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.
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