SI 2019 Dynamic Equilibrium Models
Organized by S. Borağan Aruoba, Jesús Fernández-Villaverde, and Frank Schorfheide
July 11-12, 2019
Royal Sonesta Hotel, Edwin H. Land Blvd., Cambridge, MA
Wednesday, July 10
6:00 pm
Clambake at the Royal Sonesta Hotel
Thursday, July 11
12:00 pm
Lunch
1:00 pm

The Neo-Fisher Effect: Econometric Evidence from Empirical and Optimizing Models (slides)

Martín Uribe, Columbia University and NBER
2:00 pm

Sectoral Media Focus and Aggregate Fluctuations

Ryan Chahrour, Cornell University and NBER
Kristoffer Nimark, Cornell University
Stefan Pitschner, CUNY Queens College School of Business
3:00 pm
Break
3:30 pm

Global Robust Bayesian Analysis in Large Models

Paul Ho, Federal Reserve Bank of Richmond
4:30 pm

Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models

Wouter J. den Haan, London School of Economics and Political Science (LSE)
Thomas Drechsel, University of Maryland, College Park and NBER
5:30 pm
Adjourn
Friday, July 12
12:00 pm
Lunch
1:00 pm

Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models

Adrien Auclert, Stanford University and NBER
Bence Bardoczy, Federal Reserve Board of Governors
Matthew Rognlie, Northwestern University and NBER
Ludwig Straub, Harvard University and NBER
2:00 pm

Imperfect Risk-Sharing and the Business Cycle

David W. Berger, Duke University and NBER
Luigi Bocola, Stanford University and NBER
Alessandro Dovis, University of Pennsylvania and NBER
3:00 pm
Break
3:30 pm

Twin Defaults and Bank Risk Taking

Caterina Mendicino, European Central Bank
Kalin Nikolov, European Central Bank
Juan Rubio Ramírez, Emory University
Javier Suarez, CEMFI
Dominik Supera, Columbia University
4:30 pm

Understanding Bank and Nonbank Credit Cycles: A Structural Exploration

Ceyhun Bora Durdu, Federal Reserve Board of Governors
Molin Zhong, Federal Reserve Board of Governors
5:30 pm
Adjourn