Dear Friends,
The 13th annual DYNARE Conference (http://www.dynare.org) will be held
in Tokyo at Univesity of Tokyo on October 28-29, 2017. The conference
is organized by the Keio University and University of Tokyo, together
with Banque de France, DSGE-net, the Dynare project at CEPREMAP, and
JSPS KAKENHI Grant-in-Aid for Scientific Research (A) Grant Number 15H01939.
The DYNARE conference will feature the work of leading scholars in
dynamic macroeconomic modeling and provide an excellent opportunity to
present your own research results.
Nobuhiro Kiyotaki (Princeton University) and Tack Yun (Seoul National
University) will be plenary speakers.
Submissions of papers dealing with different aspects of DSGE modeling
and computational methods are all welcome. Papers using other software
tools than DYNARE or theoretical contributions are also encouraged.
Paper submission procedure: please submit a complete manuscript or a
detailed abstract in PDF format at http://dynare.mjui.fr
You need first to create an account on that server.
Deadline for submissions is May 15, 2017. Authors of accepted papers
will be informed by June 5, 2017.
Accepted papers will be automatically considered for publication in
the Dynare Working Papers series (http://www.dynare.org/wp)
conditional on the agreement of the submitter. Note that publication
in the Dynare WP does not prohibit submission to another working paper
series.
Contact: conference(a)dynare.org<mailto:conference@dynare.org>
Conference organizers: Kosuke Aoki (University of Tokyo), Ippei
Fujiwara (Keio University and ANU), Tomoyuki Nakajima (University of Tokyo),
Stéphane Adjemian (CEPREMAP and Université du Mans), Michel Juillard
(Banque de France).
--
Michel Juillard
Dear Dynare friends,
The Dynare Summer School 2016 will take place from June 6 to June 10,
2016 in Le Mans, France.
# Goals of the Summer School
The school will provide an introduction to Dynare and to Dynamic
Stochastic General Equilibrium (DSGE) modelling.
The courses will focus on simulation and estimation of DSGE models with
Dynare. It will be also the occasion to introduce the new features in
Dynare.
Participants will be given the opportunity to present a research
paper/work. At the end of each day a one hour slot will be reserved for
that purpose.
This Summer school is aimed at beginners as well as at more experienced
researchers. PhD students are encouraged to participate.
# Application
Interested people should apply by sending an email to
summerschool(a)dynare.org. Application should be done *no later than April
22, 2016*. You will have to attach a CV and a recent research paper.
Those willing to present a research paper/work should manifest their
intention in the email. We will confirm acceptance by April 25, 2016.
People working in organizations member of DSGE-net (Bank of Finland,
Banque de France, Capital Group, European Central Bank, Federal Reserve
Bank of Atlanta, Norges Bank, Sverige Riksbank, Swiss National Bank)
should register via their network representative.
# Registration Fee
Registration fee (including breakfasts, lunches, coffe breaks, one
diner, *and* accomodation): 450 €. Note that this year we had to prebook
the hotel rooms because none will be available when we will confirm
acceptance to the Summer school (the city hosts the 24 heures du Mans in
June).
# Workshop Animators
- Stéphane Adjemian (Université du Maine)
- Michel Juillard (Banque de France)
- Frédéric Karamé (Université du Maine)
- Johannes Pfeifer (University of Mannheim)
This workshop is organized with the support of Université du Maine,
CEPREMAP and DSGE-net.
# Preliminary Program
The preliminary program will be available soon on Dynare's website.
# Workshop Venue
Université du Maine
Avenue Olivier Messiaen
72000 Le Mans
France
# Workshop Organization
This is a “laptop only” workshop. Each participant is required to come
with his/her laptop computer with MATLAB version 7.5 (R2007b) or above
installed. We will provide WiFi access, but participants shouldn't rely
on it to access a MATLAB license server at their own institution. As an
alternative to MATLAB, it is possible to use GNU Octave (free software,
compatible with MATLAB syntax; see http://www.dynare.org/download/octave
for details on GNU Octave installation).
On behalf of the Dynare Team,
Stéphane.
--
Stéphane Adjemian
Université du Maine, Gains & Cepremap
The 12th annual DYNARE Conference (http://www.dynare.org) will be held in Rome at Banca d'Italia on September 29-30, 2016. The conference is organized by the Banca d'Italia, together with Banque de France, DSGE-net, and the Dynare project at CEPREMAP.
The DYNARE conference will feature the work of leading scholars in dynamic macroeconomic modeling and provide an excellent opportunity to present your own research results.
Pierpaolo Benigno (LUISS Guido Carli University and EIEF) and Raf Wouters (National Bank of Belgium) will be plenary speakers.
Submissions of papers dealing with different aspects of DSGE modeling and computational methods are all welcome. Papers using other software tools than DYNARE or theoretical contributions are also encouraged.
Paper submission procedure: please send a complete manuscript or a detailed abstract in PDF format at conference(a)dynare.org<mailto:conference@dynare.org>
Deadline for submissions is April 10, 2016. Authors of accepted papers will be informed by April 30, 2016.
Accepted papers will be automatically considered for publication in the Dynare Working Papers series (http://www.dynare.org/wp) conditional on the agreement of the submitter. Note that publication in the Dynare WP does not prohibit submission to another working paper series.
Contact: conference(a)dynare.org<mailto:conference@dynare.org>
Conference organizers: Andrea Gerali (Banca d'Italia), Michel Juillard (Banque de France), Alessandro Notarpietro (Banca d'Italia), and Massimiliano Pisani (Banca d'Italia).
--
Michel Juillard
CALL FOR PAPERS
The 11th annual DYNARE Conference (http://www.dynare.org) will be held in
Brussels at the National Bank of Belgium, on September 28-29, 2015. The conference is organized by the National Bank of Belgium together with Banque de France, DSGE-net, and the Dynare project at CEPREMAP.
The DYNARE conference will feature the work of leading scholars in dynamic macroeconomic modeling and provide an excellent opportunity to present your own research results.
Gianni Amisano (Federal Reserve Board) and Harald Uhlig (University of Chicago) will be plenary speakers.
Submissions of papers dealing with different aspects of DSGE modeling and computational methods are all welcome. Papers using other software tools than DYNARE or theoretical contributions are also encouraged.
Paper submission procedure: please send by email a complete manuscript or a detailed abstract in PDF format at conference(a)dynare.org
Deadline for submissions is June 15, 2015. Authors of accepted papers will be informed by July 10, 2015.
Accepted papers will be automatically considered for publication in the Dynare Working
Papers series (http://www.dynare.org/wp) conditional on the agreement of the submitter. Note
that publication in the Dynare WP does not prohibit submission to another working paper
series.
Contact: conference(a)dynare.org
Conference organizers: Michel Juillard (Banque de France), Pelin Ilbas (National Bank of Belgium) and Raf Wouters (National Bank of Belgium).
--
Michel Juillard
Dear Dynare friends,
The Dynare Summer School 2015 will take place from June 8 to June 12,
2015 in Paris, France.
Goals of the Summer School
The school will provide an introduction to Dynare and to Dynamic
Stochastic General Equilibrium (DSGE) modeling.
The courses will focus on simulation and estimation of DSGE models with
Dynare. It will be also the occasion to introduce the new features in
Dynare.
This Summer school is aimed at beginners as well as at more experienced
researchers. PhD students are encouraged to participate.
Application
Interested people should apply by sending an email to summerschool(a)dynare.org.
Application should be done before April 3, 2015. You will have to
attach a CV and a recent research paper (if you have any).
We will confirm acceptance by April 17, 2015.
People working in organizations member of DSGE-net (Bank of Finland,
Banque de France, Capital Group, European Central Bank, Federal Reserve
Bank of Atlanta, Norges Bank, Sverige Riksbank, Swiss National Bank)
should register via their network representative.
Registration Fee
* Registration fee for academics (including lunches and one diner,
but no accomodation): 150 €
* Registration fee for financial institutions not member of
DSGE-net (including lunches and one diner, but no accomodation):
1600 €
Workshop Animators
* Stéphane Adjemian (CEPREMAP and Université du Maine)
* Houtan Bastani (CEPREMAP)
* Michel Juillard (Banque de France)
* Frédéric Karamé (CEPREMAP and Université du Maine)
* Marco Ratto (Joint Research Centre, European Commission)
* Sébastien Villemot (OFCE)
This workshop is organized with the support of Banque de France,
CEPREMAP and DSGE-net.
Preliminary Program will be available soon on Dyane’s website.
Workshop Venue
Banque de France
31 rue Croix des Petits Champs
75001 Paris
France
Workshop Organization
This is a “laptop only” workshop. Each participant is required to come
with his/her laptop computer with MATLAB version 7.5 (R2007b) or above
installed. We will provide WiFi access, but participants shouldn't rely
on it to access a MATLAB license server at their own institution. As an
alternative to MATLAB, it is possible to use GNU Octave (free software,
compatible with MATLAB syntax; see http://www.dynare.org/download/octave
for details on GNU Octave installation).
Workshop Dressing Code
Business casual.
On behalf of the Dynare Team,
Stéphane.
--
Stéphane Adjemian
Université du Maine, Gains & Dynare Team
Dear DYNARE Users,
This is to announce that registrations are opened for the following Course.
Kind regards,
Marco Ratto
------------------------------------------------------------------------------------------------------------------
Identification analysis and global sensitivity analysis for
Macroeconomic Models.
Apr 22, 2015 9:30 AM
to
Apr 24, 2015 17:00 PM
Milan, Università Cattolica del Sacro Cuore, Italy
Contact: Marco Ratto, marco.ratto(a)jrc.ec.europa.eu
The scope of the course is to give a general introduction to methods of
identification and global sensitivity analysis, their DYNARE
implementation (identification toolbox and global sensitivity analysis
toolbox) and their application to Dynamic Stochastic General Equilibrium
(DSGE) macroeconomic models. The course will also provide a general
introduction to DYNARE.
The workshop will be animated by: S. Adjemian, M. Juillard, J. Maih, M.
Ratto, A. Rossi and organized by the Joint Research Centre (JRC) of the
European Commission and Università Cattolica del Sacro Cuore (Milano).
More info at:
https://ec.europa.eu/jrc/en/node/32123
Instructions for registration:
1) Register or login to ECAS (the European Commission Authentication
Service) from the link:
https://web.jrc.ec.europa.eu/rem/
2) Direct link to the registration page (when already registered to ECAS):
https://web.jrc.ec.europa.eu/rem/app.html#/subscription-form-screen/meeting…
-------------------------------------------------------------------------------------------------------------------------------------
Dear Dynare friends,
We are pleased to announce the release of Dynare 4.4.3.
This is a bugfix release.
The Windows packages are already available for download at:
http://www.dynare.org/download/dynare-stable
The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should
follow soon.
This release is compatible with MATLAB versions 7.3 (R2006b) to 8.4
(R2014a) and with GNU Octave versions 3.6 to 3.8.
Here is a list of the problems identified in version 4.4.2 and that
have been fixed in version 4.4.3:
- When loading a dataset in XLS, XLSX or CSV format, the first
observation was discarded.
- Reading data in an Excel-file with only one variable wasz leading
to a crash.
- When using the k_order_perturbation option (which is implicit at
3rd order) without the use_dll option, crashes or unexpected
behavior could happen if some 2nd or 3rd derivative evaluates to
zero (while not being symbolically zero)
- When using external function, Ramsey policy could crash or return
wrong results.
- For Ramsey policy, the equation numbers associated with the
Lagrange multipliers stored in M_.aux_vars were erroneously one too
low
- When updating deep parameters in the steady state file, the changes
were not fully taken into account (this was only affecting the
Ramsey policy).
- When using external functions and the bytecode option, wrong
results were returned (if second order derivates of the external
functions were needed).
- The confidence level for computations in estimation, conf_sig could
not be changed and was fixed at 0.9. The new option mh_conf_sig is
now used to set this interval
- Conditional forecasts with non-diagonal covariance matrix used an
incorrect decomposition of the covariance matrix. A Cholesky
factorization is used.
- Option geweke_interval was not effective, Dynare always defaulted
to the standard value.
- The mode_file option lacked backward compatibility with older
Dynare versions.
- Loading an mh_mode file with the mode_file option was broken.
- Using identification with var_exo_det leaded to crashes (the
preprocessor now returns an error if they are used simultaneously)
- The identification command did not print results if the initial
parameter set was invalid and then crashed later on if the MC
sample is bigger than 1
- Inconsistencies between static and dynamic models leaded to crashes
instead of error messages (only with block option).
- The use of external functions crashed the preprocessor when the
derivatives of the external function are explicitly called in the
model block. The preprocessor now forbids the use of external
functions derivates in the model block.
- Using the block option when a variable does not appear in the
current period crashed Dynare instead of providing an error
message.
On behalf of the Dynare Team,
Stéphane Adjemian
--
Université du Maine, Gains
Dynare Team
The 10th Dynare Conference is kindly hosted by Bank of France in Paris and will
take place September 18-19, 2014.
The conference will feature the work of leading scholars in dynamic macroeconomic modeling and provide an excellent opportunity to present your own research results.
Fabrice Collard (University of Bern) and Alejandro Justiniano (Federal Reserve Bank of Chicago) will be plenary speakers.
Submissions of papers dealing with different aspects of DSGE modeling and computational methods are all welcome. Papers using other software tools than DYNARE or theoretical contributions are also encouraged.
Accepted papers will be automatically considered for publication in the Dynare Working Papers series (http://www.dynare.org/wp) conditional on the agreement of the submitter. Note that publication in the Dynare WP does not prohibit submission to another working paper series.
The submission deadline is June 14, 2014. Acceptance decisions will be
sent by June 30, 2014.
The Dynare conference is sponsored by Bank of France, DSGE-net and the
DynareTeam at CEPREMAP.
Kind regards,
--
Michel Juillard
Dear Dynare friends,
We are pleased to announce the release of Dynare 4.4.2.
This is a bugfix release.
The Windows packages are already available for download at:
http://www.dynare.org/download/dynare-stable
The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
This release is compatible with MATLAB versions 7.3 (R2006b) to 8.2 (R2013b)
and with GNU Octave versions 3.6 to 3.8.
Here is a list of the problems identified in version 4.4.1 and that have been
fixed in version 4.4.2:
- Geweke convergence diagnostics was computed on the wrong sample if `mh_drop'
was not equal to the default of 0.5.
- The confidence level for computations in `estimation' (`conf_sig') could not
be changed and was fixed at 0.9.
- The `loglinear' option of `stoch_simul' was displaying the steady state of
the original values, not the logged ones, and was producing incorrect
simulations and simulated moments. Theoretical moments were unaffected.
- The `optim' option of `estimation (for setting options to `mode_compute')
was only working with at least MATLAB 8.1 (R2013a) or Octave 3.8.
- For unit root models, theoretical HP filtered moments were sometimes
erroneously displayed as NaN.
- Specifying an endogenous variable twice after the `estimation' command would
lead to a crash in the computation of moments.
- Deterministic simulations were crashing on some models with more than one
lead or one lag on exogenous variables.
- Homotopy in stochastic extended path with order greater than 0 was not
working correctly (during the homotopy steps the perfect foresight model
solver was called instead of the stochastic perfect foresight model solver).
- MCMC convergence diagnostics were not computed if `mh_replic' was less than
2000; the test now relies on the total number of iterations (this only makes
a difference if option `load_mh_file' is used).
On behalf of the Dynare Team,
--
Sébastien Villemot
Researcher in Economics
Dynare developer
http://www.dynare.org/sebastien
Dear Dynare friends,
The Dynare Summer School 2014 will take place from June 9 to June 13,
2014 in Paris, France.
Goals of the Summer School
The school will provide an introduction to Dynare and to Dynamic
Stochastic General Equilibrium (DSGE) modeling.
The courses will focus on simulation and estimation of DSGE models with
Dynare. It will be also the occasion to introduce the new features in
Dynare 4.5 (still to be released).
Junior Maih (Norges Bank) will be the guest speaker, and will present
the Markov-Switching rational expectations modelling with the RISE
toolbox.
This Summer school is aimed at beginners as well as at more experienced
researchers. PhD students are encouraged to participate.
Application
Interested people should apply online at:
http://www.dynare.org/ocs/index.php/summerschool/ss2014/
Application should be done before March 21, 2014. You will have to
upload a CV and a recent research paper.
We will confirm acceptance by March 31, 2014.
People working in organizations member of DSGE-net (Bank of Finland,
Banque de France, Capital Group, European Central Bank, Federal Reserve
Bank of Atlanta, Norges Bank, Sverige Riksbank, Swiss National Bank)
should register via their network representative.
Registration Fee
* Registration fee for academics (including lunches and one diner,
but no accomodation): 150 €
* Registration fee for financial institutions not member of
DSGE-net (including lunches and one diner, but no accomodation):
1600 €
Workshop Animators
* Stéphane Adjemian (CEPREMAP and Université du Maine)
* Houtan Bastani (CEPREMAP)
* Michel Juillard (Banque de France)
* Frédéric Karamé (CEPREMAP and Université du Maine)
* Junior Maih (Norges Bank)
* Marco Ratto (Joint Research Centre, European Commission)
* Sébastien Villemot (CEPREMAP)
This workshop is organized with the support of Banque de France,
CEPREMAP and DSGE-net.
Preliminary Program
See:
http://www.dynare.org/ocs/index.php/summerschool/ss2014/schedConf/program
Workshop Venue
Banque de France
31 rue Croix des Petits Champs
75001 Paris
France
Workshop Organization
This is a “laptop only” workshop. Each participant is required to come
with his/her laptop computer with MATLAB version 7.5 (R2007b) or above
installed. We will provide WiFi access, but participants shouldn't rely
on it to access a MATLAB license server at their own institution. As an
alternative to MATLAB, it is possible to use GNU Octave (free software,
compatible with MATLAB syntax; see http://www.dynare.org/download/octave
for details on GNU Octave installation).
Workshop Dressing Code
Business casual.
On behalf of the Dynare Team,
--
Sébastien Villemot
Researcher in Economics
Dynare developer
http://www.dynare.org/sebastien