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Dynamic Stochastic General-Equilibrium Modeling: 10th Annual Advances in Econometrics Conference

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  • Mark A. Wynne

Abstract

The Globalization and Monetary Policy Institute and economics department at Southern Methodist University cosponsored the 10th annual Advances in Econometrics Conference in 2011. The conference highlighted progress made in the development of dynamic stochastic general-equilibrium (DSGE) models for use in monetary policy analysis.

Suggested Citation

  • Mark A. Wynne, 2011. "Dynamic Stochastic General-Equilibrium Modeling: 10th Annual Advances in Econometrics Conference," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 39-42.
    • Handle: RePEc:fip:feddgm:00013
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    References listed on IDEAS

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    1. Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2006. "SIGMA: A New Open Economy Model for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
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    6. Zhongjun Qu & Denis Tkachenko, 2010. "Identification and Frequency Domain QML Estimation of Linearized DSGE Models," Boston University - Department of Economics - Working Papers Series WP2010-053, Boston University - Department of Economics.
    7. Frank Smets & Rafael Wouters, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
    8. Marvin Goodfriend & Robert G. King, 1997. "The New Neoclassical Synthesis and the Role of Monetary Policy," NBER Chapters, in: NBER Macroeconomics Annual 1997, Volume 12, pages 231-296, National Bureau of Economic Research, Inc.
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