SI 2023 Workshop on Methods and Applications for Dynamic Equilibrium Models

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

July 13-14, 2023

Longfellow Room BC

Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us

Conference Code of Conduct

Thursday, July 13
12:00 pm
Lunch
1:00 pm
Christopher Gust, Federal Reserve Board
Edward P. Herbst, Federal Reserve Board
David López-Salido, Federal Reserve Board

Inflation Expectations under Finite Horizon Planning
2:00 pm
Jean-Paul L'Huillier, Brandeis University
Gregory Phelan, Williams College

Can Supply Shocks Be Inflationary with a Flat Phillips Curve? (slides)
3:00 pm
Break
3:30 pm
Daniel Lewis, University College London
Karel Mertens, Federal Reserve Bank of Dallas

Dynamic Identification Using System Projections on Instrumental Variables
4:30 pm
Andrea Carriero, Queen Mary University of London
Todd Clark, Federal Reserve Bank of Cleveland
Massimiliano Marcellino, Bocconi University
Elmar Mertens, Deutsche Bundesbank

Shadow-Rate VARs (slides)
5:30 pm
Adjourn
Friday, July 14
12:00 pm
Lunch
1:00 pm
Vladimir Smirnyagin, Yale University
Aleh Tsyvinski, Yale University and NBER

Macroeconomic and Asset Pricing Effects of Supply Chain Disasters
2:00 pm
Ambrogio Cesa-Bianchi, Bank of England
Andrea Ferrero, University of Oxford

The Transmission of Keynesian Supply Shocks (slides)
3:00 pm
Break
3:30 pm
Alessandro Lin, Bank of Italy
Marcel Peruffo, European Central Bank

Aggregate Uncertainty, HANK, and the ZLB (slides)
4:30 pm
Hanno Kase
Leonardo Melosi, Federal Reserve Bank of Chicago
Matthias Rottner, Deutsche Bundesbank

Estimating Nonlinear Heterogeneous Agents Models with Neural Networks
5:30 pm
Adjourn