Workshops
2020 Workshops
Workshops are internal presentations made by Board staff.
| Name (First Last) | Topic | Host Division |
|---|---|---|
| Sebastian Infante | What Drives Collateral Reuse? | FS |
| Alex Vardoulakis | Banks, Non-Banks and Lending Standards (joint with Matt Darst and Ehraz Refavet (OCC)) | FS |
| Chaehee Shin | Fire Sale Vulnerabilities of Banks: Bank-Specific Risks Under Stress and Credit Drawdowns | FS |
| Sergio Correia | Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu (joint with Stephan Luck and Emil Verner) | FS |
| David Rappoport | Banks' Short-Term Wholesale Funding: Evidence from Regulatory Reports (joint with William Bassett, Grace Brang and Daniel Schwindt) | FS |
| Jin-Wook Chang | The Effect of the Centeral Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic (joint with Haelim Anderson (FDIC) and Adam Cope (FRBNY)) | FS |
| Luis Barandao-Marques (IMF) | Leaning Against the Wind: A Cost Benefit Analysis for an Intergrated Policy Framework (joint with Gaston Gelos (IMF), Machiko Narita (IMF) and Erlend Nier (IMF)) | FS |
| Vlad Yankov | Rewiring Repo (joint with Jin-Wook Chang, Elizabeth Klee and Erik Larsson) | FS |
| Teodora Paligorova | Expectations and Bank Lending (joint with Yueran Ma (Chicago Booth) and Jose-Luis Peydro (UPF/Imperial)) | FS |
| Divya Kirti (IMF) | Lending Standards and Output Growth | FS |
| Luca Guerrieri | Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules (joint with Matthew Canzoneri, Behzad Diba and Arsenii Mishin) | FS |
| Michele Modugno | The Information Content of the U.S. Stress Test Announcements (joint with Luca Guerrieri) | FS |
| Manasa Gopal (Scheller College of Business, Georgia Tech) | Nonbank Lending and Credit Cyclicality (joint with Quirin Fleckenstein, German Gutierrez, and Sebastian Hillenbrand) | FS |
| Sriya Anbil | Are Repo Markets Fragile? Evidence from September 2019 (joint with Alyssa Anderson Zeynep Senyuz) | FS |
| Cynthia Doniger | Ten Days Late, Hundreds of Billions Short: The Employment Effects of Delays in Paycheck Protection Program Financing (joint with Benjamin Kay) | FS |
| Seung Lee | Identifying Financial Crises Using Machine Learning on Textual Data (joint with Mary Chen (FRB), Matthew Deining (FRB) and Martin Sicilian (Stanford)) | FS |
| Tobias Adrian (IMF) and Jose Berrospide | Macrofinancial Feedback, Bank Stress Testing and Capital Surcharges (joint with Romain Lafarguette) | FS |
| Anil Ari (IMF) | Shadow Banking and Market Discipline on Traditional Banks (joint with Matthieu Darracq-Paries (ECB), Christoffer Kok (ECB) and Dawid Zochowski (ECB)) | FS |
| Tim Schmidt-Eisenlohr | The dollar and corporate borrowing costs (joint with Ralf Meisenzahl (Chicago Fed) and Friederike Niepmann) | FS |
| Grace Gu (UCSC) | The Pricing of Sovereign Risk Under Costly Information (joint with Zachary Stangebye) | IF |
| Juan Gozi and Sai Ma | Growth at Risk | IF |
| Eva Van Leemput | Does China Drive the Global Menufacturing Cycle? (joint with William Barcelona, Danilo Cascaldi-Garcia, and Jasper Hoek) | IF |
| John Rogers | Global Economic and Financial Effects of 21st Century Pandemics and Epidemics (joint with Chang Ma and Sili Zhou) | IF |
| Martin Bodenstein | Social Distancing and Supply Disruptions in a Pandemic (joint with Giancarlo Corsetti and Luca Guerrieri) | IF |
| Enrico Mallucci | Extreme Weather, Climate Change, and Sovereign Risk | IF |
| Kyle Herkenhoff (FRBNY) | Who Bears the Welfare Cost of Monopoly? The Case of the Credit Card Industry (joint with Gajendran Raveendranathan) | IF |
| Thiago Ferreria | Scarcity of Safe Assets and Global Neutral Interest Rates (joint with Samer Shousha) | IF |
| Hedi Benamar | Timing the Announcement: HFTs and Central Bank Releases (joint with Alain Chaboud and Clara Vega) | IF |
| Frank Warnock (UVA) | The Natural Level of Capital Flows (joint with John Burger and Veronica Cacdac Warnock) | IF |
| Dario Calara and Danilo Cascaldi-Garcia | Growth at Risk | IF |
| Albert Queralto | modelling the Effects of the COVID-19 Sudden Stop in EME Capital Flows | IF |
| Luca Fornaro (CREi) | Covid-19 and Macroeconomic Policy: A Keynesian Growth Perspective (joint with Martin Wolf) | IF |
| Nils Goernemann and Francesco Ferrante | Financial Frictions and the Re-distributive Effects of Exchange Rate Fluctuations | IF |
| Laura Alfaro (Harvard) | Elusive Safety: The New Geography of Capital Flows and Risk (joint with Ester Faia, Ruth Judson, and Tim Schmidt-Eisenlohr) | IF |
| Sai Ma | Belief Distortionsa nd Macroeconomic Fluctuations (joint with Francesco Bianchi and Tim Sydney Ludvigson) | IF |
| Sebastian Graves | The State of Dependent Effectiveness of Hiring Subsidies | IF |
| Tony Zhang | The Hedging Channle of Exchange Rate Determination | IF |
| Gaston Navarro | Monetary Operating Procedures in the Fed Funds Market: Theory, Evidence, and Policy Analysis | IF |
| Hedi Benamar | Demand for Information, Uncertainty, and the Response of the U.S. Treasury Securities to News (joint with Thierry Foucault and Clara Vega) | IF |
| Mariano Somale | Comparative Advantage Innovation an dProduction | IF |
| Bo Sun | Monetary Policy Uncertainty (joint with John Rogers and Lucas Husted) | IF |
| Nils Goernemann | Exchange Rates and Endogenous Productivity | IF |
| Nils Goernemann and Albert Queralto | An overview of the new GEMUS model | IF |
| Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan Londono, and John Rogers | What is Certain about uncertainty? | IF |
| Giuseppe Fiori | The Economic Effects of Firm-Level Uncertainty | IF |
| Bernardo Morais | Expansionary Austerity: Reallocating Credit Amid Fiscal Consolidation (joint with Javier Perez-Estrada, Jose-Luis Peydro, and Claudia Ruiz-Ortega) | IF |
| Colin Weiss | Sovereign Default and Capital Flows: Evidence from the American States in the 1840s | IF |
| Francois de Soyres | Are FRB Forecast More Accurate than Others? Sometimes but not for all countries and forecast horizons (joint with Neil Ericsson, Charlotte Singer, and Ben Smith) | IF |
| Seung Lee and Sai Ma | Textual Indicators of Financial Stress | IF |
| Marcelo Rezende | How Do Global Systemically Important Banks Lower Capital Surcharges? | MA |
| Michael Puglia | Machine Learning, the Treasury Yield Curve and Recession Forecasting | MA |
| Felicia Ionescu | Heterogeneity and Dynamics in Lending Standards and Consumption Insurance | MA |
| Camelia Minoiu | Liquidity Insurance vs. Credit Provision: Evidence from the COVID-19 Crisis | MA |
| Marcelo Ochoa | International Yield Spillovers | MA |
| Margit Reischer (Georgetown U.) | Finance-Thy-Neighbor: Trade Credit Origins of Aggregate Fluctuations | MA |
| Antoine Lepetit | The Limited Power of Monetary Policy in a Pandemic | MA |
| Dave Small | The FOMC's Committee on the Directive: Behind Volcker's New Operating Procedure | MA |
| Ivan Ivanov | Bank Lending Networks and the Propagation of Natural Disasters (joint with Marco Macchiavelli and Joao Santos) | R&S |
| Justin Pierce and Aaron Flaaen | Disentangling the Effects of the 2018-2019 Tariffs on a Globally Connected U.S. Manufacturing Sector | R&S |
| Danilo Cascaldi-Garcia and Thiago Teixeira Ferreira | Back to the Present: Learning about the Euro Area through a Now-casting Model (joint with Domenico Giannone and Michele Modugno) | R&S |
| Yesol Huh/You Suk Kim | Cheapest-to-Deliver Pricing and Endogenous MBS Heterogeneity | R&S |
| Manuel Gonzalez-Astudillo | A supply-side and monetary policy rule-consistent estimate of r-star for the U.S. economy” (joint with Jean-Philippe Laforte) | R&S |
| Simon Smith | Structural Breaks in Grouped Heterogeneity and Monetary Policy | R&S |
| Dave Benson | Branch Network Proximity and the Long Run Effects of Bank Mergers” (joint with Samuel Blattner, Serafin Grundl, You Suk Kim, and Ken Onishi) | R&S |
| Dave Byrne | COVID-19, Netflix, and PCE (joint with Carol Corrado) | R&S |
| Ryan Decker and Aaron Flaaen | Exploring measures of business exit during Covid-19 | R&S |
| Tim Dore | Firm Growth, Financial Constraints, and Policy-Based Finance (joint with Ken Onishi, Tetsuji Okazaki, and Naoki Wakamori) | R&S |
| André F. Silva | Pirates without Borders: the Propagation of Cyberattacks through Firms’ Supply Chains (joint with Matteo Crosignani and Marco Macchiavelli) | R&S |
| Bernardo Morais | Forward Looking Loan Provisions: Credit Supply and Risk-Taking (joint with Gaizka Ormazabal, José-Luis Peydró, Mónica Roa, and Miguel Sarmiento) | R&S |