Applied Macro: Estimation of Structural Macro Models

Speaker(s) Type Length Chair
Alessia Paccagnini Cristina Fuentes-Albero Benny Hartwig Gabriel Arce-Alfaro Marco Del Negro Contributed
8:30
120
mins
Claudia Foroni

Papers

(Listed in order of speakers above)

Dealing with the VARMA Representation of DSGE Models

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Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother

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Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model

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Monetary Policy Uncertainty and Inflation Expectations

Estimating HANK: Macro Time Series and Micro Moments