Ekaterina Shabalina

New CEPR Discussion Paper - DP20297 Business Cycle Implications of Incomplete Markets Models Ester Faia @goetheuni, @ShabalinaKate @RBAInfo ow.ly/rtYf50VYJih #CEPR_MEF #CEPR_MG #EconTwitter

The paper is joint with Ester Faia and is about the business cycle statistics of 16 HANK and RANK models. We find very similar performance of HANK models in comparison to their RANK cousins. The Laffer curves are different. The video is available here youtu.be/c49dxZl3_mE?si… 2/2

It was a great pleasure to take part in @nberpubs SI Impulse and Propagation Mechanisms Workshop. Huge thanks to @christiano3 and @EichMartin for putting together a stellar program and inviting our paper "What Central Bankers Can Learn from Models with Idiosyncratic Risk" 1/2

Excited to see our session on Macroeconomic Implications of Labor Supply and Reallocation in Heterogeneous Agent Economies in the latest 𝐀𝐄𝐀 𝐏&𝐏. Joint work with @DavidWiczer and Ester Faia! aeaweb.org/articles?id=10…

@RuggeroJappelli @WarwickBSchool Happy to hear that! Congratulations, Ruggero!

@mcperuffo Cool! It would be great to meet in either of the two cities :)

@ShabalinaKate @RBAInfo Hey! Seems like you are the second person working with HA models in Frankfurt who’s moving to Sydney this year ;) maybe we can get a third one? Looking forward to meeting you!

Exciting news! I will join the Reserve Bank of Australia, Research department this September [conditional on visa, etc.]. I am looking very much forward to working with this talented group of researchers and economists at the @RBAInfo!

@PvSalgado12 Thank you, @PvSalgado12!

@ShabalinaKate @RBAInfo Congrats!!!

@MartaCota14 Thank you, @MartaCota14!

@ShabalinaKate @RBAInfo Congratulations!

@PfaeutiEcon Thanks, @PfaeutiEcon!

@ShabalinaKate @RBAInfo Congrats!

I owe a huge thank you to my fantastic advisor, Ester Faia.I am deeply grateful to @MariannaKudlyak, Alex Meyer-Gohde,and @DavidWiczer, who helped me enormously throughout the job market and with whom I had the pleasure to coauthor. I look forward to the new chapter of my career!

New CEPR Discussion Paper - DP17741 Monetary Policy and Wage Inequality: the Labour Mobility Channel Ester Faia @goetheuni, @MariannaKudlyak @sffed @HooverInst, @ShabalinaKate @goetheuni, @DavidWiczer @stonybrooku ow.ly/ravQ50M3yom #CEPR_MG, #CEPR_MEF

In the IMFS Working Paper 175, Alexander Meyer-Gohde & @ShabalinaKate show that including higher frequency information improves the forecasting performance of DSGE models, specifically with their new method that combines existing methods.#financialmarkets imfs-frankfurt.de/fileadmin/user…

You can find my JMP, other papers, and more info about me on ekaterina@shabalins.com. I am very grateful to my advisors and co-authors Ester Faia, @MariannaKudlyak, Alex Meyer-Gohde, and @DavidWiczer for incredible guidance and support!

A key insight is that while individual MPS depend on risk and wealth, endogenous changes in wealth distribution are driven by risk and amplify savings responses to business cycles when risk is high, dampen them when risk is low. The latter result is also confirmed empirically.

Hi #EconTwitter and #EconJobMarket! I'm a macroeconomist working with heterogeneous agent models, and I apply them to study international macro questions and the labor market. In my JMP, I ask what impact market incompleteness within a country has on international risk sharing.

Check out the presentation of our new paper "Monetary Policy and Wage Inequality: the Labour Mobility Channel" with @MariannaKudlyak, @DavidWiczer and Ester Faia. Ester presents at #QCGBF #VirtualSeminarSeries. Registration link: kcl.ac.uk/events/qcgbf-v…

.@SEDmeeting My fabulous coauthor Ester Faia will present our work (w @ShabalinaKate) on dynamic labor reallocation with heterogeneous skills and uninsured idiosyncratic risk. Looking fwd to the Macroeconomic Consequences of Automation Session w @zafer_kanik @YedidLevi & others

I am very proud to share our work about occupational reallocation with my role-model coauthors Ester Faia and @MariannaKudlyak