary
Discussant: Ross Doppelt, Penn State University
Saturday, November 5, 2022
9:00 a.m. Searching for Hysteresis
Luca Benati, University of Bern
Thomas Lubik, Federal Reserve Bank of Richmond
Discussant: Thomas Drechsel, University of Maryland
10:00 a.m. Break
10:30 a.m. The Signaling Effects of Fiscal Announcements
Leonardo Melosi, Federal Reserve Bank of Chicago
Hiroshi Morita, Hosei University
Francesco Zanetti, University of Oxford
Discussant: Sarah Zubairy, Texas A&M and NBER
11:30 a.m. Filtering with Limited Information
Thorsten Drautzburg, Federal Reserve Bank of Philadelphia
Jesús Fernández-Villaverde, University of Pennsylvania and NBER
Pablo Guerron-Quintana, Boston College
Dick Oosthuizen, University of Pennsylvania
Discussant: Ed Herbst, Federal Reserve Board
12:30 p.m. Lunch / Departure