SI 2022 Dynamic Equilibrium Models
Organized by S. Borağan Aruoba, Jesús Fernández-Villaverde, and Frank Schorfheide
July 14-15, 2022
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us
Thursday, July 14
12:00 pm
Lunch
1:00 pm

Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

Francesco Bianchi, Johns Hopkins University and NBER
Sydney C. Ludvigson, New York University and NBER
Sai Ma, Federal Reserve Board of Governors
2:00 pm

The Long-Run Phillips Curve is ... a Curve

Guido Ascari, University of Pavia
Paolo Bonomolo, De Nederlandsche Bank
Qazi Haque, The University of Adelaide
3:00 pm
Break
3:30 pm

Finite-State Markov-Chain Approximations: A Hidden Markov Approach

Eva F. Janssens, University of Michigan
Sean P. McCrary, The Ohio State University
4:30 pm

Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts (slides)

Ina Hajdini, Federal Reserve Bank of Cleveland
André Kurmann, Drexel University
5:30 pm
Adjourn
Friday, July 15
12:00 pm
Lunch
1:00 pm

The Unequal Economic Consequences of Carbon Pricing (slides)

Diego R. Kaenzig, Northwestern University and NBER
2:00 pm

Endogenous Production Networks under Supply Chain Uncertainty

Alexandr Kopytov, University of Rochester
Bineet Mishra, Cornell University
Kristoffer Nimark, Cornell University
Mathieu Taschereau-Dumouchel, Cornell University
3:00 pm
Break
3:30 pm

Information and Wealth Heterogeneity in the Macroeconomy (slides)

Tobias Broer, Institute for International Economic Studies
Alexandre N. Kohlhas, University of Oxford
Kurt Mitman, CEMFI
Kathrin Schlafmann, Copenhagen Business School
4:30 pm

Inequality and Business Cycles

Florin O. Bilbiie, University of Cambridge
Giorgio Primiceri, Northwestern University and NBER
Andrea Tambalotti, Amazon, Inc.
5:30 pm
Adjourn