Summary of All Sessions
Click here for an index of all participants

Date/Time	Location	Title	Papers
June 28, 2019 10:40-12:20	1200	A1: Heterogeneous Agents in Macro	4
June 28, 2019 10:40-12:20	3202	A2: Wage Inequality and Tax	3
June 28, 2019 10:40-12:20	3110	A3: Labor Markets I	4
June 28, 2019 10:40-12:20	3112	A4: Sovereign Debt	4
June 28, 2019 10:40-12:20	3220	A5: Inflation Dynamics	3
June 28, 2019 10:40-12:20	3224	A6: Monetary and Macro-prudential Policies	4
June 28, 2019 10:40-12:20	1201	A7: Time Series Econometrics	4
June 28, 2019 10:40-12:20	3201	A8: Agent Based Models	4
June 28, 2019 10:40-12:20	3228	A9: Boundaries and Stability in Monetary Policy	4
June 28, 2019 13:50-15:30	3202	B1: Financial Market Experiments	4
June 28, 2019 13:50-15:30	3110	B2: Empirical Macro	4
June 28, 2019 13:50-15:30	3112	B3: Solution Methods	4
June 28, 2019 13:50-15:30	3220	B4: Micro Data and Aggregate Implications	4
June 28, 2019 13:50-15:30	3224	B5: Business Cycles I	3
June 28, 2019 13:50-15:30	3228	B6: Financial Frictions I	4
June 28, 2019 13:50-15:30	1200	B7: Heterogeneity in New Keynesian Macro-models	4
June 28, 2019 13:50-15:30	1201	B8: Expectations, Pricing and Monetary Policy	4
June 28, 2019 13:50-15:30	3201	B9: Economic Policy in Heterogeneous Agents Models	4
June 29, 2019 9:00-10:40	3201	C1: Wealth Inequality	4
June 29, 2019 9:00-10:40	3202	C2: Financial Markets	3
June 29, 2019 9:00-10:40	3110	C3: Business Cycles II	4
June 29, 2019 9:00-10:40	3112	C4: Capital Flows, Exchange Rates and Crises	4
June 29, 2019 9:00-10:40	3220	C5: Inequality and Policy	3
June 29, 2019 9:00-10:40	1200	C6: Monetary Policy I	4
June 29, 2019 9:00-10:40	1201	C7: Fiscal Policy I	4
June 29, 2019 9:00-10:40	3224	C8: Business Cycles and Heterogeneous Agents	3
June 29, 2019 9:00-10:40	3228	C9: Life Cycle Models	4
June 29, 2019 11:10-12:50	1200	D10: Financial Markets and Forecasting	4
June 29, 2019 11:10-12:50	2200	D1: Behavioral & Experimental Macroeconomics: the way forward	3
June 29, 2019 11:10-12:50	1201	D2: Energy and Environmental Economics	4
June 29, 2019 11:10-12:50	3201	D3: Asset Pricing	4
June 29, 2019 11:10-12:50	3202	D4: Credit and Macro	3
June 29, 2019 11:10-12:50	3110	D5: Monetary Policy II	3
June 29, 2019 11:10-12:50	3112	D6: Fiscal Policy II	4
June 29, 2019 11:10-12:50	3220	D7: Labor Market Dynamics: Heterogeneity and Macroeconomic Outcomes	4
June 29, 2019 11:10-12:50	3224	D8: Consumption and Labor Responses	3
June 29, 2019 11:10-12:50	3228	D9: Yield Curve and Credit Dynamics	4
June 29, 2019 14:20-16:00	3202	E1: Experimental Finance	4
June 29, 2019 14:20-16:00	1200	E2: Nonlinear Estimation	3
June 29, 2019 14:20-16:00	3110	E3: Trends and Cycles	4
June 29, 2019 14:20-16:00	3112	E4: Macroeconomics	3
June 29, 2019 14:20-16:00	1201	E5: Economic Projections	4
June 29, 2019 14:20-16:00	3220	E6: Macroeconomics at the Zero Lower Bound	4
June 29, 2019 14:20-16:00	3224	E7: Capital Movements and the Financial System	4
June 29, 2019 14:20-16:00	3201	E8: Quantitative Analysis of DSGE Models	4
June 29, 2019 14:20-16:00	3228	E9: Monetary Policy, Inflation and Financial Frictions	4
June 30, 2019 9:00-10:40	1201	F1: Heterogeneous Agents Models in Finance	4
June 30, 2019 9:00-10:40	3201	F2: Behavior Heterogeneity	4
June 30, 2019 9:00-10:40	3202	F3: Business Cycle Analysis	4
June 30, 2019 9:00-10:40	3110	F4: Financial Frictions II	4
June 30, 2019 9:00-10:40	3112	F5: Cryptocurrencies and Money	4
June 30, 2019 9:00-10:40	3220	F6: Labor Markets II	4
June 30, 2019 9:00-10:40	3224	F7: Market Microstructure	4
June 30, 2019 9:00-10:40	1200	F8: Migration and International Capital Flows	4
June 30, 2019 9:00-10:40	3228	F9: International Macroeconomics	4
June 30, 2019 11:10-12:50	2220	G10: Bounded Rationality	4
June 30, 2019 11:10-12:50	3201	G1: Heterogeneous Expectations in Macro	4
June 30, 2019 11:10-12:50	1200	G2: Business Cycles III	4
June 30, 2019 11:10-12:50	1201	G3: Open Economy Macroeconomics	4
June 30, 2019 11:10-12:50	3202	G4: Empirical Finance	3
June 30, 2019 11:10-12:50	3110	G5: Macroeconomic Theory	4
June 30, 2019 11:10-12:50	3112	G6: Agent-based Modelling	4
June 30, 2019 11:10-12:50	3220	G7: Banking and Macro	4
June 30, 2019 11:10-12:50	3224	G8: International Finance	4
June 30, 2019 11:10-12:50	3228	G9: Macro Policies	4
June 30, 2019 13:30-15:10	3202	H1: Adaptive Learning in Macro	4
June 30, 2019 13:30-15:10	1200	H2: Applied Macro	4
June 30, 2019 13:30-15:10	3110	H3: Liquidity Traps and Unconventional Monetary Policy	4
June 30, 2019 13:30-15:10	1201	H4: Consumption and Wealth	4
June 30, 2019 13:30-15:10	3112	H5: Advances in Prediction and Structural Analysis with VAR Models	4
June 30, 2019 13:30-15:10	3220	H6: Monetary Policy - Empirical	4
June 30, 2019 13:30-15:10	3201	H7: Solution and Estimation Methods with Heterogeneous Agents	4
June 30, 2019 13:30-15:10	3224	H8: International Trade and Macro	4
June 30, 2019 13:30-15:10	3228	H9: Structural Changes	4

 

74 sessions, 283 papers, and 0 presentations with no associated papers

SCE - Computing in Economics and Finance, 25th Conference
Detailed List of Sessions

Session: A1: Heterogeneous Agents in Macro June 28, 2019 10:40 to 12:20 1200
Session Chair: Ashantha Ranasinghe, University of Alberta
Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models
presented by: Takeki Sunakawa, Kobe University
Capital in a Segregated Economy
presented by: James Feigenbaum, Utah State University
The Role of Firm Heterogeneity in Earnings Inequality
presented by: Soyoung Lee, Ohio State University
Misallocation across Entrepreneur Gender and Productivity
presented by: Ashantha Ranasinghe, University of Alberta
Session: A2: Wage Inequality and Tax June 28, 2019 10:40 to 12:20 3202
Session Chair: Yi-Chan Tsai, National Taiwan University
Rising skill premium and dynamics of optimal taxation
presented by: Yi-Chan Tsai, National Taiwan University
Higher Education Policy, Graduate Taxes and Wealth Distribution
presented by: Sebastian Guarda, Central Bank of Chile
The Worldwide Network of Tax Evasion
presented by: Fernando Garcia Alvarado, Ca' Foscari University of Venice
Session: A3: Labor Markets I June 28, 2019 10:40 to 12:20 3110
Session Chair: Uros Herman, GSEFM, Goethe University Frankfurt
Paying the Price: Accounting for Cross-country Health Status and Expenditures
presented by: Francois Langot, GAINS
Nobody Wins: Protectionism and (Un)employment In a Model-Based Analysis
presented by: Matija Lozej, Central Bank of Ireland
Entry, markup and unemployment in an estimated DSGE model
presented by: jérémy rastouil, GRETHA
Who Gets Jobs Matters: Monetary Policy and the Labour Market
[slides]
presented by: Uros Herman, GSEFM, Goethe University Frankfurt
Session: A4: Sovereign Debt June 28, 2019 10:40 to 12:20 3112
Session Chair: Alok Johri, McMaster University
Sovereign Risk, Exchange Rate Volatility, and Economic Activity
presented by: Nils Mattis Gornemann, International Finance Board of Governors
Interest Rate Uncertainty and Sovereign Default Risk
presented by: Shahed Khan, York University
Preferential Treatment in the Sovereign Debt Market: Evidence from Bond Mutual Funds
presented by: Nathan Converse, Federal Reserve Board
Debt, Defaults and Dogma: politics and the dynamics of sovereign debt markets
presented by: Alok Johri, McMaster University
Session: A5: Inflation Dynamics June 28, 2019 10:40 to 12:20 3220
Session Chair: Julio Carrillo, Banco de Mexico
ON THE PERSISTENCE OF UK INFLATION: A LONG-RANGE DEPENDENCE APPROACH
presented by: Guglielmo Maria Caporale, Brunel University London
Monetary Policy and Macroeconomic Stability Revisited
presented by: Yasuo Hirose, Keio University
Wage indexation and monetary policy in an open economy
presented by: Julio Carrillo, Banco de Mexico
Session: A6: Monetary and Macro-prudential Policies June 28, 2019 10:40 to 12:20 3224
Session Chair: Daeyup Lee, Bank of Korea
Mortgage Defaults, Bank Runs, and Regulation in a Housing Economy
presented by: Marcus Ingholt, University of Copenhagen
Optimal macroprudential Policy and Asset Price Bubbles
presented by: Lucyna Gornicka, International Monetary Fund
Macroprudential Interventions in Liquidity Traps
presented by: William Tayler, Lancaster University
The Distributional Effects of Macroprudential Policy
presented by: Daeyup Lee, Bank of Korea
Session: A7: Time Series Econometrics June 28, 2019 10:40 to 12:20 1201
Session Chair: Seung Jung Lee, Board of Governors of the Federal Reserve System
Can GDP measurement be further improved? Data revision and reconciliation
presented by: Simon van Norden, HEC Montréal
Particle Filtering with Stable Errors
[slides]
presented by: J. Huston McCulloch, NYU
A Flexible Stochastic Conditional Duration Model
presented by: Samuel Gingras, Université de Montréal
Macroeconomic Overheating and Financial Vulnerability
presented by: Seung Jung Lee, Board of Governors of the Federal Reserve System
Session: A8: Agent Based Models June 28, 2019 10:40 to 12:20 3201
Session Chair: Philipp Harting, Bielefeld University
Matching frictions, credit reallocation and macroeconomic activity
presented by: Edoardo Gaffeo, University of Trento
Macroprudential analysis using an agent-based macroeconomic model of the euro area
presented by: Dirk Kohlweyer, Bielefeld University
The Effect of De-centralized Wage Setting on Growth and Inequality: The Role of Skill Heterogeneity
presented by: Philipp Harting, Bielefeld University
A Direct Estimate of Rule of Thumb Behavior using the Method of Simulated Quantiles and Cross Validation
presented by: Nathan Palmer, Federal Reserve Board of Governors
Session: A9: Boundaries and Stability in Monetary Policy June 28, 2019 10:40 to 12:20 3228
Session Chair: Andrea Ajello, Federal Reserve Board
Precautionary Monetary Policy at the Zero Lower Bound
presented by: Sergio Lago Alves, Central Bank of Brazil
The Zero Lower Bound and Estimation Accuracy
presented by: Alexander Richter, Federal Reserve Bank of Dallas
Getting in all the Cracks: Monetary Policy and Indicators of Financial Stability
presented by: Andrea Ajello, Federal Reserve Board
The Macroeconomic Effects of Forward Communication
presented by: Ørjan Robstad, Norges Bank
Session: B1: Financial Market Experiments June 28, 2019 13:50 to 15:30 3202
Session Chair: Jean Paul Rabanal, Monash University
Housing Consumption and Bubble Size
presented by: Stefanie Huber, University of Amsterdam, Tinbergen Institute
The impact of exchange-traded funds on financial markets
presented by: Olga Rud, RMIT University
Forecasting and stock market participation: an experiment
presented by: Jean Paul Rabanal, Monash University
Pouring Oil on Fire: Interest Deductibility and Corporate Debt
presented by: Nicolas End, IMF
Session: B2: Empirical Macro June 28, 2019 13:50 to 15:30 3110
Session Chair: Hie Joo Ahn, Federal Reserve Board
How are wage developments passed-through to prices in the euro area? Evidence from a BVAR model
presented by: Elke Hahn, European Central Bank
A New Measure of Monetary Policy Shocks
presented by: Xu Zhang, University of California, San Diego
Job Polarization and the Decline in the Labor Force Participation of Prime-Age Individuals
presented by: Didem Tuzemen, Federal Reserve Bank of Kansas City
Duration structure of unemployment hazards and the natural rate of unemployment
presented by: Hie Joo Ahn, Federal Reserve Board
Session: B3: Solution Methods June 28, 2019 13:50 to 15:30 3112
Session Chair: Sebastian Poledna, International Institute for Applied Systems Analysis (IIASA)
A Hardware Approach to Value Function Iteration
presented by: Alessandro Peri, University of Colorado Boulder
Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas
presented by: Gary Anderson, Visiting Scholar, FRB of Boston
Parallelization Overhead and HPC-Efficient Programming
presented by: Dongya Koh, University of Arkansas
A high-performance computing implementation of a macroeconomic agent-based model
presented by: Sebastian Poledna, International Institute for Applied Systems Analysis (IIASA)
Session: B4: Micro Data and Aggregate Implications June 28, 2019 13:50 to 15:30 3220
Session Chair: Saroj Bhattarai, University of Texas at Austin
Contracts, Firm Dynamics and Aggregate Productivity
presented by: Bernabe Lopez-Martin, Central Bank of Chile
Everyday Reference Prices and Nominal Rigidities
presented by: Federico Ravenna, Danmarks Nationalbank
Firm’s Profitability in Smart Cities
presented by: Mahsa Memarian, INCAE Business School
The Persistent Employment Effects of the 2006-09 U.S. Housing Wealth Collpase
presented by: Saroj Bhattarai, University of Texas at Austin
Session: B5: Business Cycles I June 28, 2019 13:50 to 15:30 3224
Session Chair: Tom Holden, Deutsche Bundesbank
Business cycles in space
presented by: Jonathan Swarbrick, Bank of Canada
Subsidising car purchases in the euro area: Any spill-over on production?
presented by: Joan Paredes, European Central Bank
What structural shocks drive the fluctuations of the labor wedge and the business cycles in Japan?
presented by: Kengo Nutahara, Senshu University
Session: B6: Financial Frictions I June 28, 2019 13:50 to 15:30 3228
Session Chair: Jacek Suda, Narodowy Bank Polski
Credit Crunch and Downward Nominal Wage Rigidities
presented by: Jean-François Rouillard, Université de Sherbrooke
Financial Integration in a Monetary Union with Heterogeneous Firms and Unemployment
presented by: Beatriz de Blas, Universidad Autónoma de Madrid
On the welfare cost of bank concentration
presented by: Sofia Bauducco, Central Bank of Chile
Incomplete credit markets and monetary policy
presented by: Jacek Suda, Narodowy Bank Polski
Session: B7: Heterogeneity in New Keynesian Macro-models June 28, 2019 13:50 to 15:30 1200
Session Chair: Alex Grimaud, Università Cattolica del Sacro Cuore and Universiteit van Amsterdam
Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment
presented by: Domenico Massaro, Catholic University of Milan
Heterogeneous price setting and the Phillips Curve: An evolutionary Calvo experiment
presented by: Alex Grimaud, Università Cattolica del Sacro Cuore and Universiteit van Amsterdam
Social Learning About Monetary Policy at the ZLB
presented by: Isabelle Salle, Bank of Canada
Inequality and the Central Bank
presented by: Amy Guisinger, Lafayette College
Session: B8: Expectations, Pricing and Monetary Policy June 28, 2019 13:50 to 15:30 1201
Session Chair: Alexandra Ferreira-Lopes, ISCTE-IUL
A Meta-analysis on the Effects of Quantitative-Easing on Japanese Economic Growth
presented by: Alexandra Ferreira-Lopes, ISCTE-IUL
Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications
presented by: Maryam Mirfatah, University of Surrey
Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics
presented by: Kosuke Aoki, University of Tokyo
Asset Price Beliefs and Optimal Monetary Policy
presented by: Colin Caines, Federal Reserve Board
Session: B9: Economic Policy in Heterogeneous Agents Models June 28, 2019 13:50 to 15:30 3201
Session Chair: Marco Cozzi, University of Victoria
Optimal Monetary Policy Rule with Downward Nominal Wage Rigidity: the Role of Heterogeneity
presented by: Tomohide Mineyama, Bank of Japan
Fiscal Policy over the Business Cycle
presented by: Christopher Krause, Karlsruhe Institute of Technology (KIT)
The Optimal Joint Design of Unemployment and Pension Insurance
presented by: Nils Grevenbrock, European University Institute
Has the Canadian Public Debt Been too High? A Quantitative Assessment
presented by: Marco Cozzi, University of Victoria
Session: C1: Wealth Inequality June 29, 2019 9:00 to 10:40 3201
Session Chair: Alessandro Di Nola, University of Konstanz
Economic Growth and Wealth Inequality: the Role of Differential Fertility
presented by: Alessandro Di Nola, University of Konstanz
Home ownership as self-insurance for long-term care - A dynamic simulation analysis
presented by: Maurice Hofmann, University of Wuerzburg
What Drives the Income and Wealth Distribution over the Business Cycle - Evidence from an Estimated DSGE Model
presented by: Ulrich Eydam, University of Potsdam
Inequality over the Life Cycle, Housing, and the Business Cycle
presented by: Christian Scharrer, University of Augsburg
Session: C2: Financial Markets June 29, 2019 9:00 to 10:40 3202
Session Chair: Joannie Tremblay-Boire, University of Maryland
Connectedness between G10 Currencies: Searching for the Causal Structure
presented by: Timo Bettendorf, Deutsche Bundesbank
Cross-Border Risks in the Eurozone Sovereign Bond Markets
presented by: Olivier Hubert, UNamur
CEO Gender and Stock Performance
presented by: Joannie Tremblay-Boire, University of Maryland
Session: C3: Business Cycles II June 29, 2019 9:00 to 10:40 3110
Session Chair: Hyunseung Oh, Vanderbilt University
Business Cycles with Oligopsonistic Competition in Labor Markets
presented by: Sami Alpanda, University of Central Florida
Adaptive labor supply as a driver of the business cycle
presented by: Sijmen Duineveld,
Monetary Policy and Firm Heterogeneity: The Role of Leverage Since the Financial Crisis
presented by: Timothy Moreland, Michigan State University
Consumption dynamics and the relative price of consumer durables
presented by: Hyunseung Oh, Vanderbilt University
Session: C4: Capital Flows, Exchange Rates and Crises June 29, 2019 9:00 to 10:40 3112
Session Chair: Bora Durdu, Federal Reserve Board
Capital Flows, Speculation, and Capital Controls
presented by: Viktor Tsyrennikov, IMF
Preferred Habitat, Policy, and the CIP Puzzle
presented by: Paul Wohlfarth, Birkbeck, University of London
The Role of U.S. Monetary Policy in Global Banking Crises
presented by: Bora Durdu, Federal Reserve Board
External Crisis Prediction Using Machine Learning: Evidence from Three Decades of Crises Around the World
presented by: Suman Basu, International Monetary Fund
Session: C5: Inequality and Policy June 29, 2019 9:00 to 10:40 3220
Session Chair: Edouard Djeutem, Bank of Canada
Labor Income, Asset prices and wealth inequality
presented by: Edouard Djeutem, Bank of Canada
Liquidity and Unconventional Policy in a TANK Model
presented by: Serdar Kabaca, Bank of Canada
The Redistributive Effects of Monetary Policy in the OLG model with Nominal Rigidities
presented by: Seungjun Baek, Florida State University
Session: C6: Monetary Policy I June 29, 2019 9:00 to 10:40 1200
Session Chair: Paul Levine, University of Surrey
Designing Robust Monetary Policy Using Prediction Pools
presented by: Szabolcs Deák, University of Surrey
A Historical Perspective on Medium-Term Cycles and Asset Pricing
presented by: Thomas Lubik, Federal Reserve Bank of Richmond
The Relationship between VAR and DSGE Models when Agents have Imperfect Information
[slides]
presented by: Paul Levine, University of Surrey
Central Bank Digital Currency with Adjustable Interest Rate in Small Open Economies
presented by: T Xie, Singapore Management University
Session: C7: Fiscal Policy I June 29, 2019 9:00 to 10:40 1201
Session Chair: Luisa Lambertini, EPFL
Fiscal Policy and Internal Devaluation
[slides]
presented by: Luisa Lambertini, EPFL
Questioning the puzzle: fiscal policy, real exchange rate and inflation
presented by: Daniele Siena, Banque de France
Government Debt and Sustainable Policy Equilibria in a Monetary Union
presented by: Tatiana Kirsanova, University of Glasgow
Macroeconomic Effects of Taxes on Banking
presented by: Rafael Domenech, Universidad de Valencia and BBVA Research
Session: C8: Business Cycles and Heterogeneous Agents June 29, 2019 9:00 to 10:40 3224
Session Chair: Vytautas Valaitis, Duke University
Is Household Heterogeneity Important for Business Cycles?
presented by: Youngsoo Jang, Shanghai University of Finance and Economics
Labor Income Shocks Along the Business Cycle
presented by: Julien Pascal, Sciences Po
Housing Market Friction, Unemployment and Asset Prices
presented by: Vytautas Valaitis, Duke University
Session: C9: Life Cycle Models June 29, 2019 9:00 to 10:40 3228
Session Chair: Matthias Schön, Deutsche Bundesbank
Sources of Labor Income Inequality: A GE Model of Lifecycle Skill Investment
presented by: Guanyi Yang, St. Lawrence University
Who Values Access to College?
presented by: Ivan Vidangos, Federal Reserve Board
Demographic Change and the German Current Account Surplus
presented by: Matthias Schön, Deutsche Bundesbank
Entrepreneurship, Inter-Generational Business Transmission and Aging
presented by: Alexandre Gaillard, Toulouse School of Economics
Session: D10: Financial Markets and Forecasting June 29, 2019 11:10 to 12:50 1200
Session Chair: Shilei Niu, Xi'an Jiaotong-Liverpool University
Banks and dynamic competition in a production economy
presented by: Alessandro Villa, Duke University
Information Content of Option Prices: Comparing Analyst Forecasts to Option-Based Forecasts
presented by: Anthony Sanford, University of Maryland, College Park
Financial news media, volatility and the production network
presented by: Julian Ashwin, Nuffield College, University of Oxford
Implications of Electricity Price Regimes on Hydroelectric Power Plant Valuation
presented by: Shilei Niu, Xi'an Jiaotong-Liverpool University
Session: D1: Behavioral & Experimental Macroeconomics: the way forward June 29, 2019 11:10 to 12:50 2200
Session Chair: Cars Hommes, University of Amsterdam
Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents
presented by: Mauro Napoletano, OFCE-Sciences Po
Studying Central Bank Communication and Monetary Policy in the Lab
presented by: Luba Petersen, Simon Fraser University
Behavioral & Experimental Macroeconomics and Policy Analysis: a Complex Systems Approach
presented by: Cars Hommes, University of Amsterdam
Session: D2: Energy and Environmental Economics June 29, 2019 11:10 to 12:50 1201
Session Chair: Qin Xiao, University of Hull
Evidences of US commodity market financialization and systemic implications: An asymmetric GARCH R-vine copula approach
presented by: Qin Xiao, University of Hull
Time-varying effects of oil price shocks on firms' price setting - Evidence from German manufacturing
presented by: Jochen Guentner, Johannes Kepler University Linz
Effects of B.C.’s Carbon Tax on GDP
presented by: Maral Kichian, University of Ottawa
Climate Disaster Risks - Empirics and a Multi-Phase Dynamic Model
presented by: Alexander Haider, The New School
Session: D3: Asset Pricing June 29, 2019 11:10 to 12:50 3201
Session Chair: Stefan Reitz, Kiel Institute for the World Economy
Intrinsic Bubbles in Stock Prices Under Persistent Dividend Growth Rates
presented by: Faisal Awwal, Florida International University
Valuation Risk Revalued
presented by: Nathaniel Throckmorton, William & Mary
Climate Change Risks, Stock Returns, and the Oil Sector
presented by: Patrick Grüning, Bank of Lithuania and Vilnius University
Foreign Exchange Dealer Asset Pricing
presented by: Stefan Reitz, Kiel Institute for the World Economy
Session: D4: Credit and Macro June 29, 2019 11:10 to 12:50 3202
Session Chair: Jelena Zivanovic, Bank of Canada
Corporate debt composition and business cycles
presented by: Jelena Zivanovic, Bank of Canada
Credit Allocation and Real Effects of Negative Interest Rates: Micro-Evidence from Japan
[slides]
presented by: Kiyotaka Nakashima, Konan University
Globalization and the fall of markups
presented by: Jakub Mućk, Narodowy Bank Polski
Session: D5: Monetary Policy II June 29, 2019 11:10 to 12:50 3110
Session Chair: Isabel Cairo, Board of Governors of the Federal Reserve
Monetary Policy, Unemployment and Macroeconomic Stability Revisited
presented by: Nicolas Groshenny, The University of Adelaide
Estimating Hysteresis Effects
presented by: Pål Ulvedal, Norges Bank
Market Power, Inequality, and Financial Instability
presented by: Jae Sim, Federal Reserve Board
Session: D6: Fiscal Policy II June 29, 2019 11:10 to 12:50 3112
Session Chair: Christian Proebsting, EPFL
Does Austerity Go Along With Internal Devaluations?
presented by: Christian Proebsting, EPFL
Opening the Red Budget Box: Nonlinear Effects of a Tax Shock in the UK
presented by: Valentina Colombo, University of Bologna
Reach for Yield by U.S. Public Pension Funds
presented by: Matthew Pritsker, Federal Reserve Bank of Boston
Optimal Capital Income Taxation Under Capital-Skill Complementarity
presented by: Ozlem Kina, EUROPEAN UNIVERSITY INSTITUTE
Session: D7: Labor Market Dynamics: Heterogeneity and Macroeconomic Outcomes June 29, 2019 11:10 to 12:50 3220
Session Chair: Marcin Kolasa, Narodowy Bank Polski
Job Ladders and Labor Productivity Dynamics
presented by: Alberto Naudon, Banco Central de Chile
Worker Surveillance: Job Rationing and Wage Suppression
presented by: Jose Luis Luna Alpizar, CERGE-EI
Explaining the labor share: automation vs labor market institutions
presented by: Pedro Gil, University of Porto
Are flexible working hours really helpful in stabilizing unemployment?
presented by: Marcin Kolasa, Narodowy Bank Polski
Session: D8: Consumption and Labor Responses June 29, 2019 11:10 to 12:50 3224
Session Chair: Piotr Denderski, University of Leicester
Anticipated House Purchases and Household Consumption
presented by: Isaac Gross, Monash University
Job Search and Experimentation in the Standard Incomplete Markets Model
presented by: Piotr Denderski, University of Leicester
Household Heterogeneity and the Adjustment to External Shocks of a Small Open Economy
presented by: Julia Otten, Humboldt-Universität zu Berlin
Session: D9: Yield Curve and Credit Dynamics June 29, 2019 11:10 to 12:50 3228
Session Chair: Aytek Malkhozov, Federal Reserve Board
Shadow Banking and Systemic Bailout Exposure
presented by: Yizhi Xu, International Monetary Fund
Secular trends and the yield curve
presented by: Gavin Goy, De Nederlandsche Bank
Technology News Shocks and the Slope of the Yield Curve: An International Perspective
presented by: João Claudio, Halle Institute for Economic Research
News Shocks and Asset Prices
presented by: Aytek Malkhozov, Federal Reserve Board
Session: E1: Experimental Finance June 29, 2019 14:20 to 16:00 3202
Session Chair: Sandrine Jacob Leal, ICN Business School
Algorithm trading, what if it is just an illusion? Evidence from experimental financial markets
presented by: Sandrine Jacob Leal, ICN Business School
Experiences and expectations in asset markets: an experimental study
presented by: Myrna Hennequin, University of Amsterdam
Time pressure in long run learning-to-forecast experiments
presented by: Frieder Neunhoeffer, Ca' Foscari University Venice, University of Amsterdam
An Experimental Investigation into the Heterogeneous Bidding Behavior in Double Auctions
presented by: Chung-Ching Tai, Tunghai University
Session: E2: Nonlinear Estimation June 29, 2019 14:20 to 16:00 1200
Session Chair: Lilia Maliar, The Graduate Center, CUNY
Projection-Based Inference with Particle Swarm Optimization
presented by: Zhenjiang Lin, The University of Nottingham Ningbo China
Taylor Rules and Sudden Stops in a Globally Solved DSGE Model
presented by: Johannes Brumm, Karlsruhe Institute of Technology
Will Artificial Intelligence Replace Computational Economists Any Time Soon?
presented by: Lilia Maliar, The Graduate Center, CUNY
Session: E3: Trends and Cycles June 29, 2019 14:20 to 16:00 3110
Session Chair: Drago Bergholt, Norges Bank Research
State-dependent Adjustment Cost and Labor Dynamics in Recessions: Evidence using FGTS Policy in Brazil
presented by: Neville Francis, UNC Chapel Hill
From Secular Stagnation to Robocalypse? Implications of Demographic and Technological Changes
presented by: Henrique Basso, Bank of Spain
The Macroeconomic Implications of Firm Selection
presented by: Tatiana Damjanovic, Durham University
The decline of the labor share: new empirical evidence
presented by: Drago Bergholt, Norges Bank Research
Session: E4: Macroeconomics June 29, 2019 14:20 to 16:00 3112
Session Chair: Michael Pedersen, Central Bank of Chile
Cross-Border flows and the effect of Global Financial shocks in Latin America
presented by: Fernando Perez Forero, Banco Central de Reserva del Peru
Macroeconomic adjustment in commodity producing countries with limited access to financial markets : the role of storage
presented by: Erica Perego, CEPII
Understanding de-anchoring of inflation expectations. Evidence from Chile
presented by: Michael Pedersen, Central Bank of Chile
Session: E5: Economic Projections June 29, 2019 14:20 to 16:00 1201
Session Chair: Dalibor Stevanovic, Université du Québec à Montréal
Investigating the Inefficiency of the CBO's Budgetary Projections
presented by: Natsuki Arai, National Chengchi University
Introducing the Bank of Canada Staff Economic Projections Database
presented by: Julien Champagne, Bank of Canada
Norges Banks Output Gap Estimates: Cyclical Sensitivity, Real-Time Evaluation and Forecasting Properties
presented by: Francesco Furlanetto, Norges Bank
How is Machine Learning Useful for Macroeconomic Forecasting?
presented by: Dalibor Stevanovic, Université du Québec à Montréal
Session: E6: Macroeconomics at the Zero Lower Bound June 29, 2019 14:20 to 16:00 3220
Session Chair: Arunima Sinha, Fordham University
The Euro-Area Government Spending Multiplier at the Effective Lower Bound
presented by: Giovanni Melina, International Monetary Fund
Time-Varying Risk Shocks and the Zero Lower Bound
presented by: Johannes Strobel, Goethe-University Frankfurt
The Great Recession and the Zero Lower Bound
presented by: Felix Strobel, Goethe University Frankfurt
Pitfalls of "Lower for Longer": Monetary Policy Strategies at the Effective Lower Bound
presented by: Arunima Sinha, Fordham University
Session: E7: Capital Movements and the Financial System June 29, 2019 14:20 to 16:00 3224
Session Chair: Juan Sabuco, University of Oxford
On the dynamics of asset prices and liquidity: the role of search frictions and idiosyncratic shocks
presented by: Alexandre Janiak, Pontificia Universidad Catolica de Chile
Domestic Financial Participation and Financial Policies in Emerging Economies
presented by: Victoria Nuguer, Inter-American Development Bank
A tale of two tails: Cross credit ratings and cash holdings
presented by: Stylianos Asimakopoulos, University of Bath
Systemic Risk of Modeling in Insurance
presented by: Juan Sabuco, University of Oxford
Session: E8: Quantitative Analysis of DSGE Models June 29, 2019 14:20 to 16:00 3201
Session Chair: Michel Juillard, Banque de France
Sovereign Debt: A Quantitative Comparative Investigation of the Partial Default Mechanism
presented by: Manoj Atolia, Florida State University
When the U.S. sneezes, Canada catches cold​: a lower bound tale
presented by: Vadym Lepetyuk,
Firm Size and Business Cycles with Credit Shocks
presented by: In Hwan Jo, National University of Singapore
Efficient Kalman filter in Julia
[slides]
presented by: Michel Juillard, Banque de France
Session: E9: Monetary Policy, Inflation and Financial Frictions June 29, 2019 14:20 to 16:00 3228
Session Chair: Willem Van Zandweghe, Federal Reserve Bank of Kansas City
Importance of Awareness of Default Risk on Conducting Monetary and Fiscal Policies
presented by: Eiji Okano, Nagoya City University
Misallocation and Credit Market Constraints: the Role of Long-Term Financing
presented by: Patrick Macnamara, University of Manchester
Redistributive Policy Shocks and Optimal Monetary Policy in a Model with Heterogeneous Agents
presented by: Debdulal Mallick, Deakin University
Variable Elasticity of Demand as a Source of Inflation Persistence
presented by: Willem Van Zandweghe, Federal Reserve Bank of Kansas City
Session: F1: Heterogeneous Agents Models in Finance June 30, 2019 9:00 to 10:40 1201
Session Chair: Noemi Schmitt, University of Bamberg
The Effect of Information Flow of Investor Activity on Market Stability
presented by: Ayoung Park, Chosun university
To stabilize China’s agricultural commodity markets: A heterogeneous agent model approach
presented by: Yu Zhang, Southwestern University of Finance and Economics
Heterogeneous expectations and asset price dynamics
presented by: Noemi Schmitt, University of Bamberg
Calibrating an agent-based model with learning gradients
presented by: Blake LeBaron, Brandeis University
Session: F2: Behavior Heterogeneity June 30, 2019 9:00 to 10:40 3201
Session Chair: Changtai Li, Nanyang Technological University
Housing markets, expectation formation and interest rates
presented by: Carolin Martin, University of Bamberg
Listening to the ‘Wind of Change’: Which one is Better? Size or Market?
presented by: Hung-Wen Lin, Nanfang College of Sun Yat-Sen University
A model of market making with heterogeneous speculators
presented by: Leonardo Bargigli, University of Florenze
Investor sentiment, behavioral heterogeneity and stock market dynamics
presented by: Changtai Li, Nanyang Technological University
Session: F3: Business Cycle Analysis June 30, 2019 9:00 to 10:40 3202
Session Chair: Filip Rozsypal, Danmarks Nationalbank
Declining Labor Share and Capital Misallocation
presented by: Lorenza Rossi, University of Pavia
A structural analysis of US entry and exit dynamics
presented by: Miguel Casares, Universidad Publica de Navarra
Endogenous trends
presented by: Gauthier Vermandel, University Paris-Dauphine & France Stratégie
Firm-level Entry and Exit over the Danish Business Cycle
presented by: Filip Rozsypal, Danmarks Nationalbank
Session: F4: Financial Frictions II June 30, 2019 9:00 to 10:40 3110
Session Chair: Belinda Tracey, Bank of England
Nonlinear Effects of Fiscal Policy over the Household Leverage Cycle
presented by: Hamza Polattimur, Universität Hamburg
Securitization and House Price Growth
presented by: Genevieve Nelson, University of Oxford
Trend Inflation and Asset Pricing in a DSGE Model: Comment
presented by: Ales Marsal, National Bank of Slovakia
The Real Effects of Zombie Lending in Europe
presented by: Belinda Tracey, Bank of England
Session: F5: Cryptocurrencies and Money June 30, 2019 9:00 to 10:40 3112
Session Chair: Marco Lorusso, Northumbria University
A New Economic Framework: A DSGE Model with Cryptocurrency
presented by: Marco Lorusso, Northumbria University
Money Supply for a Utility Cryptocurrency
presented by: Luis Puch, Universidad Complutense de Madrid and ICAE
Bitcoin and its mining on the equilibrium path
presented by: Ladislav Kristoufek, Czech Academy of Sciences
Reciprocal Lending Relationships Between Financial Conglomerates: Evidence from the Mexican Repo Market
presented by: Carlos Canon, Banco de Mexico
Session: F6: Labor Markets II June 30, 2019 9:00 to 10:40 3220
Session Chair: Juan Guerra-Salas, Central Bank of Chile
The Migrants' Plight: A Skill Job Mismatch. Brain waste in Canada
presented by: Emily Barker, University of Sheffield
What accounts for the German Labor Market Miracle? A Macroeconomic Investigation
presented by: Stefan Schiman, WIFO
Costly decisions, rigid wages, and frictional labor reallocation
presented by: James Costain, European Central Bank
Immigration in an Emerging Country: The Role of the Informal Sector
presented by: Juan Guerra-Salas, Central Bank of Chile
Session: F7: Market Microstructure June 30, 2019 9:00 to 10:40 3224
Session Chair: Paul McNelis, Fordham University
Limit order submission risks, order choice, and tick size
presented by: Ryuichi Yamamoto, Waseda University
Inferring Trade Directions in Fast Markets
presented by: Simon Jurkatis, Bank of England
Where security market pricing quality comes from? Combined analysis of institutional design and individual rationality
presented by: Iryna Veryzhenko, LABEX REFI, CNAM
Off-Shore Fears and On-Shore Risk: Exchange-Rate Pressures and Bank Volatility in China
presented by: Paul McNelis, Fordham University
Session: F8: Migration and International Capital Flows June 30, 2019 9:00 to 10:40 1200
Session Chair: Gregory de Walque, National Bank of Belgium
International Migration: Unemployment, Wages and Costs to Move
presented by: Kristina Sargent, MIDDLEBURY COLLEGE
Quantifying migration cost shocks: Macroeconomic evidence for the UK and Germany
presented by: Janine Hart, University of Potsdam
Financial Shocks, Supply-chain Relationships and the Great Trade Collapse
presented by: Terry Yip, McMaster University
Low pass-through and high spillovers in NOEM: what does help and what does not
presented by: Gregory de Walque, National Bank of Belgium
Session: F9: International Macroeconomics June 30, 2019 9:00 to 10:40 3228
Session Chair: Alan Finkelstein-Shapiro, Tufts University
Domestic Finanial Participation, Labor Markets, and Business Cycles
[slides]
presented by: Alan Finkelstein-Shapiro, Tufts University
International sentiment spillovers and business cycles
presented by: Grzegorz Wesołowski, Narodowy Bank Polski
Cross-Border Fiscal Spillovers in Europe: New Country-Specific Evidence from an Agnostic Identification
presented by: Ayobami Ilori, University of East Anglia
Fiscal policy in EMU with downward nominal wage rigidity
presented by: Philipp Pfeiffer, European Commission DG ECFIN
Session: G10: Bounded Rationality June 30, 2019 11:10 to 12:50 2220
Session Chair: Enrique Martinez-Garcia, Federal Reserve Bank of Dallas
The Rationality Bias
presented by: Tim Hagenhoff, University of Bamberg
Limits to Arbitrage and Global Games in Forex Markets with Bounded Rationality
presented by: Soumya Datta, South Asian University
Identifying Beliefs from Asset Prices
presented by: Guillaume Roussellet, McGill University
Central Bank Predictions, Heterogeneous Expectations and Inflation Dynamics
presented by: Enrique Martinez-Garcia, Federal Reserve Bank of Dallas
Session: G1: Heterogeneous Expectations in Macro June 30, 2019 11:10 to 12:50 3201
Session Chair: Jiri Kukacka, Charles University, Faculty of Social Sc
Financial frictions and housing collateral constraints in a macro model with heuristics
presented by: Corrado Macchiarelli, London School of Economics and Political Science
Robust Optimal Monetary Policy Under Heterogeneous Beliefs
presented by: David Finck, Justus-Liebig University Giessen
Macroeconomic stability of price level targeting in a model of heterogeneous expectations
presented by: Tomasz Makarewicz, University of Bamberg
Stable Liquidity Traps and Heterogeneous Expectations in a Behavioral New Keynesian Model
presented by: Jiri Kukacka, Charles University, Faculty of Social Sc
Session: G2: Business Cycles III June 30, 2019 11:10 to 12:50 1200
Session Chair: Christopher Gunn, Carleton University
The relative prices of investment and capital.
[slides]
presented by: Tom Holden, Deutsche Bundesbank
Gains from Policy Cooperation in Capital Controls and Financial Market Incompleteness
presented by: Shigeto Kitano, Kobe University
Production Networks and the Propagation of Commodity Price Shocks
presented by: Shutao Cao, Victoria University of Wellington
Is there News in Inventories
presented by: Christopher Gunn, Carleton University
Session: G3: Open Economy Macroeconomics June 30, 2019 11:10 to 12:50 1201
Session Chair: Paul Gomme, Concordia University
Heterogeneous Effects of Single Monetary Policy on Unemployment Rates in the Largest EMU Economies
presented by: Alexander Mihailov, University of Reading
Exchange rate pass-thorugh into euro area inflation. An estimated structural model
presented by: Alessandro Notarpietro, Bank of Italy
Global spillovers in the pre- and post-crisis environment: Evidence from an estimated three-region DSGE model
presented by: Massimo Giovannini, European Commission
Ramsey Tax Competition with an Endogenous Real Exchange Rate
presented by: Paul Gomme, Concordia University
Session: G4: Empirical Finance June 30, 2019 11:10 to 12:50 3202
Session Chair: Zeynep Kurter, Birkbeck, University of London
Decomposing the Yield Curve with Linear Regressions and Survey Information
presented by: Arne Halberstadt, Deutsche Bundesbank
Forecasting Bank Failure with Statistical Learning Methods
presented by: Pinar Uysal, Federal Reserve Board
The Lead-Lag Relationship between European Sovereign Bond and Stock Market
presented by: Zeynep Kurter, Birkbeck, University of London
Session: G5: Macroeconomic Theory June 30, 2019 11:10 to 12:50 3110
Session Chair: Sylvain Barde, University of Kent
Generalized Entropy and Model Uncertainty
presented by: Alexander Meyer-Gohde, Goethe-Universität Frankfurt
Households' Liquidity Constraint, Optimal Attention Allocation, and Infl‡ation Expectations
presented by: Tatsuya Ozaki, Bank of Japan
Information Heterogeneity and the Role of Foreign Exchange Interventions
presented by: Marco Ortiz, Universidad del Pacífico
From kernels to trees: accuracy and precision in model selection from simulated data
presented by: Sylvain Barde, University of Kent
Session: G6: Agent-based Modelling June 30, 2019 11:10 to 12:50 3112
Session Chair: Christophre Georges, Hamilton College
Adapting the agent-based model AgriPoliS to simulate generational renewal in European agricultural regions
presented by: Christine Pitson, IAMO
Quantifying the Concerns of Dimon and Buffett with Data and Computation
presented by: Matthew Oldham, George Mason
Ownership structures, technological appropriability and industry concentration
presented by: Mattia Guerini, OFCE - SciencesPo
Macroeconomic Gentrification
presented by: Christophre Georges, Hamilton College
Session: G7: Banking and Macro June 30, 2019 11:10 to 12:50 3220
Session Chair: Olena Kostyshyna, Bank of Canada
Monetary Policy, Excess Reserves and Credit Supply: Old-style vs New-Style Central Banking
presented by: Mauricio Salgado Moreno, Humboldt-Universität zu Berlin
Bank Monitoring and Liquidity in the Business Cycles
presented by: Marco Di Pietro, Sapienza University of Rome
The Financial Accelerator, Wages and Optimal Simple Monetary Policy Rules
presented by: Tobias König, DIW Berlin, Humboldt University Berlin
Inflation Expectations: Evidence from the Canadian Survey of Household Expectations
presented by: Olena Kostyshyna, Bank of Canada
Session: G8: International Finance June 30, 2019 11:10 to 12:50 3224
Session Chair: Isabella Blengini, Ecole hôtelière de Lausanne
Portfolio Choice under Uncertainty
presented by: Isabella Blengini, Ecole hôtelière de Lausanne
Sovereign Debt Maturity Structure of a Small Open Economy: Short or Long?
presented by: Sergii Kiiashko, National Bank of Ukraine, Kyiv School of Economics
Balance Sheets, Currency Mismatch and Exchange Rate Fluctuations in Open Economies
presented by: Pablo Anaya, Freie Universität Berlin, DIW Berlin
Different Shocks, Different Exchange Rate Elasticities
presented by: Abeer Reza, Bank of Canada
Session: G9: Macro Policies June 30, 2019 11:10 to 12:50 3228
Session Chair: Wenyi Shen, Oklahoma State University
Active, or passive? Revisiting the role of fiscal policy in the Great Inflation
presented by: Stephanie Ettmeier, German Institute for Economic Research (DIW) Berlin
Conflict, Information, and Regime Change
presented by: Davide Bosco, Università Cattolica del Sacro Cuore
Nonlinear Causality between U.S. Money, Inflation and Real Output
presented by: Rubens Morita, Birkbeck College - University of London
Spillovers in a Monetary Union with Endogenous Fiscal Limits
presented by: Wenyi Shen, Oklahoma State University
Session: H1: Adaptive Learning in Macro June 30, 2019 13:30 to 15:10 3202
Session Chair: Richard Higgins, Colgate University
Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining
presented by: Erdenebulgan Damdinsuren, Bielefeld University/Cattolica University
Consistent Expectations Equilibria with Imperfect Common Knowledge: Forward Guidance and Other Policy Implications
presented by: Ina Hajdini, Drexel University
An Evolutionary Approach to Solving Limited Enforcement Models
[slides]
presented by: Alexandre Dmitriev, The University of Auckland
Adaptive Learning in Nonlinear Models
presented by: Richard Higgins, Colgate University
Session: H2: Applied Macro June 30, 2019 13:30 to 15:10 1200
Session Chair: Daniela Hauser, Bank of Canada
Fiscal Surprises at the FOMC
presented by: Dean Croushore, University of Richmond
Assessing the effects of changes in US corporate taxes on Canada
presented by: Daniela Hauser, Bank of Canada
Liquidity and Monetary Transmission: A Quasi-Experimental Approach
presented by: Boromeus Wanengkirtyo, Bank of England
Time-Varying Information and the Precision of Structural NKPC Estimates
presented by: Maral Kichian, University of Ottawa
Session: H3: Liquidity Traps and Unconventional Monetary Policy June 30, 2019 13:30 to 15:10 3110
Session Chair: Sebastian Schmidt, European Central Bank
Forward Guidance (Puzzle) with rule-of-thumb households
presented by: Sebastian Giesen, Deutsche Bundesbank
A Structural Investigation on Quantitative Easing
presented by: Gregor Boehl, Goethe University Frankfurt
Euro Area Quantitative Easing in a Portfolio Balance Model with Heterogeneous Agents and Assets
presented by: Jesper Riedler, ZEW Mannheim
Simple Analytics of Expectations-Driven Liquidity Traps
presented by: Sebastian Schmidt, European Central Bank
Session: H4: Consumption and Wealth June 30, 2019 13:30 to 15:10 1201
Session Chair: Henrique Basso, Bank of Spain
Time Variation in Lifecycle Consumption and Housing Wealth
presented by: Henrique Basso, Bank of Spain
The dynamics of consumption, income and household wealth: an endogenous regime-switching approach
presented by: Robert Tetlow, Federal Reserve Board
The Optimal Progressivity of Income Taxes for Couples
presented by: CHEUK SHING LEUNG, McGill University
An Overidentification approach to Regularization for Macroeconomic Forecasting
presented by: Boyuan Zhang, University of Pennsylvania
Session: H5: Advances in Prediction and Structural Analysis with VAR Models June 30, 2019 13:30 to 15:10 3112
Session Chair: Florens Odendahl, Banque de France
Contagious Switching
presented by: Daniel Soques, University of North Carolina Wilmington
A Sparse Measure of Liquidity, and the Impact of Monetary Policy
presented by: Garo Garabedian, Central Bank of Ireland, Ghent University
Endogenous Time-Variation in Vector Autoregressions
presented by: Luis Uzeda, Bank of Canada
Using External Judgment in Euro Area Predictions
presented by: Florens Odendahl, Banque de France
Session: H6: Monetary Policy - Empirical June 30, 2019 13:30 to 15:10 3220
Session Chair: Sergei Seleznev, Bank of Russia
Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement
[slides]
presented by: Vania Esady, City, University of London
Uncertainty Shocks and Monetary Policies
presented by: Alessia Paccagnini, University College Dublin
Predicting Monetary Policy Using Artificial Neural Networks
presented by: Natascha Hinterlang, Deutsche Bundesbank
Truncated priors for tHDP-VAR
presented by: Sergei Seleznev, Bank of Russia
Session: H7: Solution and Estimation Methods with Heterogeneous Agents June 30, 2019 13:30 to 15:10 3201
Session Chair: Hirokuni Iiboshi, Tokyo Metropolitan University
Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality
presented by: Alexis Akira Toda, University of California San Diego
Non-Parametrically Identifying Preferences with Strategic Reports: An Application to Turkish Undergraduate Admissions
presented by: Roman Istomin, PSU
Deep equilibrium nets
presented by: Marlon Azinovic, University of Zurich and Swiss Finance Institute
A Bayesian Estimation of HANK models with Continuous Time Approach: Comparison between US and Japan
presented by: Hirokuni Iiboshi, Tokyo Metropolitan University
Session: H8: International Trade and Macro June 30, 2019 13:30 to 15:10 3224
Session Chair: Chiara Forlati, University of Southampton
Trade and Domestic Policies in Models with Monopolistic Competition
presented by: Chiara Forlati, University of Southampton
Reassessing Trade Barriers with Global Value Chains
presented by: Yuko Imura, Bank of Canada
When Old Meets Young? Germany's Population Ageing and the Current Account
presented by: Nikolai Stähler, Deutsche Bundesbank
The Real Exchange Rate, Innovation and Productivity
presented by: Harald Fadinger, University of Mannheim and CEPR
Session: H9: Structural Changes June 30, 2019 13:30 to 15:10 3228
Session Chair: Yoosoon Chang, Indiana University
The Regional Composition of National House Price Cycles in the US
presented by: Torsten Schmidt, RWI
Understanding Persistent Stagnation
presented by: Sanjay Singh, University of California, Davis
Expectation Effects of Switching Financial Frictions
presented by: Yoosoon Chang, Indiana University
Long-Run Market Configurations in a Dynamic Quality-Ladder Model with Externalities
presented by: Mario Samano, HEC Montreal

 

This program was last updated on 2019-06-30 12:11:01 EDT