The 2024 iteration of the workshop will focus on the following topics:
– An update on Dynare – new & prospective features (IRF matching; homotopy improvements for perfect foresight; Sequential Monte Carlo; HANK).
– Simulating and estimating non-linear models in Dynare (Use of models in forecasting context; Estimating models with occasionally binding; constraints in Dynare).
– Contributions from the audience and open discussion: “Estimating and simulating models for policy analysis and research: lessons learned, issues, needs.”
– Roundtable (Selected in-depth presentations).
The 2023 iteration of the workshop focused on the following topics:
- An update on Dynare – New features and future plans
- Advanced estimation options: dive into optimizers, posterior sampling, and diagnostics options available in Dynare; estimation of large models: trends, sectors, multi-country; GMM/SMM
- Simulating and estimating non-linear models in Dynare: use of stochastic simulations to explore stochastic properties of policies; estimating models at higher order with nonlinear filters in Dynare. Feasibility/size constraints and best practices.
The 2022 iteration of the workshop focused on:
- Solving and estimating non-linear models in Dynare (occasionally binding constraints: the OccBin toolkit in Dynare and also on Stochastic extended path)
- Contributing to the Dynare project: general principles; introduction to git; the Dynare repository: issues, debugging, pull requests.
- Roundtable: “Dealing with large-scale models used in policy institutions: lessons learned, issues, needs.