Identification in Macroeconomics
Warsaw, 17-18 December 2014
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
- Fabio Canova (European University Institute and CEPR)
- Ivana Komunjer (University of California, San Diego)
- Daniel F. Waggoner (Federal Reserve Bank of Atlanta)
- Tao Zha (Federal Reserve Bank of Atlanta, Emory University and NBER)
Should you have any questions, please contact: firstname.lastname@example.org
Participation in the Workshop is free of charge.
The Workshop will be held in English.
The Workshop will take place at the premises of Narodowy Bank Polski, 11/21 Świętokrzyska Street, Warsaw, Grabski Hall.