Please note: this event has passed
About the Event
Following the successful experiment on November 2, 2021 at King's College, we are launching a new series of in-person events: 'QuickTalks', a series of workshops composed of short presentations, followed by extensive coffee time and food/refreshments to share ideas.
Please join us for the Second Edition of QuickTalks: “Macroeconometrics and Applied Macro”.
The event is organized by the Macroeconometrics Network and is kindly sponsored by King’s Business School (King’s College London), the Qatar Centre for Global Banking and Finance (King’s College London), and the Bank of England.
All presentations take place in person, but the event can be attended either in person or via Zoom.
Schedule
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11:00-11:30 |
1) |
Rhys Bidder (King’s Business School, King’s College London) ‘Ask the banks: DSGE models through the lens of stress test data’ |
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11:30-12:00 |
2) |
Philip Schnattinger (Bank of England) ‘Non-performing loans and inefficient capital reallocation’ |
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12:00-13:00 |
Lunch |
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13:00-13:30 |
3) |
Andreas Joseph (Bank of England) ‘Deep reinforcement learning in a monetary model’ with Mingli Chen (University of Warwick), Michael Kumhof (Bank of England), Xinlei Pan (UC Berkeley), Rui Shi (University of Warwick), Xuan Zhou (Deakin University) |
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13:30-14:00 |
4) |
Aytek Malkhozov (Queen Mary University of London) ‘News shocks and the natural rate of interest’ with Lorenzo Bretscher (LBS), Andrea Tamoni (Rutgers) |
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14:00-14:30 |
5) |
Fabian Seyrich (BSE Berlin, DIW Berlin, Freie Universität Berlin) ‘A behavioural heterogeneous agent New Keynesian model’ |
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14:30-15:00 |
Coffee Break |
|
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15:00-15:30 |
6) |
Maximilian Boeck (Vienna School of International Studies) ‘Identification of non-rational risk shocks’ |
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15:30-16:00 |
7) |
Luis Hernandez-Roman (University of Warwick) ‘The global transmission of US trade policy uncertainty shocks’ |
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16:00-16:30 |
8) |
Fabio Parla (University of Palermo) ‘Identifying high-frequency shocks with Bayesian Mixed-Frequency VARs’ with Alessia Paccagnini (University College Dublin) |
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16:30-17:00 |
9) |
Vito Polito (University of Sheffield) ‘Tackling large outliers in macroeconomic data with vector artificial neural network autoregression’ with Yunyi Zhang (Xiamen University) |
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17:00-17:30 |
Tea Break |
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17:30-18:00 |
10) |
Giacomo Mangiante (University of Laussanne) ‘Demographic trends and the transmission of monetary policy’ |
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18:00-18:30 |
11) |
Gustavo de Souza (Stockholm University, Institute for International Economic Studies) ‘The labour market consequences of appropriate technology’ |
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18:30-19:00 |
12) |
Michele Piffer (King’s Business School, King’s College London) ‘Impulse response estimation via flexible local projections’ with Haroon Mumtaz (Queen Mary University of London) |
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19:00 |
Drinks and dinner |
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At this event
Lecturer in Economics
Deputy Director of the Qatar Centre for Global Banking & Finance
Event details
Bush House, SE1.02Bush House South East Wing
Strand, London WC2R 1AE