Monetary and Fiscal Policy Study Group

Contents:
Contact Person
Purpose
Meetings
Next Meeting ...
Reading List

Contact:

Organizer:

Signe Krogstrup

Rigot, Office R6

Tel: 022 908 59 21

Purpose

To study the modeling framework for open economy monetary and fiscal policy, and to become acquainted with new research (theoretical and empirical) in this field. A member of the group presents and derives an item from the reading list agreed on in advance at each meeting. Everyone attending the meeting reads the item in advance.

Participants: Ahmet, Alessandro, Andrea, Cinzia, Ghislaine, Laurent, Signe, (Hans?)

Schedule:

 

Date and Time Leading the discussion Topics Readings
June 29, 2pm Sébastien Wälti

Sebastien started the derivation of the Gali closed economy monetary modeling framework.

What we did: 1) Review of key empirical facts. 2) Baseline framework for analysis: utility maximization and demand, and firm behavior. 3) Equilibrium with flexible prices as benchmark analysis.

*Gali (2002): Section 1, 2:1 – 2:4

 

Woodford CH 1. (Will not be discussed by Sebastien directly)

 

Extra copies of Sebastien's handwritten "Lecture Notes" can be picked up in Signe's office.

 

20 July, 2pm Sébastien Wälti Sebastien finished the derivation of the closed economy Gali stuff, discussion of optimal monetary policy, and the Rules versus Discretion debate (we did the discretion case). The session was based on the same handout as last time. There are still extra copies in Signe's office.

*Gali (2002)

            Section 5

*Clarida, Gali and Gertler (1999), whole paper.

22 September 2004, 14:15 Signe Krogstrup A few technical issues in Sébastien's derivation of the clarida gali gertler model were discussed, and Signe went over some overall issues of the small open economy version of this model (e.g. brute force derivation of the NKPC, role of the TOT in open econ models, based on Gali and Monacelli (2003). Signe's notes (derivation of Gali and Monacelli, 2003) are available per email upon request.

*Sebastien's Notes

*Gali and Monacelli (2003)

 

18th November, 16:00 in R3

Alessandro Flamini There will be a brief discussion of the Obstfeld Rogoff (1995) paper, in particular its main assumptions and contribution in terms of methodology. The main focus of the session however will be on the model presented in Corsetti and Pensenti (2001). Assumptions, results and methodology will be highlighted. The two abovementioned papers share the methodology in modelling sticky prices, but the latter is more attached to the recent literature.

*Corsetti and Pesenti (2004)

*Obstfeld and Rogoff (1995)

*Corsetti and Pesenti (2001) (link below)

7th Dec, 18:00 in R3  Andrea and Cinzia  Optimal Fiscal Policy in a Monetary Union. Working paper by Gali and Monacelli (2004).  *Gali and Monacelli (2004) 

13th Jan, 16:00 in R3

Signe  Heterogenous Firms and Macroeconomic Dynamics: The Harrod Balassa-Samuelson Effect endogenized..  *Melitz and Ghironi (2004)
TBA  Cinzia  TBA   
       
       
       

Reading / Topic List (tentative, send me your comments):

 

Monetary Policy Analysis

New Keynesian:

 

The “Gali” Framework:

Closed economy:

Open Economy

 

Redux :

 

 

A Real Business Cycles Model

 

Other:

 

Fiscal Policy Analysis

New Keynesian Closed Economy (only just being developed)

RBC Models:

 

Empirical Research

Seminal Papers??

New Research ????

Laurent, you have references for this topic?

 

Background Stuff

Surveys

 

Method