2nd PIER Workshop on Quantitative Tools for Macroeconomic Policy Analysis

May 9-13, 2016

ARCH Building

3601 Locust Walk

University of Pennsylvania

Philadelphia, PA 19104

 ARCH building photo

 

Gallery of lectures and events

Professor Frank Schorfheide's lecture on Recent Advances in the Econometric Analysis of Dynamic Stochastic General Equilibrium Models
Professor Frank Schorfheide's lecture on Recent Advances in the Econometric Analysis of Dynamic Stochastic General Equilibrium Models
Professor Francis Diebold's lecture on Empirical Methods for Financial and Macroeconomic Monitoring, Modeling, Forecasting and Interconnectedness
Professor Francis Diebold's lecture on Empirical Methods for Financial and Macroeconomic Monitoring, Modeling, Forecasting and Interconnectedness
Professor Enrique Mendoza's lecture on Nonlinear Models of Financial Crises and Macroprudential Regulation.
Professor Enrique Mendoza's lecture on Nonlinear Models of Financial Crises and Macroprudential Regulation.
Professor Thomas J. Sargent, the distinguished guest speaker's lecture A History of U.S. Debt Limits
Professor Thomas J. Sargent, the distinguished guest speaker's lecture A History of U.S. Debt Limits
Professor Guillermo Calvo, the distinguished speaker's lecture From Chronic Inflation to Chronic Deflation -- Liquidity Mischief
Professor Guillermo Calvo, the distinguished speaker's lecture From Chronic Inflation to Chronic Deflation -- Liquidity Mischief
Professor Harold Cole's lecture Sovereign Debt Crises: Some Data and Some Theory
Professor Harold Cole's lecture Sovereign Debt Crises: Some Data and Some Theory
Workshop attendees
Workshop attendees
Casual time
Mingling
Dinner
PIER Dinner
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Course Units

(each unit with six hours of lectures plus three hours of lab sessions and materials)

1) Empirical Methods for Financial and Macroeconomic Monitoring, Modeling, Forecasting and Interconnectedness taught by Francis X. Diebold, Paul F. and Warren S. Miller Professor of Economics

2) Recent Advances in the Econometric Analysis of Dynamic Stochastic General Equilibrium Models taught by Frank Schorfheide, Professor of Economics

3) Nonlinear Models of Financial Crises and Macroprudential Regulation taught by Enrique G. Mendoza, Presidential Professor of Economics

Half-day Workshop on Public Debt Sustainability

Tools for evaluating the sustainability of government debt using fiscal reaction functions, simulations of a two-country dynamic general equilibrium model, and a model of default on domestic public debt, taught by Enrique G. Mendoza, Presidential Professor of Economics

Plenary Lectures

Distinguished Guest Speaker:  Thomas J. Sargent 

Professor of Economics, New York University

A History of U.S. Debt Limits

Distinguished Guest Speaker: Guillermo A. Calvo

Professor of Economics, International and Public Affairs, Columbia University

From Chronic Inflation to Chronic Deflation: Liquidity Mischief

Penn Faculty Lecture: Harold L. Cole

Professor of Economics, University of Pennsylvania

Sovereign Debt Crises: Some Data and Some Theory