This second EABCN macro-finance conference will cover innovative work advancing our knowledge of macro-financial linkages. Theoretical and empirical contributions are both welcome. Nicola Gennaioli (Bocconi University & CEPR) and Stefan Nagel (Booth School of Business, University of Chicago & CEPR) will be the keynote speakers.
Professors Kenneth Singleton and Anh Le will cover select topics on the modelling of the term structure of interest rates, including reduced-form affine term structure models and equilibrium models of the interest rates in which agents are endowed with specific preferences.
Prof. Benjamin Moll (University of Princeton) will teach a course that will develop tools for the analysis and numerical solution of heterogeneous agent models in continuous-time focusing in particular on numerical solutions techniques using finite difference methods.
Prof. Lutz Kilian (U. Michigan) will cover the determination of the price of oil in global markets and the relationship between the price of oil and the macroeconomy (inflation, growth, financial markets).
The conference will cover a broad range of themes related to the estimation of the effects of unconventional monetary policies in the data. Jordi Gali (CREI and CEPR), Refet S. Gürkaynak (Bilkent University and CEPR), Frank Smets (ECB and CEPR) and Jonathan Wright (Johns Hopkins University) are confirmed invited speakers.
The tenth conference organized by the International Research Forum on Monetary Policy (IRFMP) will be held at the Federal Reserve Board in Washington, D.C. on March 23-24, 2018. The purpose of the IRFMP is to promote the discussion of innovative research on theoretical and empirical macroeconomic issues with relevance for monetary policy.
The 27th EABCN training school will be a three days course on 'Practical DSGE Models' taught by Professor Fabio Canova (BI Norwegian School of Management). Most DSGE model used by policy institutions are generally of large scale and little attention is generally paid to issues like model misspecification, model evaluation, model reduction and re-specification.
The conference will cover a broad range of themes related to econometric models with parameter time-variation. A special emphasis is on methodological, theoretical and empirical aspects and on their relevance for economic policy making, in particular for monetary policy and financial stability.
Wouter Den Haan (London School of Economics and CEPR), Jesper Lindé (Sveriges Riksbank and CEPR), Junior Maih (Norges Bank) and Dan Waggoner (Atlanta FED) are already confirmed their participation.