Technical Workshop: “The Economics of Risk”

Technical Workshop “The Economics of Risk”

Technical pre-conference workshop, ahead of the conference “Economics of Risk” hosted by ESM in Luxembourg on 26-27 September

---

Monday, September 23
8:30 – 8:55 Registration

8:55 – 9:00 Welcome

9:00 – 10:00 Density forecasts of inflation: a quantile regression forest approach
Michele Lenza (European Central Bank) with Ines Moutachaker (INSEE) and Joan Parades (CEPR)

10:00 – 11:00 Measuring the Effects of Aggregate Shocks on Unit-Level Outcomes and Their Distribution
Stephanie Ettmeier (University of Bonn) with Chi Hyun Kim (University of Bonn) and Frank Schorfeide (University of Pennsylvania)

11:00 – 11:30 Coffee Break

11:30 – 12:30 Demand and Supply Drivers through the Lens of Distributions of Survey Expectations
Sarah Mouabbi (Banque de France) with Jean-Paul Renne (University of Lausanne) and Adrien Tschopp (University of Lausanne)

12:30 – 13:30 Higher-Order Moment Inequality Restrictions for SVARs
Filippo Ferroni (FRB Chicago) with Philippe Andrade (FRB Boston ) and Leonardo Melosi (University of Warwick)

13:30 – 14:30 Lunch

14:30 – 15:30 Risk and Monetary Policy in a Data-Rich Model
Haroon Mumtaz (Queen Mary University) with Dario Caldara (Federal Reserve Board) and Molin Zhong (Federal Reserve Board)

15:30 – 16:30 Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs
Dimitris Korobilis (University of Glasgow)

Tuesday, September 24

8:30 – 9:00 Registration

9:00 – 10:00 Long run trends in short-maturity rates and term spreads
Barbara Rossi (Universitat Pompeu Fabra)

10:00 – 11:00 Banking risk
Speaker TBA

11:00 – 11:30 Coffee Break

11:30 – 12:30 The Macroeconomic Drivers of the Balance of Inflation Risks
Leonardo Melosi (University of Warwick) with Andrea De Polis (University of Strathclyde) and Ivan Petrella (Collegio Carlo Alberto)

12:30 – 13:30 Natural Disasters and Macroeconomic Tail Risks
Speaker TBA

Organizing Committee: Luca Gambetti (Collegio Carlo Alberto), Giulia Gitti (Collegio Carlo Alberto), Ivan Petrella (Collegio Carlo Alberto and Warwick Business School), Federico Ravenna (Collegio Carlo Alberto)

Contact: datalab@carloalberto.org