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Release of Dynare 4.4.2
by Sébastien Villemot 04 Mar '14

04 Mar '14

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

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Dynare Summer School 2014
by Sébastien Villemot 18 Feb '14

18 Feb '14

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

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Release of Dynare 4.4.1
by Sébastien Villemot 17 Jan '14

17 Jan '14

Dear Dynare friends, We are pleased to announce the release of Dynare 4.4.1. This release contains a few changes to the user interface and fixes various bugs. It also adds compatibility with Octave 3.8. 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) should follow soon. All users are encouraged to upgrade. This release is compatible with MATLAB versions 7.3 (R2006b) to 8.2 (R2013b) and with GNU Octave versions 3.6 to 3.8. * Changes to the user interface: - The syntax introduced in 4.4.0 for conditional forecast in a deterministic setup was removed, and replaced by a new one that is better suited to the task. More precisely, such deterministc forecast are no longer done using the `conditional_forecast' command. The latter is replaced by a group of commands: `init_plan', `basic_plan' and `flip_plan'. See the reference manual for more details. - Changes to the reporting module: option `annualAverages' to `addTable' has been removed (use option `tableDataRhs' to `addSeries' instead); option `vlineAfter' to `addTable' now also accepts a cell array. - Changes to the date and time series classes: implement broadcasting for operations (+,-,* and /) between `dseries' class and scalar or vectors; add the possibility of selecting an observation within a time series using a formatted string containing a date. * Bugs and problems identified in version 4.4.0 and that have been fixed in version 4.4.1: - In MS-SBVAR, there was a bug preventing the computation of impulse responses on a constant regime. - Under Octave, after modifying the MOD file, the changes were not taken into account at the first Dynare run, but only at the second run. On behalf of the Dynare Team, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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Release of Dynare 4.4.0
by Sébastien Villemot 16 Dec '13

16 Dec '13

Dear Dynare users and friends, We are pleased to announce the release of Dynare 4.4.0. This major release adds new features and fixes various bugs. The Windows packages are already available for download at: http://www.dynare.org/download/dynare-stable The Mac and Debian/Ubuntu packages should follow soon. All users are strongly encouraged to upgrade. This release is compatible with MATLAB versions ranging from 7.3 (R2006b) to 8.2 (R2013b) and with GNU Octave version 3.6. Here is the list of major user-visible changes: * New major algorithms: - Extended path at order 1 and above, also known as “stochastic extended path”. This method is triggered by setting the `order' option of the `extended_path' command to a value greater than 0. Dynare will then use a Gaussian quadrature to take into account the effects of future uncertainty. The time series for the endogenous variables are generated by assuming that the agents believe that there will no more shocks after period t+order. - Alternative algorithms for computing decision rules of a stochastic model, based on the cycle reduction and logarithmic reduction algorithms. These methods are respectively triggered by giving `dr = cycle_reduction' or 'dr = logarithmic_reduction' as an option to the `stoch_simul' command. - Pruning now works with 3rd order approximation, along the lines of Andreasen, Fernández-Villaverde and Rubio-Ramírez (2013). - Computation of conditional forecast using an extended path method. This is triggered by the new option `simulation_type = deterministic' in the `conditional_forecast' command. In this case, the `expectation' command in the `conditional_forecast_paths' block has to be used to indicate the nature of expectations (whether shocks are a surprise or are perfectly anticipated). - Endogenous priors as in Christiano, Trabandt and Walentin (2011). Those are triggered by the new option `endogenous_prior' of the `estimation' command. * Other algorithmic improvements: - New command `model_diagnostics' to perform various sanity checks on the model. Note: in the past, some users may have used a preliminary MATLAB function implementing this; the new command has the same syntax, except that you shouldn't pass any argument to it. - Terminal conditions of perfect foresight simulations can now be specified in growth rates. More specifically, the new option `differentiate_forward_vars' of the `model' block will create auxiliary forward looking variables expressed in first differences or growth rates of the actual forward looking variables defined in the model. These new variables have obvious zero terminal conditions whatever the simulation context and this in many cases helps convergence of simulations. - Convergence diagnostics for single chain MCMC à la Geweke (1992, 1999). - New optimizer for the posterior mode (triggered by `mode_compute=10'): it uses the simpsa algorithm, based on the combination of the non-linear simplex and simulated annealing algorithms and proposed by Cardoso, Salcedo and Feyo de Azevedo (1996). - The automatic detrending engine has been extended to work on models written in logs. The corresponding trend variable type is `log_trend_var', and the corresponding deflator type is `log_deflator'. * New features in the user interface: - New set of functions for easily creating PDF reports including figures and tables. See the “Reporting” section in the reference manual for more details. - New MATLAB/Octave classes for handling time series. See the “Time series” section in the reference manual for more details. - Datafiles in CSV format can now be used for estimation. - New macro processor `length' operator, returns the length of an array. - New option `all_values_required' of `initval' and `endval' blocks: enforces initialization of all endogenous and exogenous variables within the block. - Option `ar' can now be given to the `estimation' command. - New options `nograph', `nointeractive' and `nowarn' to the `dynare' command, for a better control of what is displayed. - New option `nostrict' to the `dynare' command, for allowing Dynare to continue processing when there are more endogenous variables than equations or when an undeclared symbol is assigned in `initval' or `endval'. - The information on MCMC acceptance rates, seeds, last log posterior likelihood, and last parameter draw are now saved on the disk and can be displayed with `internals --display-mh-history' or loaded into the workspace with `internals --load-mh-history'. - New options `mode_check_neighbourhood_size', `mode_check_symmetric_plots' and `mode_check_number_of_points', for a better control of the diagnostic plots. - New option `parallel_local_files' of `model' block, for transferring extra files during parallel computations. - New option `clock' of `set_dynare_seed', for setting a different seed at each run. - New option `qz_zero_threshold' of the `check', `stoch_simul' and `estimation' commands, for a better control of the situation where a generalized eigenvalue is close to 0/0. - New `verbatim' block for inclusion of text that should pass through the preprocessor and be placed as is in the `modfile.m' file. - New option `mcmc_jumping_covariance' of the `estimation' command, for a better control of the covariance matrix used for the proposal density of the MCMC sampler. - New option `use_calibration' of the `estimated_params_init', for using the calibration of deep parameters and the elements of the covariance matrix specified in the `shocks' block as starting values for the estimation. - New option `save_draws' of the `ms_simulation' command. - New option `irf_plot_threshold' of the `stoch_simul' and `estimation' commands, for a better control of the display of IRFs which are almost nil. - New option `long_name' for endogenous, exogenous and parameter declarations, which can be used to declare a long name for variables. That long name can be programmatically retrieved in `M_.endo_names_long'. * Miscellaneous changes - The deciles of some posterior moments were erroneously saved in a field `Distribution' under `oo_'. This field is now called `deciles', for consistency with other posterior moments and with the manual. Similarly, the fields `Mean', `Median', `HPDsup', `HPDinf', and `Variance' are now consistently capitalized. - The console mode now implies the `nodisplay' option. * Bugs and problems identified in version 4.3.3 and that have been fixed in version 4.4.0: - In an `endval' block, auxiliary variables were not given the right value. This would not result in wrong results, but could prevent convergence of the steady state computation. - Deterministic simulations with `stack_solve_algo=0' (the default value) were crashing if some exogenous had a lag strictly greater than 1. - When using the `mode_file' option, the initial estimation checks were not performed for the loaded mode, but for the original starting values. Thus, potential prior violations by the mode only appeared during estimation, leading to potentially cryptic crashes and error messages. - If a shock/measurement error variance was set to 0 in calibration, the correlation matrix featured a 0 instead of a 1 on the diagonal, leading to wrong estimation results. - In the presence of calibrated covariances, estimation did not enforce positive definiteness of the covariance matrix. - Estimation using the `diffuse_filter' option together with the univariate Kalman filter and a diagonal measurement error matrix was broken. - A purely backward model with `k_order_solver' was leading to crashes of MATLAB/Octave. - Non-linear estimation was not skipping the specified presample when computing the likelihood. - IRFs and theoretical moments at order > 1 were broken for purely forward-looking models. - Simulated moments with constant variables was leading to crashes when displaying autocorrelations. - The `osr' command was sometimes crashing with cryptic error messages because of some unaccounted error codes returned from a deeper routine. - The check for stochastic singularity during initial estimation checks was broken. - Recursive estimation starting with the pathological case of `nobs=1' was crashing. - Conditional variance decomposition within or after estimation was crashing when at least one shock had been calibrated to zero variance. - The `estimated_params_init' and `estimated_params_bounds' blocks were broken for correlations. - The `filter_step_ahead' option was not producing any output in Bayesian estimation. - Deterministic simulations were sometimes erroneously indicating convergence although the residuals were actually NaN or Inf. - Supplying a user function in the `mode_compute' option was leading to a crash. - Deterministic simulation of models without any exogenous variable was crashing. - The MS-SBVAR code was not updating files between runs on Windows. This means that if a MOD file was updated between runs in the same folder and a `file_tag' was not changed, then the results would not change. - The `ramsey_policy' command was not putting in `oo_.planner_objective_value' the value of the planner objective at the optimum. * References: - Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2013): “The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,” NBER Working Paper, 18983 - Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): “The simplex simulated annealing approach to continuous non-linear optimization,” Computers chem. Engng, 20(9), 1065-1080 - Christiano, Lawrence J., Mathias Trabandt and Karl Walentin (2011): “Introducing financial frictions and unemployment into a small open economy model,” Journal of Economic Dynamics and Control, 35(12), 1999-2041 - Geweke, John (1992): “Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments,” in J.O. Berger, J.M. Bernardo, A.P. Dawid, and A.F.M. Smith (eds.) Proceedings of the Fourth Valencia International Meeting on Bayesian Statistics, pp. 169-194, Oxford University Press - Geweke, John (1999): “Using simulation methods for Bayesian econometric models: Inference, development and communication,” Econometric Reviews, 18(1), 1-73 On behalf of the Dynare Team, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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DYNARE Course on Identification and Sensitivity analysis 2013
by Marco Ratto 10 Jun '13

10 Jun '13

Dear Dynare friends, The Course on Identification and Sensitivity Analysis for DSGE models 2013 will take place from September 16 to September 18, 2013 in Ispra, Italy. INFO http://ipsc.jrc.ec.europa.eu/events.php?idx=92 GOALS OF THE COURSE 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. Michel Juillard (Banque de France) and Sebastien Villemot (CEPREMAP) will be the guest speakers. This course is aimed at beginners as well as at more experienced researchers. PhD students are encouraged to participate. REGISTRATION Interested people should apply online. Follow the info at: http://ipsc.jrc.ec.europa.eu/events.php?idx=92 We strongly encourage to register *before July 31, 2013*. REGISTRATION FEE No fee is due WORKSHOP VENUE Joint Research Centre - European Commission 21027 Ispra (VA) Italy http://ec.europa.eu/dgs/jrc/ WORKSHOP ORGANIZATION This is a "portable only" workshop. Each participant is required to come with his/her portable computer with MATLAB version 7.0 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; seehttp://www.dynare.org/download/octave for details on GNU Octave installation). WORKSHOP ANIMATORS - Marco Ratto (Joint Research Centre, European Commission) - Christophe Planas (Joint Research Centre, European Commission) - Alessandro Rossi (Joint Research Centre, European Commission) - Michel Juillard (Banque de France) - Sébastien Villemot (CEPREMAP) -- Marco Ratto, Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 9217 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

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9th Dynare Conference (call for papers)
by Michel Juillard 15 Apr '13

15 Apr '13

The 9th annual DYNARE Conference (http://www.dynare.org) will be held in Shanghai, at the Shanghai University of Finance and Economics (SUFE), on October 29-30, 2013. The conference is organized by the Shanghai University of Finance and Economics (SUFE) together with Bank of 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. Chris Sims (Princeton University) and Oreste Tristani (European Central Bank) 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, fill out the paper submission form available at http://www.dynare.org/ocs/index.php/conference/conf2013 and upload a complete manuscript or a detailed abstract in PDF format. Deadline for submissions is May 31, 2013. Authors of accepted papers will be informed by June 30, 2013. We encourage that authors also submit their papers to a special issue of Frontiers of Economics in China (FEC)? All submissions are subject to peer review. FEC (http://iar.shufe.edu.cn/structure/iar/fec/) is one of the few English language economics journals in China and is under the umbrella of Frontiers in China, the largest series of Chinese academic journals. SUFE is expecting to include 8-10 papers in the special issue to be published in 2014. 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: Kevin Huang (Vanderbilt University), Michel Juillard (Bank of France), and Tao Zha (Federal Reserve Bank of Atlanta). Local organizers: Guan Gong (SUFE) and Fang Wang (SUFE) -- Michel Juillard

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Release of Dynare 4.3.3
by Sébastien Villemot 12 Apr '13

12 Apr '13

Dear Dynare friends, We are pleased to announce the release of Dynare 4.3.3. 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) should follow soon. All users are encouraged to upgrade. The new release is compatible with MATLAB versions ranging from 7.0 (R14) to 8.1 (R2013a) and with GNU Octave versions ranging from 3.2 to 3.6. Here is a list of the problems identified in version 4.3.2 and that have been fixed in version 4.3.3: - Estimation with measurement errors was wrong if a correlation between two measurement errors was calibrated - Option `use_dll' was broken under Windows - Degenerate case of purely static models (no leads/no lags) were not correctly handled - Deterministic simulations over a single period were not correctly done - The sensitivity call `dynare_sensitivity(identification=1,morris=2)' was buggy when there are no shocks estimated - Calls to `shock_decomposition' after using `selected_variables_only' option fail - Sometimes, only the last open graph was saved, leading to missing and duplicate EPS/PDF graphs - Forecasting after maximum likelihood estimation when not forecasting at least one observed variables (`var_obs') was leading to crashes - Some functionalities were crashing with MATLAB 8.1/R2013a (bytecode, MS-SBVAR) - Sometimes only the first order autocorrelation of `moments_varendo' was saved instead of all up to the value of `ar' option On behalf of the Dynare Team, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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Dynare Summer School 2013
by Sébastien Villemot 08 Mar '13

08 Mar '13

Dear Dynare friends, The Dynare Summer School 2013 will take place from June 24 to June 28, 2013 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 4.4 (to be released before the Summer School). Tao Zha (Federal Reserve Bank of Atlanta) will be the guest speaker, and will present the Markov-Switching tools 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 online at: http://www.dynare.org/ocs/index.php/summerschool/ss2013/ Application should be done *before April 14, 2013*. You will have to upload a CV and a recent research paper. We will confirm acceptance by April 22, 2013. 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 VENUE Banque de France 31 rue Croix des Petits Champs 75001 Paris France WORKSHOP ORGANIZATION This is a “portable only” workshop. Each participant is required to come with his/her portable computer with MATLAB version 7.0 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. WORKSHOP ANIMATORS - Stéphane Adjemian (CEPREMAP and Université du Maine) - Michel Juillard (Banque de France) - Ferhat Mihoubi (CEPREMAP and Université d’Évry) - Marco Ratto (Joint Research Centre, European Commission) - Sébastien Villemot (CEPREMAP) - Tao Zha (Federal Reserve of Atlanta) 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/ss2013/schedConf/program -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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Dynare source code now hosted on GitHub
by Sébastien Villemot 01 Mar '13

01 Mar '13

Dear Dynare friends, The source code of Dynare is now hosted on the GitHub platform, at the following address: https://github.com/DynareTeam/dynare We made this decision to migrate to GitHub because we think that it will facilitate contributions to the Dynare project. We welcome patches (either bugfixes or new features) submitted through Pull Requests. You can also report bugs or express your wishes for new features, by opening an Issue (before doing so, please make sure that what you report is really a bug or a missing feature: user support does not belong to GitHub, but to the Dynare forums; please also make sure that your issue is not already reported). Of course, the main website where latest news, documentation and binary downloads are hosted is unchanged and remains: http://www.dynare.org See you on GitHub, -- Sébastien Villemot Researcher in Economics Dynare developer http://www.dynare.org/sebastien

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CfP: CEF2013 in Vancouver
by Michel Juillard 04 Feb '13

04 Feb '13

Dear Friends, I'm forwarding the call for papers for CEF 2013 in Vancouver. Apologizes to those of you have already received it. Papers dealing with original usage of Dynare can be submitted to Mathias Trabandt. All the best, Michel ----------------------------- > Conference Announcement and Call for Papers > http://www.comp-econ.org/CEF_2013 > > 19TH INTERNATIONAL CONFERENCE ON COMPUTING IN ECONOMICS AND FINANCE (CEF 2013) > Presented by the Society for Computational Economics > Sponsored by Simon Fraser University > July 10 through 12, 2013 – Vancouver, BC Canada > > The 19th Annual Conference on Computing in Economics and Finance (CEF 2013) > will take place at the Sheraton Wall Centre Hotel in Vancouver, BC Canada from > Wednesday, July 10 through Friday, July 12, 2013. The program will cover all > areas dealing with the computational aspects (broadly defined) of economics, > finance, and decision making. > > Program Committee Co-Chairs > Kenneth Kasa, Simon Fraser University - Canada > Paul Klein, Simon Fraser University - Canada > > Program Committee > Robert Amano, Bank of Canada - Canada > Mikhail Anufriev, University of Technology, Sydney - Australia > William Branch, University of California, Irvine - USA > Shu-Heng Chen, National Chengchi University - Taiwan > Ramo Gençay, Simon Fraser University - Canada > Viktoria Hnatkovska, University of British Columbia - Canada > Cars Hommes, University of Amsterdam/CeNDEF - The Netherlands > Blake LeBaron, Brandeis University - USA > Yulei Luo, University of Hong Kong - Hong Kong SAR > Thomas Lux, Universität Kiel - Germany > Bruce Mizrach, Rutgers University - USA > Makoto Nakajima, Federal Reserve Bank of Philadelphia - USA > Kristoffer Nimark, Universitat Pompeu Fabra - Spain > Michael Reiter, Institute for Advanced Studies - Austria > John Stachurski, Australian National University - Australia > Irina Telyukova, University of California San Diego - USA > Bart Taub, Durham University - UK > Mathias Trabandt, Federal Reserve Board of Governors - USA > > Plenary Speakers > John C. Williams > President and Chief Executive Officer, > Federal Reserve Bank of San Francisco > > Jesús Fernández-Villaverde > Professor of Economics > University of Pennsylvania > > William A. Brock > Vilas Research Professor of Economics > University of Wisconsin > Professor of Economics > University of Missouri > > Submissions > You are invited to submit a paper. Completed manuscripts or extended > abstracts can be submitted electronically via Conference Maker at > https://editorialexpress.com/cgi-bin/conference/conference.cgi?action=login… > > During submission you will be prompted to select a topic area from list below > which best describes the subject of your paper. Joint-authored papers should be > submitted by the author who is planning to present the paper. Presenters will > be limited to one paper each. > > Main Topic Areas > Agent-based modeling > Artificial/experimental markets > Asset pricing > Computational methods > Dynamic games > DSGE/business cycle modeling > Economic dynamics > Development and growth > Finance and financial crises > Fiscal policy > Heterogeneous-agent modeling > Inflation dynamics > Learning and evolutionary economics > Macro theory > Market structure > Monetary policy > Monte Carlo methods > Open-economy models and international macro > Optimal and robust control > Optimization and solution methods > Search and labor markets > Time series models > Volatility modeling > > Deadlines > Abstract submissions must be received on or before February 15, 2013 > Authors of accepted papers will be notified by April 1, 2013 > Registration for accepted papers must be completed and paid by May 15, 2013 > Full papers should be uploaded to Conference Maker by June 1, 2013 > > Pre-Conference Workshops > Details will be announced on the conference website. > > Student Prizes > The SCE sponsors cash prizes for the best graduate student paper presented at > the Conference. Details for eligibility and submission procedure are posted on > the conference website. Deadline for entry of complete paper is March 15, > 2013. > > Registration and Conference Information > All presenters, including those whose papers have been invited or solicited > by members of the program committee, will be expected to register and pay fees > to attend the conference. Details concerning the conference, including > instructions for registration and hotel reservations, etc., will be posted on > the conference website as information becomes available. Please visit the > website http://www.comp-econ.org/CEF_2013 for updated information, or direct > your questions via email to cef2013(a)simplemeetings.com. > > Please distribute this announcement to potential participants. -- Michel Juillard

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