If you wish to attend this Workshop, please let Sharon Swann know by
Tuesday 23rd January
[log in to unmask], fax: +44 1223 335299, places are limited!
Centre for International Macroeconomics and Finance (CIMF),
Cambridge Finance, University of Cambridge
Global Macroeconomic Modelling Workshop
Winstanley Lecture Theatre,
Trinity College, Cambridge
Monday, 5th February 2007
Programmme:
10:00 Registration and coffee
10:30 Clive Granger (UC, San Diego): Keynote Presentation on Global
Macroeconomic Modelling
Discussant: Hashem Pesaran (Cambridge)
12:00 Lunch – The Old Kitchens, Trinity College
13:00 Francis Cripps (Alphametrics) “Financial Linkages and Monetary
Policy in the World Economy”
Discussant: Julia Darby (Strathclyde)
14:00 Ray Barrell (NIESR) and Dawn Holland (NIESR) “Trade related
spillovers from fiscal policy in Europe”
Discussant: Kevin Lee (Leicester)
15:00 Tea
15:20 Stephane Dees (ECB), Sean Holly (Cambridge), Hashem Pesaran
(Cambridge) and Vanessa Smith (Cambridge) “Long Run Macroeconomic
Relations in the Global Economy”
Discussant: Stephen Hall (Leicester)
16:20 Mardi Dungey (Cambridge) and Adrian Pagan (QUT) “Revisiting an SVAR
model of the Australian economy”
Discussant: George Kapetanios (Queen Mary College)
17:30 Workshop close
Description
There are a number of different empirical modelling frameworks currently
in use for macroeconomic modelling. On a global level, the linkages
between countries and markets are crucial for model properties. This
workshop brings together a number of alternative views on solving this
problem with practical applications, covering structural models, stock-
flow models, the GVAR and potential New Keynesian extensions.
In addition, Professor Granger, will give a keynote address on his recent
work concerning global modelling efforts.
Sponsored by Oxford University Press to mark the publication of Global and
National Macroeconometric Modelling: A Long-Run Structural Approach by
Tony Garratt, Kevin Lee, M. Hashem Pesaran and Yoncheol Shin
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