Dynare Summer School

Goals of Summer School

The school will provide an introduction to the DYNARE package and to Dynamic Stochastic General Equilibrium (DSGE) modeling. DYNARE is a free MATLAB toolbox for simulating and estimating DSGE models.

The courses will focus on simulation, estimation of DSGE models as well as computation of optimal policy. It will be also the occasion to introduce the new features in Dynare 4.2 and 4.3 (to be released this Summer).

This year, results from the European Research project, MONFISPOL, on optimal monetary and fiscal policy, will be presented. 

This Summer school is aimed at beginners as well as at more experienced researchers. PhD students are encouraged to participate.

Application

Interested people should send a CV and a recent research paper to: Hanane Bahala (hanane.bahala@ens.fr) BEFORE MARCH 31, 2011.

We will confirm acceptance by April 15, 2011. People working in organizations member of DSGE-net (Bank of Finland, Bank of France, Capital Group, Federal Reserve Bank of Atlanta, Norges Bank, Sverige Riksbank, Swiss National Bank) should register via their network representative.

Registration fee

• Registration fee for academics (including lunches and one diner, but no accomodation): 300 €

• Registration fee for financial institutions not member of DSGE-net (including lunches and one diner, but no accomodation): 1600 €
  

Workshop organization

This is a “portable only” workshop. Each participant is required to come with his/her portable computer with MATLAB (version>6.5.1) or GNU Octave (version 3.2 or above).

Workshop venue

Holiday Inn Express,
68 Quai de la Seine,
75019 Paris.

Workshop dressing code

Casual.

Workshop animators

• Stéphane Adjemian
• Michel Juillard
• Ferhat Mihoubi

• Sébastien Villemot
• Joe Pearlman (London Metropolitan University) on partial information and LQ approximation
• Marco Ratto (JRC, Ispra) identification and sensitivity
• Sebastian Schmidt (Goethe University, Frankfurt) macroeconomic models database