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Pushing the frontier of central banks' macro-modelling

8–9 March 2018 | Basel, Switzerland

About the conference

7th BIS Research Network meeting

The seventh BIS Research Network meeting took place on 8-9 March 2018, bringing together researchers from academia and central banks exploring long-range research issues related to banking, monetary policy, regulation and financial stability. The first day set the coordinates of the macro-modelling frontier at central banks. Chris Sims wrapped up the opening session with a keynote speech on central bank macro-modelling. The second day - opened by Frank Smets' remarks - explored promising avenues for pushing the frontier forward.  The role of financial cycles in macroeconomic dynamics and the channels and challenges of monetary policy transmission were the themes discussed. Markus Brunnermeier rounded off the conference with a keynote on blockchain economics.

Agenda

Chair   
Stijn Claessens, Bank for International Settlements

Introductory remarks    Luiz Awazu Pereira da Silva, Bank for International Settlements
Session 1
presentation
presentation
presentation
Marco del Negro, Federal Reserve Bank of New York
Ed Herbst, Board of Governors of the Federal Reserve System
Sebastian Schmidt, European Central Bank
Session 2
presentation
presentation
presentation
Naohisa Hirakata (presentation), Bank of Japan
Angelo Fasolo  (presentation), Central Bank of Brazil
Kolver Hernández (presentation), Bank of Mexico
          
Session 3
presentation
presentation
presentation
Jens Iversen (presentation), Sveriges Riksbank
Yasin Mimir (presentation), Norges Bank 
Francesca Monti (presentation), Bank of England
Keynote speechChristopher Sims, Princeton University

Chair   
Claudio Borio, Bank for International Settlements

Introductory remarksFrank Smets, European Central Bank
International spillovers and local credit cycles
presentation
paper
discussion

Şebnem Kalemli-Özcan, University of Maryland (with Y Baskaya, J di Giovanni and M Ulu)

Discussant

Galina Hale, Federal Reserve Bank of San Francisco 

A macroeconomic model with financial panics
presentation
paper

Andrea Prestipino, Board of Governors of the Federal Reserve System (with M Gertler and N Kiyotaki)

Discussant

Ester Faia, Goethe University Frankfurt

Financial crises and lending of last resort in open economies
presentation
paper
discussion

Guido Lorenzoni, Northwestern University (with L Bocola)

Discussant

Anton Korinek, Johns Hopkins University

Chair   
Hyun Song Shin, Bank for International Settlements

The transmission of monetary policy shocks
presentation
paper
discussion

Silvia Miranda-Agrippino (presentation), Bank of England (with G Ricco)

Discussant

Marco Del Negro (presentation), Federal Reserve Bank of New York

The term structure of growth-at-risk
presentation
paper
discussion

Nellie Liang (presentation), The Brookings Institution (with T Adrian, F Grinberg and S Malik)

Discussant

Frank Schorfheide (presentation), University of Pennsylvania

Keynote lectureBlockchain economics
Markus Brunnermeier, Princeton University (with J Abadi)