The conference covers a broad range of themes around monetary and macro-finance topics. It will bring together recent contributions in this area of research, including studies with a strong theoretical basis and empirical papers. A non-exclusive list of examples of relevant topics includes: ▪ High inflation and its consequences ▪ Supply-side disturbances and structural change ▪ Financial stability and international capital markets ▪ Digital assets and the unit of account role of money ▪ Monetary and fiscal interactions with high public debt levels
The conference covers a broad range of themes around empirical methods for central banking. It will bring together recent contributions in this area of research, including studies with a strong theoretical basis and empirical papers.
A non-exclusive list of examples of relevant topics includes: • Theoretical Advances on Local Projections • Empirical Applications of Local Projections • Local Projections in Central Banking • Empirical Analyses in monetary and fiscal policy
Jesús Fernández-Villaverde (University of Pennsylvania) and Galo Nuño (Bank of Spain) will be the instructors of this course which will introduce the main tools, as well as recent advances, in continuous-time methods in macroeconomics, with a focus on their application to Heterogeneous Agent models.
We are pleased to announce details of the latest EABCN Training School; a two-day course entitled “Fiscal Policy: Estimating Causal Evidence and Positive Theory”. Professor Morten Ravn will teach the course.
Ensuring resilience - role and limitations of monetary policy
The 11th conference organised by the International Research Forum on Monetary Policy (IRFMP) will be held at the European Central Bank (ECB) in Frankfurt on 26 and 27 March 2020. 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 conference covers a broad range of themes related to challenges and advancements in understanding business cycle behaviour. George-Marios Angeletos (MIT and NBER), Nir Jaimovich (University of Zurich and CEPR) and Franck Portier (University College London and CEPR) are confirmed invited speakers, and we welcome further relevant submissions.
Domenico Giannone (Fed NY) and Giorgio Primiceri (Northwestern) will be the instructors of a course that covers methods designed to deal with prediction with “big data” in macroeconomics, and to conduct structural analysis.
The conference will cover a broad range of themes related to empirical aspects of business cycles. Marc Giannoni (Federal Reserve Bank of Dallas and CEPR), and Lucrezia Reichlin (London Business School and CEPR) are confirmed invited speakers.
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.