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
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
Thomas Drechsel, University of Maryland 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 Business School

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