Learning Week 2008

July 7-9, 2008

Schedule of events and participants


Conference Presentations

Monday, July 7 — Asset Pricing and Learning Dynamics

"Learning, Uncertainty and Stock Market 'Bubbles'"
Pietro Veronesi, University of Chicago, Graduate School of Business, presenter

"Credit Market Distortions, Asset Prices and Monetary Policy"
Damjan Pfajfar, University of Cambridge
Emiliano Santoro, University of Cambridge, presenter

"Learning about the Interdependence between the Macroeconomy and the Stock Market"
Fabio Milani, University of California—Irvine, presenter

"Learning and Multifrequency Volatility Modeling"
Laurent Calvet, Imperial College, Tanaka Business School, presenter

"Heterogeneity, Market Mechanisms, and Asset Price Dynamics"
Carl Chiarella, University of Technology, Sydney
Roberto Dieci, University of Bologna
Tony He, University of Technology, Sydney, presenter

"Internal Rationality and Asset Prices"
Klaus Adam, European Central Bank, presenter
Albert Marcet, Universitat Autònoma de Barcelona
Juan Pablo Nicolini, Universitat Pompeu Fabra

"Learning in a Model of Self Fulfilling Currency Attack"
Avik Chakraborty, University of Tennessee, presenter

Tuesday, July 8 — Learning Mechanisms and Learning about Inflation

"Learning to Optimize"
Bruce McGough, Oregon State University, presenter
George Evans, University of Oregon

"Chaos in the Cobweb Model with a New Learning Dynamic" (PDF 2.0M)
George Waters, Illinois State University, presenter

"Learning in a Large, Non-Linear Model. Size Matters. A Lot"
Alberto Locarno, Bank of Italy, presenter

"Interactive Adaptive Learning and Behavioral Sunspot Equilibria"
Gaetano Gaballo, University of Siena, presenter

"Experimental Evidence on Inflation Expectation Formation"
Damjan Pfajfar, University of Cambridge, presenter
Blaz Zakelj, Universitat Pompeu Fabra, Barcelona

"Red Herrings and Revelations: The Destabilizing and Stabilizing Effects of Economic Theory"
Paul Shea, University of Kentucky, presenter

"Learning in a Credit Economy" (PDF 159K)
Tiziana Assenza, Catholic University, Milan
Michele Berardi, University of Manchester, presenter

Wednesday, July 9 — Learning in Macroeconomics and Central Banking

"Learning, Adaptive Expectations and Technology Shocks" (PDF 364K)
Kevin Huang, Vanderbilt University
Zheng Liu, Emory University
Tao Zha, Federal Reserve Bank of Atlanta, presenter

"Learning and the Propagation of Technology Shocks"
Hamilton Fout, Kansas State University, presenter
Neville Francis, University of North Carolina

"Monetary Policy and Learning from the Central Bank's Forecast"
Ichiro Muto, Bank of Japan, presenter

"Labor Market Search and Interest Rate Policy"
Takushi Kurozumi, Bank of Japan
Willem Van Zandweghe, Carnegie Mellon University, presenter

"Expectations, Housing Prices, and Monetary Policy"
Birol Kanik, SUNY at Binghamton
Wei Xiao, SUNY at Binghamton, presenter

"Estimating a Medium-Scale DSGE Model with Expectations Based on Small Forecasting Models"
Sergey Slobodyan, CERGE–EI, presenter
Raf Wouters, National Bank of Belgium


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