Zurich Workshop on the Frontier of Quantitative Macroeconomics: Models and Methods 2026
Organized by Prof. Felix Kubler and Prof. Yucheng Yang
The Workshop on the Frontier of Quantitative Macroeconomics: Models and Methods is organized by Prof. Felix Kübler and Prof. Yucheng Yang from the UZH Department of Finance.
Workshop Details:
- Date: 19 - 20 May 2026 (Tuesday, Wednesday)
- Location: University of Zurich, KO2-F-152, Karl-Schmid-Strasse 4, 8006 Zurich, Switzerland
Our department will host this workshop, highlighting new models and methods reshaping quantitative macroeconomics. Researchers will present work using modern computational and AI tools to address key economic and policy questions.
Program
Date: Tuesday, 19 May 2026
Time: 09:25 - 17:00
| 09:00 - 09:25 |
Arrival and Registration |
| 09:25 - 09:30 | Felix Kübler, University of Zurich Welcome remarks |
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Session I |
| 09:30 - 10:30 | Aleh Tsyvinski, Yale University Dynamics of Constraint Enforcement and Consumption Responses |
| 10:30 - 10:50 | Coffee Break |
| 10:50 - 11:50 | Edouard Schaal, CREI Strategic Trade Infrastructure: Understanding China's Belt and Road Initiative |
| 11:50- 13:30 | Lunch and Group Photo |
| Special Session: Honoring Christopher A. Sims Chair: Yucheng Yang, University of Zurich |
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| 13:30 - 14:30 |
Tom Sargent, New York University |
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14:30 - 14:50 |
Coffee Break |
| 14:50 - 15:50 | Xiaohong Chen, Yale University Neural Networks for Economics: Theory and Inference |
| 15:50 - 16:10 | Coffee Break |
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16:10 - 17:10 |
Tao Zha, Federal Reserve Bank of Atlanta Algorithm-Driven SVARs in the Age of Big Data |
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19:00 |
Dinner (by invitation)
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Date: Wednesday, 20 May 2026
Time: 09:30 - 17:00
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Session III |
| 09:30 - 10:30 | Adrien Auclert, Stanford University Beyond Certainty Equivalence: Higher-Order Perturbations in the Sequence Space |
| 10:30 - 10:50 | Coffee Break |
| 10:50 - 11:50 | Benjamin Moll, London School of Economics Structural Reinforcement Learning for Heterogeneous Agent Macroeconomics |
| 11:50 - 13:30 | Lunch |
| Session IV Chair: Simon Scheidegger, HEC Lausanne |
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| 13:30 - 14:30 | Anmol Bhandari, University of Minnesota Optimal Household Financial Portfolios |
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14:30 - 14:50 |
Coffee Break |
| 14:50 - 15:50 | Jonathan Payne, Princeton University The Fragility of Government Funding Advantage |
| 15:50 - 16:10 | Coffee Break |
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16:10 - 17:10 |
Marlon Azinovic-Yang, University of North Carolina at Chapel Hill Deep Learning in the Sequence Space |
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19:00 |
Dinner (by invitation)
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