2017 Workshops

Workshops are internal presentations made by Board staff.

Presenter Topic
Andrea Prestipino The Macroeconomic Effects of Trade Policy
Dario Caldara Oil Price Elasticities and Oil Price Fluctuations
Carlos Vegh Non-Linear distortion-based effect of tax changes on output: A Worldwide narrative approach
Ricardo Reyes-Heroles Globalization and Structural Change in the United States: A Quantitative Assessment
Ambrogio Cesa-Bianchi International Credit Supply Shocks
Andrew McCallum and David Cashin Introducing the Board's Prediction Poll
Ufuk Akcigit Innovation and Trade Policy in a Globalized World
Deepa Datta, Matteo Iacoviello, Mohammad Jahan-Parvar, Canlin Li, Juan Londono, Marius Rodriguez, John Rogers, and Bo Sun Global Risk and Uncertainty Measures
Francesco Ferrante Endogenous Asset Quality and Financial Crises
Logan Lewis Asymmetries and Non-Linearities in Exchange Rate Pass-through
Colin Hottman Estimating Unequal Gains Across U.S. Consumers with Supplier Trade Data
Pablo Cuba-Borda What Explains the Great Recession and the Slow Recovery?
Alexandra Tabova Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds
Sergio de Ferra Sovereign Debt Crises, Fiscal Austerity and Corporate Default
Laurien Gilbert Gains from Variety and the Local Business Cycle
Friederike Nipemann and Viktors Stebuonvs Back-testing European stress tests
Ricardo Correa International Transmission Channels
Linda Jeng and Vladimir Yankov Ending "Too Big to Fail": Total Loss Absorbing Capacity
Alexandros Vardoulakis Capital Taxation in a Chamley-Judd Economy with a Collateral Constant (joint with Nina Biljanovska)
Cindy Vojtech and Gazi Kara Bank Failures, Capital Buffers, and Exposure to the Housing Market Bubble
Ben Ranish An Empirical Economic Assessment of the Costs and Benefits of Bank Capital in the US (with Simon Firestone and Amy Lorenc)
Levent Altinoglu Credit Externalities and Land Price Dynamics in Model of Financial Intermediation (joint with Giamcomo Candian)
Cindy Vojtech and Robert Sarama Accounting for Mortgage Losses and Provisions: Expected Losses Vs. Incurred Losses (with Sarah Chae and James Wang)
Udara Peiris The Fisher Equation Reconsidered: Inside-Outside Money and the Transmission of Monetary Policy in a Simple Model of Banking (joint with Herakles Polemarchakis)
Jose Berrospide The Impact of Stress Tests on Bank Lending
Andres Schneider Risk sharing and the term structure of interest rates
Tiffany Tsai Regulating Penalty Re-pricing: Evidence from Consumer Credit Card Market (joint with Souphala Chomsisengphet)
Filip Zikes Post-crisis regulatory reform and market liquidity (based on a memo written with Alain Chaboud and Chiara Scotti)
Pablo Slutzky Disciplining Liquidity Risk-Evidence for UK Offshore Accounts (with Matthieu Chavaz and May Rostom, BOE)
David Rappoport, Matt Darst and Tejas Dave A methodology for projecting regional variables over stress-test scenarios
Rebecca Lester The Effect of Foreign Cash Holdings on International Capital Markets and Firm Financing
Lei Li The use of Credit Default Swaps by Bond Mutual Funds: Liquidity Provision and Conterparty Risk (with Geogge Aragon and Jun Qian)
Consuelo Silva-Buston Systemic Risk and Competition: Bank Herding in Europe
Teodora Paligorova Non-Bank Investors and Loan Renegotiations (with J. Santos)
Gordon Hanson When Work Disappears: Manufacturing Decline and the Falling Marriage-Market Value of Men
Manuel Gonzalez-Astudillo GDP Trend-Cycle Decompositions Using State-Level Data
Takeki Sunakawa The Natural Rate of Interest in a Nonlinear DSGE Model
Chad Fulton Mechanics of LQG rational inattention tracking problems
Mitsuru Katagirl Equilibrium Yield Curve, Savings Behavior, and Monetary Policy
Rob Sarama Banks, Nonbank Mortgage Companies, and Systemic Risk (joint with David Rappoport)
Seung Lee The U.S. Syndicated Lending Market: Lessons learned from matched data (Joint work with MA BFA, IF GFI, and IF IFS)
Enrique Moral Benito Credit Supply Shocks, Network Effects, and the Real Economy
Jon Schwabish Data Visualization Done Differently
Molin Zhong Macroeconomic Forecasting in Times of Crises
Ivan Ivanov The Debt Structure of US Municipalities (joint with Tom Zimmerman)
Christop Boehm Are Responses to Demand Shocks State Dependent?
Alessandro Barbarino A Unified Framework for Dimension Reduction in Forecasting
Daniel Villar Vallenas The Price Adjustment Hazard Function: Evidence from High Inflation Periods
Nitsh Sinha and Steve Sharpe What's the Story? A New Perspective on the Value of Economic Forecasts
Diana Iercosan The Value of Trading Relationships and Networks in the CDS Market
Marco Macchiavelli and Rajkamal Iyer Access to Safe Assets and Financial Fragility
Burcu Duygan-Bump and Mark Carlson Implementing Monetary Policy using Administered Rates and Balance Sheet Composition: Evidence from the U.S. Experience in the 1920s
Nitish Sinha Treasury Bond Supply and Term Premiums
Lucas Husted, John Rogers, and Bo Sun Monetary Policy Uncertainty
Martin Bodenstein On Targeting Frameworks and Optimal Monetary Policy
John Kandrac and Bernd Schlusche On Targeting Frameworks and Optimal Monetary Policy
Tom Zimmerman Agnosticism about Second Moments in Structural VAR Identification
David Cashin and Andrew McCallum Introducing the Board's Prediction Poll
Isabel Cairo, Shigeru Fujita, and Camilo Morales Jimenez A Quantitative Analysis of Labor Force Participation and Monetary Policy
Judit Temesvary The Performance Effects of Gender Diversity on Bank Boards
Robert Kurtzman and David Zeke Firm Heterogeneity and Quantitative Easing Policies
Matteo Crosignani The Anatomy of the Transmission of Macroprudential Policies: Evidence from Ireland
Garth Baughman Limited Commitment and the Implementation of Monetary Policy
Dobrislav Dobrev Robust Forecasting by Regularization
Francisco Vazquez-Grande Measuring the Natural Rate of Interest: Alternative Specifications
Chris Gust Forward Guidance with Bayesian Learning and Estimation
Arsenios Skaperdas Inferring the Shadow Rate from Real Activity
Martin Bodenstein On Targeting Frameworks and Optimal Monetary Policy
Fabian Winkler Asset Price Learning and Optimal Monetary Policy
Adrien D'Avernas Disentangling Credit Spreads and Equity Volatility
Stephan Luck Banking competition, growth and financial stability: Evidence from the national banking era
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Last Update: November 20, 2017