Notice:
This event occurs in the past.
MATLAB Part 1
Tuesday, June 6, 2023 from 10:00 am to 11:30 am
- In-person event
- Kanta Marwah Seminar Room (Loeb D-880), Loeb Building, Carleton University
- 1125 Colonel By Drive, Ottawa, ON, K1S 5B6
- Contact
- Court Lindsay, CourtneyLindsay@cunet.carleton.ca
The Centre for Monetary and Financial Economics at the Department of Economics presents an OCGSE workshop called MATLAB Part 1 with speaker Sergio Lago Alves (Economist, Central Bank of Brazil, currently a visiting scholar at Carleton University and the University of Ottawa). MATLAB Part 2: An Introduction to NK-DSGE Models: Theory and Application Workshop is a two-day workshop that follows on June 14th and 15th that you can register for HERE.
Day: June 6, 2023 from 10:00 am – 11:30 am
Location: Dr. Kanta Marwah Seminar Room (Loeb D-880)
Audience: this workshop is intended for PhD students in Economics, but MA students and 4th year students are also welcome.
Participants need to bring a laptop with MATLAB and Dynare installed on it to this workshop.
This workshop covers estimating DSGE models in DYNARE, using Bayesian approaches and Monte Carlo Sampling. Some Matlab knowledge is advisable, but not required. However, previous Dynare knowledge of simulating dynamic models is highly advisable.
About the Speaker: Sergio Lago Alves has a Ph.D. in Economics from the University of California Santa Cruz (UCSC). His current work focuses on trend inflation, monetary policy, sticky expectations, forecast surveys, unemployment and search frictions, central bank digital currencies (CBDC), Monte Carlo inference and quantitative methods. He has published peer-reviewed articles at Journal of Monetary Economics (JME), and Journal of Money, Credit and Banking (JMCB). He has refereed papers for Economic Modelling, European Economic Review Plus, and Brazilian Review of Econometrics.