SI 2026 Workshop on Methods and Applications for Dynamic Equilibrium Models
Organized by S. Borağan Aruoba, Luigi Bocola, Jesús Fernández-Villaverde, and Christian K. Wolf
July 15-16, 2026
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA
Format: Authors will be given the full 50 minutes of each session, with questions during the presentation.
Wednesday, July 15
12:00 pm
Lunch
1:00 pm

Estimating the Aggregate Implications of Incomplete Markets using an Incomplete Model

Marcus Hagedorn, University of Oslo
Iourii Manovskii, University of Pennsylvania and NBER
Sean P. McCrary, The Ohio State University
Kurt Mitman, Institute for International Economic Studies
1:50 pm

Time-Consistent Public Good Provision in Heterogeneous Agent Economies

Giovanni L. Violante, Princeton University and NBER
Francois Le Grand, ESSEC Business School
Matthew Pitcock, Princeton University
Xavier Ragot, Sciences Po
2:40 pm
Break
3:00 pm

The Investment Channel of Monetary Policy: Disentangling Firm Heterogeneity

Thomas Drechsel, University of Maryland, College Park and NBER
Davide Melcangi, Federal Reserve Bank of New York
Daniel Lewis, University College London
Laura Pilossoph, Duke University and NBER
3:50 pm

Resilience vs. Fragility: Global Properties of Economies with Endogenous Production Networks

Simone Cerreia-Vioglio, Bocconi University
Roberto Corrao, Stanford University
Joel P. Flynn, Yale University and NBER
Giacomo Lanzani, Harvard University
4:40 pm
Break
5:00 pm

Attention-Based Vector Autoregressions

Juan Antolin-Diaz, Massachusetts Institute of Technology
Juan Rubio-Ramírez, Emory University
5:50 pm
Adjourn
Thursday, July 16
12:00 pm
Lunch
1:00 pm

How Small is Small? Non-linearities in Heterogeneous Agent Models

Javier Bianchi, Federal Reserve Bank of Minneapolis
Greg Kaplan, The University of Chicago and NBER
1:50 pm

Higher-Order Perturbation in Sequence Space: the Certainty Correspondence

Adrien Auclert, Stanford University and NBER
Rodolfo Rigato, European Central Bank
Matthew Rognlie, Northwestern University and NBER
Ludwig Straub, Harvard University and NBER
2:40 pm
Break
3:10 pm

An Odd Approximation of Inflation for State Dependent Pricing Models

Al-Mahdi Ebsim, New York University
Luca Gagliardone, Yale University
Mark Gertler, New York University and NBER
Simone Lenzu, Federal Reserve Bank of New York
Joris Tielens, National Bank of Belgium
4:00 pm

Strike while the Iron is Hot: Optimal Monetary Policy under State Dependent Pricing

Peter Karadi, European Central Bank
Anton A. Nakov, European Central Bank
Galo Nuño, Banco de España
Ernesto Pastén, Central Bank of Chile
Dominik Thaler, Banco de España
4:50 pm
Adjourn