Discussions
OVERVIEW:
Conference Discussions
Canova: "FAQ: How do I estimate the output gap?" (@CEPR, 2022)
My discussion slides: pdf
Fabio Canova's paper: pdf
discussed at CEPR-EABCN business cycle dating committee conference "Finding the Gap: Output Gap Measurement in the Euro Area" EUI 2022
Del Negro, Giannone, Giannoni, and Tambalotti: "Global Trends in Interest Rates" (@SNB, 2019)
My discussion slides: pdf
DGGT paper: https://doi.org/10.1016/j.jinteco.2019.01.010
discussed at the SNB Research Conference 2019
Carriero, Clark, and Marcellino: "Endogenous Uncertainty" (@DolomitiMacro, 2019)
My discussion slides: pdf
CMM's paper: html
presented at the First Dolomiti Macro Meetings
Stevens and Wauters: "Is euro area lowflation here to stay? Insights from a time-varying parameter model with survey data" (@NBB 2018)
My discussion slides: pdf
Stevens and Wauters paper: pdf
presented at the NBB biennial research conference 2018
Mertens and Williams: "What to Expect from the Lower Bound on Interest Rates: Evidence from Derivative Prices" (@CEBRA 2018)
My discussion is here: pdf
The working paper by Thomas Mertens and John Williams: pdf
Presented at CEBRA meeting 2018
Chahrour and Jurado: "News or Noise: The Missing Link" (@Unil/NAIF 2016)
My discussion is here: pdf
Presented at NAIF workshop
Carvalho, Eusepi, Moench and Preston: "In search of a nominal anchor: What drives long-term inflation expectations?" (@FRB-CLE , 2016)
My slides: pdf
The paper: pdf
From the Cleveland Fed conference on "Inflation Drivers and Dynamics"
Mertens and Ravn's "Reconciliation of SVAR and narrative estimates of tax multipliers" (@Gerzensee/JME, 2012)
The paper as published in the JME: html (ideas)
My slides: pdf
Conference Program: SNB-SGZ-JME Conference (2012) "Financial Markets, Financial Policy, and Macroeconomic Activity"
Nason and Smith's "Reverse Kalman Filtering U.S. Inflation with Sticky Professional Forecasts" (@FRB-PHIL 2012)
Conference Program: "Real-Time Data Analysis, Methods, and Applications" at the Philadelphia Fed (October 2012)
Forlati and Lambertini's "Risky Mortgages in a DSGE Model" (@SNB, 2010)
Meh and Moran's "The Role of Bank Capital in the Propagation of Shocks" (@SNB, 2009)
Angeletos and La'O "Incomplete Information, Higher-Order Beliefs and the Inertia of Prices in the Calvo Model" (@Gerzensee/JME, 2008)
SNB/JME conference on "Monetary Policy under Imperfect Information", December 2008 at Study Center Gerzensee
Reading groups
Coval, Jurek and Stafford's "Economic Catastrophe Bonds" (AER, 2009)
Lorenzoni's "Optimal Monetary Policy with Uncertain Fundamentals and Dispersed Information" (REStud 2010)
paper in the Review of Economic Studies (2010)
Book reviews
Christian Gollier's "Economics of Risk and Time"
Olivier de la Grandville's "Bond Pricing and Portfolio Analysis"
Prisman's "Pricing Derivative Securities, An Interactive Dynamic Environment with Maple V and Matlab"
Danthine and Donaldson's "Intermediate Financial Theory (1st edition)"
website for 2nd edition of the book
Other
When Smart Money is Borrowed Money
Kyle and Xiong (2001, JF) and Shleifer and Vishny (1997, JF)
pdf, (appeared in 3/2002 of FMPM)
Recent Models in Behavioral Finance Put to Test
The models of DHS (1998), BSV (1998) and Hong and Stein (1999) as well as the tests in HLS (2000) and Lee and Swaminathan (2000)
pdf, appeared in 1/2001 of FMPM