Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models

Jesús Fernández-Villaverde, Karel Mertens, Giorgio Primiceri, Alexander W. Richter, and Frank Schorfheide, Organizers

November 4-5, 2022

Federal Reserve Bank of Dallas

Conference Code of Conduct

Friday, November 4
8:30 am
Continental Breakfast
9:00 am
Martin Harding, Bank of Canada
Jesper Lindé, Sveriges Riksbank
Mathias Trabandt, Goethe University Frankfurt

Understanding Post-Covid Inflation Dynamics
Discussant: Saroj Bhattarai, University of Texas at Austin
10:00 am
Break
10:30 am
Francisco Ruge-Murcia, McGill University
Alexander L. Wolman, Federal Reserve Bank of Richmond

Relative Price Shocks and Inflation (slides)
Discussant: Carola Binder, Haverford College and NBER
11:30 am
Jean-Paul L'Huillier, Brandeis University
Sanjay R. Singh, Federal Reserve Bank of San Francisco and UC Davis
Donghoon Yoo, University of Lausanne

Incorporating Diagnostic Expectations into the New Keynesian Framework
Discussant: Cosmin L. Ilut, Duke University and NBER
12:30 pm
Lunch
2:00 pm
Margaret M. Jacobson, Federal Reserve Board
Christian Matthes, Indiana University
Todd B. Walker, Indiana University

Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission
Discussant: Miguel Acosta, Federal Reserve Board
3:00 pm
Break
3:30 pm
Francesco Bianchi, Johns Hopkins University and NBER
Giovanni Nicolò, Federal Reserve Board
Dongho Song, Johns Hopkins University

Inflation and Real Activity over the Business Cycle
Discussant: Domenico Giannone, Amazon
4:30 pm
Joshua Bernstein, Indiana University
Michael Plante, Federal Reserve Bank of Dallas
Alexander W. Richter, Indiana University
Nathaniel A. Throckmorton, William & Mary

A Simple Explanation of Countercyclical Uncertainty
Discussant: Ross Doppelt, Pennsylvania State University
5:30 pm
Adjourn
Saturday, November 5
8:30 am
Continental Breakfast
9:00 am
Luca Benati, University of Bern
Thomas Lubik, Federal Reserve Bank of Richmond

Searching for Hysteresis
Discussant: Thomas Drechsel, University of Maryland and NBER
10:00 am
Break
10:30 am
Leonardo Melosi, Federal Reserve Bank of Chicago
Hiroshi Morita, Hitotsubashi University
Francesco Zanetti, University of Oxford

The Signaling Effects of Fiscal Announcements
Discussant: Sarah Zubairy, Texas A&M University and NBER
11:30 am
Thorsten Drautzburg, Federal Reserve Bank of Philadelphia
Jesús Fernández-Villaverde, University of Pennsylvania and NBER
Pablo A. Guerrón-Quintana, Boston College
Dick Oosthuizen, University of Pennsylvania

Filtering with Limited Information
Discussant: Edward P. Herbst, Federal Reserve Board
12:30 pm
Lunch and Adjourn