Conference in Honor of Thomas Sargent and Christopher Sims

Conference in Honor of Thomas Sargent and Christopher Sims
May 4-5, 2012
Federal Reserve Bank of Minneapolis

Agenda PDF
Friday, May 4, 2012     River Room
Moderator Ellen McGrattan (Federal Reserve Bank of Minneapolis)
12:55–1:00

Welcoming Remarks: Kei-Mu Yi (Federal Reserve Bank of Minneapolis)

1:00–1:50

"Is there a trade-off between inflation and output stabilization?"

Speaker: Giorgio Primiceri (Northwestern University), with Alejandro Justiniano (Federal Reserve Bank of Chicago) and Andrea Tambalotti (Federal Reserve Bank of New York)
[Slides]

Discussant: Mark Watson (Princeton University)
[Slides]

1:50–2:05

Break

2:05–2:10

Skit: "The Four Horsemen" (V. Chari, F. Perri, C. Phelan, T. Kehoe, and T. Holmes)

2:10–3:00

"The Allocation of Interest Rate Risk and the Financial Sector"

Speaker: Martin Schneider (Stanford University), with Juliane Begenau and Monika Piazzesi (Stanford University).
[Slides]

Discussant: Chris Sleet (Carnegie Mellon Tepper School of Business)
[Slides]

3:00–3:20

Group Photo—Fed Lobby

3:20–4:10

"DSGE Model-Based Forecasting"

Speaker: Marco Del Negro (Federal Reserve Bank of New York), with Frank Schorfheide (University of Pennsylvania)
[Slides]

Discussant: Fabio Canova (Institució Catalana de Recerca i Estudis Avançats- Universitat Pompeu Fabra and European University Institute)
[Slides]

4:10–4:25 Break
4:25–4:30

Skit: "Chris and Tom Team Teach" (P. Kehoe and J. Nicolini)

4:30–5:20

"Taxation, redistribution, and debt in incomplete market economies with aggregate shocks"

Speaker: Thomas Sargent (New York University), with Mike Golosov (Princeton University)
[Slides]

Discussant: Robert Lucas (University of Chicago)
[Slides]

5:30

Reception (Fed Lobby)

7:30

Dinner (Fed Dining Room)

Saturday, May 5, 2012     River Room

Moderator:

Ramon Marimon (European University Institute)

9:30–10:00

Continental Breakfast

10:00–10:50

"Consumption and Labor Supply with Partial Insurance: An Analytical Framework"

Speaker: GianLuca Violante (New York University), with Jonathan Heathcote and Kjetil Storesletten (Federal Reserve Bank of Minneapolis)
[Slides]

Discussant: Richard Rogerson (Princeton University)
[Slides]

10:50–11:05

Break

11:05–11:10

Skit: "Reenactment of Business Cycle Modeling without Pretending..." (S. Schulhofer-Wohl and J. Heathcote)

11:10–12:00

"Information Choice Technologies"

Speaker: Laura Veldkamp (NYU Stern School of Business), with Christian Hellwig (Université de Toulouse) and Sebastian Kohls (Northwestern University)
[Slides]

Discussant: Ricardo Reis (Columbia University)
[Slides]

12:00–1:30

Lunch (Fed Dining Room)

1:30–2:20

"Sources of entropy in representative agent models"

Speaker: Dave Backus (NYU Stern School of Business), with Mike Chernov (London School of Economics) and Stan Zin (NYU Stern School of Business)
[Slides]

Discussant: Monika Piazzesi (Stanford University)
[Slides]

2:20–3:10

"Risk Shocks"

Speaker: Larry Christiano (Northwestern University), with Roberto Motto and Massimo Rostagno (European Central Bank)
[Slides]

Discussant: Lee Ohanian (University of California, Los Angeles)
[Slides]

3:10–3:25

Break

3:25–3:30

Skit: "The Big Sargowski" (J. Schmitz, F. Buera, and K. Storesletten)

3:30–4:20

"Liquidity and the Threat of Fraudulent Assets"

Speaker: Pierre-Olivier Weill (University of California, Los Angeles), with Yiting Li (National Taiwan University) and Guillaume Rocheteau (University of California, Irvine)
[Slides]

Discussant: Neil Wallace (Penn State University)
[Slides]

4:20–5:10

"Discrete behavior in information-constrained tracking problems and portfolio choice"

Speaker: Christopher Sims (Princeton University), with Junehyuk Jung, Jeong-Ho Kim (Princeton University), Filip Matejka (Charles University and Academy of Sciences of the Czech Republic)

Discussant: Mike Woodford (Columbia University)
[Slides]

6:00

Dinner/Bowling (Off site: Elsie’s Bowling alley)


Research Department Digital Archive - Sargent and Sims Special Collection
The special collection contains digitized working papers, conference papers, and other materials produced by Thomas Sargent and Christopher Sims during their time at the Minneapolis Fed. The collection is ongoing, and will be updated by the Bank's Research Library.

 
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The Region: Interview with Michael Woodford

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Economic Research Papers