Methods for Solving and Analyzing Dynamic Models in the Face of Uncertainty and Cross-Sectional Heterogeneity

Description

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This workshop will bring together researchers to explore methods for solving and analyzing dynamic economic models in the face of uncertainty and cross-sectional heterogeneity. The program will feature economic model builders and researchers from applied mathematics with complementary interests. Participants will explore recent developments and applications of techniques designed to support the study of models with diverse economic agents that confront idiosyncratic and aggregate uncertainties. Workshop participants will consider the consequences of broad notions of uncertainty that push beyond the familiar risk specifications and will instead confront the so-called “deep uncertainties” that prevail in many applications.  

This workshop is being organized in collaboration with the Macro Finance Research Program.

Organizers

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F A
Fernando Alvarez University of Chicago
L P H
Lars Peter Hansen University of Chicago
T S
Takis Souganidis University of Chicago

Registration

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