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Welcome to the website for the

Joint BoE-EARG-MMF Research Workshop on

How Should DSGE Models Be Estimated?

held on 18 December 2015 at the

United Kingdom

It was organised by Alessandra Ferrari, Alexander Mihailov and James Reade, all at the Economic Analysis Research Group (EARG), University of Reading, in collaboration with the Bank of England (BoE) and the Money, Macro and Finance (MMF) Research Group.

The invited speakers were:

Paul Levine, University of Surrey

Alexander Mihailov, University of Reading

Michael Pitt, University of Warwick

Konstantinos Theodoridis, Bank of England

This joint research workshop aimed to discuss current methods and key problems in the estimation of dynamic stochastic general equilibrium (DSGE) models of the macroeconomy that are the “workhorse” at present at both academic and policymaking institutions. We intended to revisit the main issues in light of the frontier of research in this field from a theoretical/macroeconomic as well as an econometric/statistical perspective. See additional information and programme (flier in pdf).