SI 2019 Dynamic Equilibrium Models

S. Borağan Aruoba, Jesús Fernández-Villaverde, and Frank Schorfheide, Organizers

July 11-12, 2019

Longfellow Room

Royal Sonesta Hotel, Edwin H. Land Blvd., Cambridge, MA

Conference Code of Conduct

Wednesday, July 10
6:00 pm
Clambake at the Royal Sonesta Hotel
Thursday, July 11
12:00 pm
Lunch
1:00 pm
Martín Uribe, Columbia University and NBER

The Neo-Fisher Effect: Econometric Evidence from Empirical and Optimizing Models (slides)
2:00 pm
Ryan Chahrour, Cornell University
Kristoffer Nimark, Cornell University
Stefan Pitschner, CUNY Queens College School of Business

Sectoral Media Focus and Aggregate Fluctuations
3:00 pm
Break
3:30 pm
Paul Ho, Federal Reserve Bank of Richmond

Global Robust Bayesian Analysis in Large Models
4:30 pm
Wouter J. den Haan, London School of Economics
Thomas Drechsel, University of Maryland

Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models
5:30 pm
Adjourn
Friday, July 12
12:00 pm
Lunch
1:00 pm
Adrien Auclert, Stanford University and NBER
Bence Bardoczy, Federal Reserve Board
Matthew Rognlie, Northwestern University and NBER
Ludwig Straub, Harvard University and NBER

Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models
2:00 pm
David W. Berger, Duke University and NBER
Luigi Bocola, Stanford University and NBER
Alessandro Dovis, University of Pennsylvania and NBER

Imperfect Risk-Sharing and the Business Cycle
3:00 pm
Break
3:30 pm
Caterina Mendicino, European Central Bank
Kalin Nikolov, European Central Bank
Juan Rubio Ramírez, Emory University
Javier Suarez, CEMFI
Dominik Supera, Columbia Business School

Twin Defaults and Bank Risk Taking
4:30 pm
Ceyhun Bora Durdu, Federal Reserve Board
Molin Zhong, Federal Reserve Board

Understanding Bank and Nonbank Credit Cycles: A Structural Exploration
5:30 pm
Adjourn