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
Thursday, July 13 | ||
12:00 pm | Lunch | |
1:00 pm |
Christopher Gust, Federal Reserve Board of Governors Edward P. Herbst, Federal Reserve Board of Governors David López-Salido, Federal Reserve Board of Governors Inflation Expectations under Finite Horizon Planning |
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2:00 pm |
Jean-Paul L'Huillier, Brandeis University Gregory Phelan, Williams College Can Supply Shocks Be Inflationary with a Flat Phillips Curve? |
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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 |
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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 |
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5:30 pm | Adjourn | |
Friday, July 14 | ||
12:00 pm | Lunch | |
1:00 pm |
Vladimir Smirnyagin, University of Virginia Aleh Tsyvinski, Yale University and NBER Macroeconomic and Asset Pricing Effects of Supply Chain Disasters |
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2:00 pm |
Ambrogio Cesa-Bianchi, Bank of England Andrea Ferrero, University of Oxford The Transmission of Keynesian Supply Shocks |
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3:00 pm | Break | |
3:30 pm |
Alessandro Lin, Bank of Italy Marcel Peruffo, European Central Bank Aggregate Uncertainty, HANK, and the ZLB |
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4:30 pm |
Hanno Kase Leonardo Melosi, University of Warwick Matthias Rottner, Deutsche Bundesbank Estimating Nonlinear Heterogeneous Agents Models with Neural Networks |
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5:30 pm | Adjourn |