SI 2021 Dynamic Equilibrium Models
Organized by S. Borağan Aruoba, Jesús Fernández-Villaverde, and Frank Schorfheide
July 15-16, 2021
on Zoom.us

Thursday, July 15

Format: 45 minutes for presentations followed by 15 minutes for discussion

1:00 pm

How are Expectations Formed? Lessons from Surveys

Yuriy Gorodnichenko, University of California, Berkeley and NBER

2:00 pm

Economic Theories and Macroeconomic Reality

Francesca Loria, Federal Reserve Board of Governors
Christian Matthes, University of Notre Dame
Mu-Chun Wang, Deutsche Bundesbank

3:00 pm

Quantitative Easing and Inequality

Donggyu Lee, Federal Reserve Bank of New York

4:00 pm

Studying Unusual Shocks in our Usual Models

Filippo Ferroni, Federal Reserve Bank of Chicago
Jonas Fisher, Federal Reserve Bank of Chicago
Leonardo Melosi, European University Institute

5:00 pm

Adjourn

Friday, July 16

Format: 45 minutes for presentations followed by 15 minutes for discussion

1:00 pm

Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data

Juan Antolin-Diaz, London Business School
Thomas Drechsel, University of Maryland, College Park and NBER
Ivan Petrella, University of Warwick

2:00 pm

Pathways to Persistence

Vasco M. Carvalho, University of Cambridge
Margit Reischer, Georgetown University

3:00 pm

Solving Heterogeneous Agent Models with the Master Equation (slides)

Adrien Bilal, Stanford University and NBER

4:00 pm

Price Setting with Strategic Complementarities as Mean Field Games

Fernando E. Alvarez, University of Chicago and NBER
Francesco Lippi, Luiss University
Takis Souganidis, University of Chicago

5:00 pm

Adjourn