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ZCCFE - Zurich Center for Computational Financial Economics

Program

Preliminary Program (PDF, 39 KB)

 

Mini-Conference on Heterogeneous Agents Macroeconomics, 4 July 2018

08.30 – 09.30

The Performance of Policy Rules in Heterogeneous-Agent Models with Aggregate Shocks
(joint with Timo Boppart and Per Krusell)

Kurt Mitman,
University of Stockholm
 

09.30 – 10.00

Break

 

10.00 – 11.00

Solving Heterogeneous Agent Models with Nonconvex Optimization Problems: Linearization and Beyond

Michael Reiter,
Institute of Advanced
Studies, Vienna

11.00 – 12.00

The History-Representation to Solve and Derive Optimal Policies in Heterogeneous agent models with Aggregate Shocks (PDF, 559 KB)(joint with François Le Grand)
 

Xavier Ragot
SciencePo, Paris

12.00 – 13.30

Lunch

 

13.30 – 14.30

Self-justified equilibria (PDF, 381 KB)
(joint with Simon Scheidegger)

Felix Kübler
University of Zurich

14.30 – 15.30

Unequal lives

Moritz Kuhn
University of Bonn

15.30 – 16.00

Break

 

16.00 – 17.00

Comparative Valuation Dynamics in Models with Financing Restrictions (PDF, 1 MB)
(joint with Fabrice Tourre)

Paymon Khorrami, University of Chicago, Booth School of Business

17.00 – 18.00

Asset Pricing with Heterogeneous Agents and Long-Run Risk (PDF, 2 MB)
(joint with Walter Pohl and Ole Wilms)

Karl Schmedders
University of Zurich