September 9, 2019
Estimating HANK models
Ralph Luetticke, Christian Bayer, Benjamin Born "Shocks and Frictions in US Business Cycles with Heterogeneous Agents"
Adrien Auclert, Bence Bardóczy, Matthew Rognlie, Ludwig Straub "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models"
Florin Bilbiie, Giorgio Primiceri, Andrea Tambalotti "The Cyclicality of Inequality and Risk in an Estimated DSGE-HANK Model"
Margarita Rubio "Bank Capital, Financial Stability and Basel Regulation in a Low Interest-Rate Environment"
Stephen Millard, Margarita Rubio, Alex Varadi "The macroprudential toolkit: Effectiveness and interactions"
Marcus Ingholt, Johannes Poeschl, Xue Zhang "Mortgage Defaults, Bank Runs, and Regulation in a Housing Economy"
Falk Mazelis, Stefan Gebauer "Macroprudential Regulation and Leakage to the Shadow Banking Sector"
Firms and sectoral dynamics
Hafedh Bouakez, Omar Rachedi, Emiliano Santoro "Sectoral Heterogeneity, Production Networks, and the Effects of Government Spending"
Michaela Schmöller "Stagnant Wages, Sectoral Misallocation and Slowing Productivity Growth"
Giuseppe Fiori, Filippo Scoccianti "Investment, Vintage Capital and Productivity: Theory and Evidence"
Hikaru Saijo "Redistribution and Fiscal Uncertainty Shocks"
Alexandre Lucas Cole, Chiara Guerello, Guido Traficante "Government Debt Deleveraging in the EMU"
Benjamin Born, Francesco D'Ascanio, Gernot Mueller, Johannes Pfeifer "Government Spending, Downward Nominal Wage Rigidity, and Exchange Rate Dynamics"
Maria Eskelinen "Monetary Policy, Agent Heterogeneity and Inequality - Insights from a Three-Agent New Keynesian Model"
Andrea Colciago, Rajssa Mechelli "Competition and Inequality: Bewley and Aiyagary meet Bertrand and Cournot "
Lorenza Rossi "Declining Labor Share and Capital Misallocation in a HACT model"
Eddie Gerba "Knightian Uncertainty and Credit Cycles"
Joonseok Oh, Anna Rogantini Picco "Macro Uncertainty and Unemployment Risk"
Johannes Strobel, Kevin Salyer, Gabriel Lee, Dorofeenko Victor "Time-Varying Risk Shocks and the Zero Lower Bound"
Jordan Roulleau-Pasdeloup "Optimal Monetary Policy, Determinacy and Policy Puzzles at the Effective Lower Bound"
Pablo Cuba-Borda, Sanjay R. Singh "Understanding Persistent Stagnation"
Sebastian Schmidt, Taisuke Nakata "Simple Analytics of Expectations-Driven Liquidity Traps"
Elmar Mertens, James M. Nason "Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility"
Gregory de Walque, Thomas Lejeune, Ansgar Ranenberg, Raf Wouters "Low pass-through and high spillovers in NOEM: what does help and what does not"
Junior Maih, Yasin Mimir, Hilde Bjørnland "When do Financial Frictions really matter for the Macroeconomy?: A Structural Regime-Switching Investigation"
Monetary policy (I)
Thomas Drechsel, Ben Broadbent, Federico Di Pace, Richard Harrison, Silvana Tenreyro "Brexit, productivity growth and the equilibrium real interest rate"
Daniel Baksa, Zsuzsa Munkacsi "More Gray, More Volatile? Aging and (Optimal) Monetary Policy"
Fabio Ghironi, G. Kemal Ozhan "Interest Rate Uncertainty as a Policy Tool"
September 10, 2019
Advances in estimation methods
Jonas E. Arias, Juan F. Rubio-Ramirez, Daniel F. Waggoner "Inference in Bayesian Proxy-SVARs"
Francesco Furlanetto, Ørjan Robstad, Pål Ulvedal "Estimating Hysteresis Effects"
David Rapach, Fei Tan "Bayesian Estimation of Macro-Finance DSGE Models with Stochastic Volatility"
Growth and cycles
Federico Mandelman "Intellectual Property, Tariffs, and International Trade Dynamics"
Guido Cozzi, Beatrice Pataracchia, Philipp Pfeiffer, Marco Ratto "How much Keynes and how much Schumpeter?"
Jonathan Swarbrick "Business Cycles in Space"
Unconventional monetary policy
Marcin Kolasa, Grzegorz Wesołowski "International spillovers of quantitative easing"
Rafael Gerke, Sebastian Giesen, Matija Lozej "Forward Guidance in HANK Models: An Anatomy"
Francesco Ferrante "Household Debt and the Heterogeneous Effects of Forward Guidance "
Bubbles and default
Robert KOLLMANN "Stationary Rational Bubbles in Non-Linear Business Cycle Models"
Massimo Ferrari, "Endogenous Defaults and the Business Cycle"
caterina mendicino "Bank risk taking and twin defaults"
Monetary policy (II)
Alex Grimaud, Gauthier Vermandel, Isabelle Salle, Jasmina Arifovic "Social Learning about Monetary Policy at the Zero-Lower Bound"
Günter Coenen, Carlos Montes-Galdon, Frank Smets "The Efficacy of the ECB's Monetary Policy"
Anna Bartocci, Alessandro Notarpietro, Massimiliano Pisani "Non-standard monetary policy measures in the New Normal"
Advance in solution methods
Jesus Bejarano, Johannes Brumm, Franz Hamann, Simon Scheidegger "Taylor Rules and Sudden Stops in a Globally Solved DSGE Model"
Guillermo Hausmann Guil "Solving Heterogeneous-Agent Models around the Ergodic Steady-State"
Sergey Ivashchenko, Jonathan Benchimol "Switching volatility and nonlinearities in an open economy"
Demography and labor
Matthias Schön, Nikolai Stähler "When Old Meets Young? Germany's Population Ageing and the Current Account"
Maximiliano Dvorkin "Occupational Choice and the Dynamics of Human Capital, Inequality and Growth"
Alejandro Buesa, François Langot, Fabien Tripier "Skill-Biased Technological Change and Wealth Inequality: A Transatlantic Perspective"
Malgorzata Skibinska "The aggregate and redistributive effects of migration for the sending country"
Felipe Schwartzman "The Persistent Employment Effects of the 2006-09 U.S. Housing Wealth Collapse"
Drago Bergholt, Francesco Furlanetto, Nicolo Maffei Faccioli "The Decline of The Labor Share: New Empirical Evidence"
Eric Jondeau, Jean-Guillaume Sahuc "A General Equilibrium Appraisal of Capital Shortfall"
Lorant Kaszab, Ales Marsal, Roman Horvath "Explaining Bond and Equity Premium Puzzles Jointly in a Macro-Finance Model with Costly Firm-Entry"
Alice Albonico, Guido Ascari, Alessandro Gobbi "The debt multiplier"
Stylianos Asimakopoulos, Marco Lorusso, Francesco Ravazzolo "A New Economic Framework: A DSGE Model with Cryptocurrency"