Workshop: "Identification in Macroeconomics"

Страна: Польша

Город: Warsaw

Тезисы до: 28.09.2014

Даты: 17.12.14 — 18.11.14

Область наук: Экономические;

Е-мейл Оргкомитета:

Организаторы: Narodowy Bank Polski


The problem of model identification is common to all sciences where we postulate existence of the underlying structure. Models used in macroeconomics are no exception. To identify the model means to be able to conduct unambiguous economic analysis on the basis of the model. Since unidentified models can not be used as "arguments' providers" in economic policy debates, the identification issue is very important. As resolving the identification problem is a very first step in developing any model methodology one may be surprised that two of the most popular model methodologies used in applied macro i.e. Structural Vector AutoRegression (SVAR) and Dynamic Stochastic General Equilibrium (DSGE) models, are not yet fully explored from the identification perspective. The aim of the workshop is to bring researchers from all over the world who are dissatisfied with this state of affairs. Since the topic of our workshop is ambitious we gained the best possible support from the well known experts in the field.

TOPICS: We encourage submission of papers that deal more or less with theoretical or practical aspects of identification in macro models. If you identify your recent work within this rubric the workshop is a great opportunity to present such a work. More specifically, suitable topics include (but are not confined to):
1. Identification in DSGE, SVAR and possibly other models used in macro-modeling
2. Bayesian approach vs identification problem
3. Sign restrictions
4. Theory of identification

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