DSGE Models in Macroeconomics – Estimation, Evaluation, and New Developments
Dynamic stochastic general equilibrium (DSGE) models have become an established framework of reference in empirical macroeconomics. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, they are now widely used in policy analysis and academic discourse to address questions in monetary economics and business cycle research, and to inform policy interventions. The continued success of DSGE models will rest on a sustained ability to meet key challenges and improve upon the main modeling paradigm both in terms of its theoretical foundations and its econometric implementation.
The aim of this call for papers is to produce a research volume that examines key aspects of modern DSGE research. Possible topics include, but are not limited to:
Selected papers will appear in Advances in Econometrics: DSGE Models in Macroeconomics – Estimation, Evaluation and New Developments (Volume 28, 2012). The volume will be co-edited by Nathan Balke (Southern Methodist University), Fabio Canova (University of Pompeu Fabra – Barcelona), Fabio Milani (University of California – Irvine), and Mark Wynne (Federal Reserve Bank of Dallas).
Please e-mail extended abstracts or complete papers no later than August 15, 2011, to the Advances in Econometrics Series Editors:
Professor Thomas Fomby, Southern Methodist University: email@example.com
Professor R. Carter Hill, Louisiana State University: firstname.lastname@example.org
Professor Ivan Jeliazkov, University of California, Irvine: email@example.com
A research conference for contributors will be held November 4-6, 2011, in Dallas on the SMU campus. Review of complete manuscripts will commence in late November, 2011, and will be completed in Spring, 2012. Accepted articles will appear in print in Fall, 2012.
Advances in Econometrics, published by Emerald Group Publishing, Ltd., is a research annual whose editorial policy is to publish original articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research. To that end, authors should be able to provide, upon request, computer programs and data used in their articles. For more information on the Advances in Econometrics series and the titles and contents of previous volumes, see http://faculty.smu.edu/tfomby/aie.htm.