Information Processing in Macroeconomics and Finance, TIGER Forum, June 6 and 7, 2013

logoChristian Hellwig and myself are organizing a conference on Information Processing in Macroeconomics and Finance. That conference will be part of the TIGER forum (see website here).

Below is the program of the conference.

 

Thursday, June 6th

SESSION 1 > 08:30 – 10:30 Information linkages on goods, credit and labor markets

Robert Ulbricht (University of Munich), “Credit crunches, Information Failures, and the Persistence of Pessimism”

Ryan Chahrour (Boston College), “Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model”

Paulina Restrepo-Echavarria (Ohio State University), “A Theory of Targeted Search”

SESSION 2 > 11:00 – 13:00 The macro dynamics of information

George-Marios Angeletos (MIT), “Quantifying Animal Spirits” Bartosz Maćkowiak (ECB), “Business Cycle Dynamics under Rational

Inattention”

Philippe Andrade (Banque de France), “Inattentive professional forecasters”

SESSION 3 > 14:30 – 16:00 Inattention

Xavier Gabaix (NYU) , “Sparse Dynamic Programming and Aggregate Fluctuations” or “A Sparsity-Based Model of Bounded Rationality, Applied to Basic Consumer and Equilibrium Theory”

Filip Matejka (CERGE-EI), “Rigid Pricing and Rationally Inattentive Consumer”

Friday, June 7th

SESSION 4 > 14:00 – 16:00 Dealing with information in finance

Marianne Andries (TSE), “When Ignorance is Bliss: Endogenous Attention to Signals under Disappointment Aversion”

Christian Hellwig (TSE), “Dispersed Information and Credit Spreads”
Jakub Steiner (Northwestern University and CERGE-EI), “Price Distortions in High-Frequency Markets”

SESSION 5 > 16:30 – 18:30 Information Acquisition

Ming Yang (Duke University), “Security Design in a Production Economy with Flexible Information Acquisition”

Kristoffer Nimark (U Pompeu Fabra) “Public Information in Populations with Heterogeneous Interests”

Fabio Verona (Bank of Finland) “Investment dynamics with information costs”

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