Macro/International Reading Group

Spring 2011
Thursdays, 12:40 (SHARP) – 1:40pm in Evans 639 (bring your own lunch if you want)

 

Date

Presenter

Paper

20-Jan-11

Gabe

Woodford, "Simple Analytics..."

27-Jan-11

Mu-Jeung

Cochrane, “Understanding Fiscal…"

3-Feb-11

Slavik

Kehoe and Midrigan, “Prices are Sticky After All”

10-Feb-11

Gee Hee

Neiman, “Stickiness, Synchronization…”

17-Feb-11

Romain Ranciere (guest speaker)

TBA

24-Feb-11

Vladimir

Benigno and Paciello, “Monetary Policy…"

3-Mar-11

Johannes

Hamilton and Wu, "The Effectiveness of…"

10-Mar-11

Oleksa

Engel, “The Real Exchange Rate…"

17-Mar-11

Tim Cogley (guest speaker)

TBA

24-Mar-11

Spring break (no meeting)

31-Mar-11

Yury

Bems, Johnson, and Yi, “Vertical Linkages…"

7-Apr-11

Rachita

Paravisini et al., “Dissecting the Effect...”

14-Apr-11

Vico

Fernandez-Villaverde et al, “Risk Matters…"

21-Apr-11

Dominick

Jordà, Schularick, and Taylor, “Financial Crises…"

28-Apr-11

GEMS mini-conference

 

 

Please send an email to ygorodni@econ.berkeley.edu if you would like to receive announcements or would like to lead one of the discussions.

Here is a list of potentially interesting papers. Feel free to suggest others.

Pricing

·       Brent Neiman, “Stickiness, Synchronization, and Passthrough in Intrafirm Trade Prices”, http://faculty.chicagobooth.edu/brent.neiman/research/Intrafirm.pdf

·       Kehoe and Midrigan, “Prices are Sticky After All,” http://www.nber.org/papers/w16364

·       Brent Neiman, “A State-Dependent Model of Intermediate Goods Pricing,” http://www.nber.org/papers/w16283

·       Chevalier and Kashyap, “Best Prices,” http://papers.nber.org/papers/w16680

·       Douglas Davis and Oleg Korenok, “Nominal Price Shocks in Monopolistically Competitive Markets: An Experimental Analysis” http://www.nber.org/confer//2011/MEs11/davis.pdf

·       Emi Nakamura and Jon Steinsson, “Price Setting in Forward-Looking Customer Markets” http://www.columbia.edu/~en2198/papers/habit.pdf

·       Oleksiy Kryvtsov and Virgiliu Midrigan, “Inventories, Markups and Real Rigidities in Menu Cost Models” http://www.aeaweb.org/aea/2011conference/program/retrieve.php?pdfid=461

·       Schoenle, “International Menu Costs and Price Dynamics” http://www.aeaweb.org/aea/2011conference/program/retrieve.php?pdfid=639

·       Wang, “Inflation and Welfare with Search and Price Dispersion” http://www.aeaweb.org/aea/2011conference/program/retrieve.php?pdfid=98

International/Trade

·       Jonathan Eaton, Samuel Kortum, Brent Neiman, John Romalis, “Trade and the Global Recession,” http://www.nber.org/papers/w16666

·       Òscar Jordà, Moritz Schularick, Alan M. Taylor, “Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons,” http://www.nber.org/papers/w16567

·       Jesus Fernandez-Villaverde et al, “Risk Matters: The Real Effects of Volatility Shocks,” http://www.econ.upenn.edu/~jesusfv/risk.pdf

·       Bems, Johnson, and Yi, “Vertical Linkages and the Collapse of Global Trade” http://www.aeaweb.org/aea/2011conference/program/retrieve.php?pdfid=481

·       Daniel Paravisini, Veronica Rappoport, Philipp Schnabl, Daniel Wolfenzon, “Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Datahttp://www.bus.umich.edu/Academics/Departments/Finance/Sem%20Papers/F%202010%20Paravisini.pdf

·       Charles Engel, “The Real Exchange Rate, Real Interest Rates, and the Risk Premiumhttp://www.ssc.wisc.edu/~cengel/WorkingPapers/RealExchangeRate12-17-10.pdf

Fiscal/Monetary policy

·       Jordi Galí, “Are Central Banks' Projections Meaningful?” http://www.nber.org/papers/w16386

·       Pierpaolo Benigno, Luigi Paciello, “Monetary Policy, Doubts and Asset Prices” http://www.nber.org/papers/w16386

·       Cochrane, “Understanding Fiscal and Monetary Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic” http://www.aeaweb.org/aea/2011conference/program/retrieve.php?pdfid=20

·       Chung et al. “Macro-finance models of interest rates and the economy” http://www.frbsf.org/publications/economics/papers/2011/wp11-01bk.pdf

·       James Hamilton and Jing Wu, “The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment” http://www.nber.org/confer//2011/MEs11/hamilton.pdf

Labor markets

·       Mulligan, “Does Labor Supply Matter During a Recession? Evidence from the Seasonal Cycle,” http://www.nber.org/papers/w16357

·       Camille Landais, Pascal Michaillat, Emmanuel Saez, “Optimal Unemployment Insurance over the Business Cycle,” http://www.nber.org/papers/w16526

·       Yongsung Chang, Sun-Bin Kim, Frank Schorfheide, “Labor-Market Heterogeneity, Aggregation, and the Lucas Critique,” http://www.nber.org/papers/w16401

·       Roger Farmer, “Animal Spirits, Persistent Unemployment and the Belief Function,” http://www.nber.org/papers/w16522

·       Pierpaolo Benigno, Luca Antonio Ricci, Paolo Surico, “Unemployment and Productivity in the Long Run: The Role of Macroeconomic Volatility,” http://www.nber.org/papers/w16374

·       Alan Krueger and Andreas Mueller, “Job Search and Job Finding in a Period of Mass Unemployment:  Evidence from High-Frequency Longitudinal Datahttp://www.nber.org/confer//2011/EFGw11/Krueger.pdf

·       Robert Shimer, “Wage Rigidities and Jobless Recoverieshttp://sites.google.com/site/robertshimer/research/workingpapers

Households

·       Jonathan A. Parker, Annette Vissing-Jorgensen, “The Increase in Income Cyclicality of High-Income Households and its Relation to the Rise in Top Income Shares,” http://www.nber.org/papers/w16577

·       Andrew Paciorek, Todd M. Sinai, “Does Home Owning Smooth the Variability of Future Housing Consumption?” http://www.nber.org/papers/w16531

·       Jonathan A. Parker, Nicholas S. Souleles, David S. Johnson, Robert McClelland, “Consumer Spending and the Economic Stimulus Payments of 2008” http://papers.nber.org/papers/w16684

·       Craig Burnside, Martin Eichenbaum, and Sergio Rebelo, “Understanding Booms and Busts in Housing Marketshttp://www.kellogg.northwestern.edu/faculty/rebelo/htm/Working_Papers_files/Booms-busts.pdf

Methodological

·       Christiano, L., and Fisher, J. (2000), “Algorithms for Solving Dynamic Models with Occasionally Binding Constraints,” Journal of Economic Dynamics and Control, 24, 1179–1232. http://minneapolisfed.org/research/sr/sr171.pdf

·       Albert Marcet & David A. Marshall, 1994. "Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions," Working Paper Series, Macroeconomic Issues 94-20, Federal Reserve Bank of Chicago. http://www.minneapolisfed.org/research/DP/DP91.pdf

·       Albert Marcet & David A. Marshall, “Convergence of Approximate Model Solutions to Rational Expectation Equilibria Using the Method of Parameterized Expectations," Economics Working Papers 17, Department of Economics and Business, Universitat Pompeu Fabra.

·       Albert Marcet & Ramon Marimon, 1994. "Recursive Contracts," Economics Working Papers 337, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1998. http://www.econ.upf.edu/docs/papers/downloads/337.pdf

·       Gallant, A. Ronald, and George Tauchen (1989), ``Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications,'' Econometrica 57, 1091-1120.

·       D. Abreu, D. Pearce, and E. Stacchetti (1990), “Toward a Theory of Discounted Repeated Games with Imperfect Monitoring,” Econometrica 58.

·       Roberto Chang. “Credible Monetary Policy in an Infinite Horizon Model: Recursive Approaches,” Journal of Economic Theory 81 (1998), 431-61.

·       Jesus Fernandez-Villaverde and Juan Rubio-Ramirez “Estimating Macroeconomic Models: A Likelihood Approach” http://www.econ.upenn.edu/~jesusfv/Estimating_Macroeconomic_Models.pdf