Recent Developments in VAR Modelling
Workshop on 20 May 2005
The aim of this workshop is to consider recent developments within the economic VAR literature. The set of presented papers offer a broad range of insights regarding the current use of VAR methodology and where future directions may lead.
The workshop is jointly organised by the Centre for Applied Macroeconomic Analysis, the Federal Reserve Bank of Atlanta and the Reserve Bank of New Zealand. The full program is listed below.
Conference Programme
Reserve Bank of New Zealand, Wellington, Friday May 20, 2005
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8:30 |
Coffee |
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8:50 |
Professor Viv Hall (CAMA, Victoria University) Opening Comments |
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Morning Session: Chair - Aaron Drew (RBNZ) |
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9:00 9:40 |
Adrian Pagan (CAMA, ANU), "Some Issues in Using VARs for Macroeconometric Research",(PDF 1458KB) joint with Renee Fry (CAMA, ANU) Discussant: K Peren Arin (Massey University) General Discussion |
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10:00 10:40 10:50 |
Paolo Giordani (UNSW), "Efficient Bayesian Inference for Discussant: John Haywood (Victoria University of Wellington) General Discussion |
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11:00 |
Coffee |
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11:30 12:10 12:20 |
Juan Rubio-Ramirez (Federal Reserve Bank of Atlanta), "A,B,C's (and D)'s for Understanding VARs" (PDF 275KB), joint with Jesus Fernandez-Villaverde (University of Pennsylvania) and Thomas Sargent (NYU) General Discussion |
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12:30 |
Lunch |
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Afternoon Session: Chair - Shaun Vahey (RBNZ) |
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2:00 2:40 2:50 |
Christie Smith (RBNZ), "Taking the S out of New Zealand SVARs" Discussant: Renee Fry (ANU, CAMA) General Discussion |
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3:00 3:40 3:50 |
James Nason (Federal Reserve Bank of Atlanta), "Identifying the New Keynesian Phillips Curve" (PDF 324KB), with Gregor W. Smith (Queen's University) Discussant: Kirdan Lees (RBNZ) General Discussion |
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4:00 |
Workshop ends |
Conference Participants
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K Peren Arim |
Massey University, CAMA |
