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The Macroeconomics of Uncertainty Shocks: Evidence, Models, and Methods

Jesus Fernandez-Villaverde

Masterclass

Jesus Fernandez-Villaverde (University of Pennsylvania)

Monday 14th - Tuesday 15th March 2016

Location: Charter Suite, CILIP, 7 Ridgmount Street, London WC1E 7AE

Centre for Macroeconomics

A Dynamic Economic and Monetary Union
Centre for Microdata Methods and Practice

Sponsored by CfM, ADEMU and Cemmap

Programme

Monday 14th March
08:30-09:00 Registration and coffee
09:00-10:30 Session 1: Empirical evidence: time-varying volatility in the time series and cross-section
10:30-11:00 Coffee break
11:00-12:30 Session 2: How to build a DSGE model with uncertainty shocks
12:30-13:30 Lunch
13:30-15:00 Session 3: Solution methods
15:00-15:30 Coffee break
15:30-17:00 Session 4: The econometrics of uncertainty shocks
Tuesday 15th March
09:00-09:30 Morning coffee
09:30-11:00 Session 5: The econometrics of uncertainty shocks (continued)
11:00-11:30 Coffee break
11:30-13:00 Session 6: Applications

Masterclass organised by Morten Ravn (UCL)

Outline
Pre-requisites
References
Registration form
PhD Delegate Reimbursement

If you have any further queries, please contact the Event Manager, Nirusha Vigi