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
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Last Update: November 12, 2020