FMI-ESRC-PSE (Chaire Banque de France) : Advances in Numerical Methods for Economics
Workshop : Advances in Numerical Methods for Economics
June 28, 2013
IMF Headquaters 2, Conference Hall
HQ2-01A-250A&B Washington, D.C.
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AGENDA - 8:15–8:45 am Registration. Coffee and tea are served.
- 8:45–9:00 am Opening Remarks — Wouter den Haan
.............................. - 9:00–9:40 am Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models, Kenneth L. Judd, Lilia Maliar and Serguei Maliar
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- 9:40–10:20 am Margin Regulation and Asset Prices, Johannes Brumm, Michael Grill, Felix Kubler, and Karl Schmedders
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- 10:40–11:20 am Idiosyncratic Risk and the Dynamics of Aggregate Consumption : a Likelihood-Based Perspective, Alisdair McKay
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- 11:20 am–12:00 pm The Method of Moderation, Christopher Carroll
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- 12:00–12:40 pm Financing Investment with Long-Term Debt and Uncertainty Shocks, Michael Michaux and Francois Gourio
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- 1:40–2:20 pm GPU Computing in economics, Eric Aldrich
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- 2:20–3:00 pm Advances in Numerical Dynamic Programming and New Applications, Yongyang Cai and Kenneth L. Judd
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- 3:00–3:20 pm Model Standardization, Efficient Compilation Schemes and Solution Algorithms, Pablo Winant
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- 4:00–4:40 pm Unemployment (Fear), Precautionary Savings, and Aggregate Demand, Wouter den Haan, and Pontus Rendahl
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- 4:40–5:20 pm Solving Nonlinear Rational Expectations Models by Approximating the Stochastic Equilibrium System, Michael Evers
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Workshop Coordinators
Raphael Espinoza—International Monetary Fund
Romain Ranciere—International Monetary Fund and Paris School of Economics
Pablo Winant—Paris School of Economics and London Business School
Wouter den Haan—London School of Economics and Centre for Macroeconomics (CFM)
Chifundo Moya—International Monetary Fund