Programme: - High-frequency Monitoring of Growth-at-Risk; - Uncertain Kingdom: Nowcasting GDP and revisions; - Real-time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis; - Nowcasting Tail Risks to Economic Activity with Many Indicators; - Advances in Nowcasting...

Most DSGE model used by policy institutions are generally of large scale and little attention is generally paid to issues like model misspecification, model evaluation, model reduction and re-specification. This course offers hints on how one can address these all these issues in a unified way...

The 24th EABCN training school will be a three days course on 'Advances in Bayesian Analysis of DSGE Models' taught by Professor Frank Schorfheide (University of Pennsylvania). The course will cover the recent advances in the Bayesian analysis of dynamic stochastic general equilibrium (DSGE)...

Prof. Lawrence J. Christiano ( Northwestern University) Tentative course outline: 1. Structural Vector Autoregressions 2. Estimation of a DSGE model 3. Monetary policy analysis of DSGE models 4. Areas for further development of DSGE models 5. Applications of monetary policy analysis with DSGE models

Topics: I. Forecast Evaluation A. Review of standard results B. Comparison of a small number of non-nested models: Diebold / Mariano / West (DMW) statistic; asymptotic irrelevance C. Comparison of a small number of nested models D. Comparison of a large number of models II. Present value models...