Course: Identification analysis and global sensitivity analysis for Macroeconomic Models

The 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. The course will also provide a general introduction to DYNARE. More information and preliminary program are available here.

The course is organised by the Joint Research Centre (JRC) of the European Commission. Organizers: Marco Ratto, Massimo Giovannini, Stefan Hohberger.

External Speakers: Stéphane Adjemian (Univ. Maine); Michel Juillard (Banque de France), Junior Maih (Norges Bank), Johannes Pfeifer (Univ. Köln).

Instructions for registration:

  1. Register or login to ECAS (the European Commission Authentication Service) here
  2. Direct link to the registration page (when already registered to ECAS) here