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IMFS Conference on Monetary and Financial Stability and Macro-Financial Modelling

November 6-7, 2025

Casino 1.801
Campus Westend
Goethe University Frankfurt

Program, November 6, 2025

08:40 – 09:10

Registration and Coffee

09:10 – 09:15

Welcome

Guido Friebel, Dean, Faculty of Economics and Business, Goethe University Frankfurt

09:15 – 10:15

Session 1: Understanding Inflation

Chair: Volker Wieland, Institute for Monetary and Financial Stability

“Downsizing as Price Adjustment: Micro Evidence and Implications for Inflation” (with C. Matthes, T. Walker, K. Carstensen, J. A. Gaetos and N. Lee) (Slides)
Presenter: Günter Beck, University of Siegen

“Endogenous Transitions to a Low-Inflation Equilibrium: Estimation of a Nonlinear New Keynesian Model” (with D. Hecker) (Slides)
Presenter: Maik Wolters, Kiel University

10:15 – 10:45

Coffee Break

10:45 – 11:45

Session 2: Inflation Targeting and Monetary Policy

Chair: Alexander Meyer-Gohde, Institute for Monetary and Financial Stability

“Inflation Forecast Targeting Revisited” (with C. Conrad and Z. Enders) (Slides)
Presenter: Gernot Müller, University of Tübingen

“Managing the Risks of Inflation Expectation De-anchoring” (with M. Farkas) (Slides)
Presenter: Kai Christoffel, European Central Bank

11:45 – 13:00

Lunch

13:00 – 14:00

Session 3: Public Finance and Inflation

Chair: Michael Haliassos, Goethe University Frankfurt

“Fiscal Constraints on Monetary Policy: How Debt Limits Monetary Effectiveness” (with C. Bayer and Z. Gong) (Slides)
Presenter: Keith Küster, University of Bonn

“Fiscal Seigniorage and Price Level Determination in a Currency Union”
Presenter: Sebastian Schmidt, European Central Bank

14:00 – 14:30

Coffee Break

14:30 – 15:30

Session 4: Optimal Monetary and Fiscal Policy

Chair: Michael Haliassos, Goethe University Frankfurt

“Monetary Policy and Supply Side Turnover” (with H. Weber) (Slides)
Presenter: Klaus Adam, University College London

“Inflation, Fiscal Rules and Cognitive Discounting” (with C. Walsh) (Slides)
Presenter: Roberto Billi, Sveriges Riksbank

15:30 – 17:00

Poster Session

When to Look Through and When to Act: Central Bank Responses to Oil vs. Gas Supply Shocks (Poster)
Hendrik Hegemann, Institute for Monetary and Financial Stability

Beyond the Peak: Revisiting Outlook-at-Risk in Real-Time Evidence from a Copula-Augmented Distributional VAR (CADVAR) (Poster)
Luca Schmitz, Institute for Monetary and Financial Stability

Heterogeneity in Optimal Fiscal Consolidation under the Revised EU Debt Framework (Poster)
Julian Stein, Institute for Monetary and Financial Stability

German Sub-Sovereign Yields and Monetary Policy (Poster)
Maximilian Vilt, Institute for Monetary and Financial Stability

Program, November 7, 2025

09:00 – 09:30

Coffee

09:30 – 10:30

Session 5: Climate, Energy, and Macroeconomic Modelling

Chair: Michael Binder, Goethe University Frankfurt

“The ENV-FIBA Model for Climate Risk Analysis—Framework, Model Details, and Guide” (Slides)
Presenter: Jinhyuk Yoo, International Monetary Fund

“Macroeconomic effects of carbon-intensive energy price changes: A model comparison” (with M. Darraq Pariès, L. Durand, M. Gonzalés, R. Priftis, O. Röhe, M. Rottner, E. Silgado-Goméz, N. Stähler, and J. Varga) (Slides)
Presenter: Matthias Burgert, Swiss National Bank

10:30 – 11:00

Coffee Break

11:00 – 12:00

Session 6: Monetary Policy Rules and Financial Indicators

Chair: Michael Binder, Goethe University Frankfurt

“Rules vs. Discretion: Decoding FOMC Policy Deliberations” (with M. D. Bordo and H. Martínez) (Slides)
Presenter: Klodiana Istrefi, European Central Bank

“Looser, Tighter, Clearer – a new Financial Conditions Index for the euro area” (with G. Martorana and J. Mistak)
Presenter: Tilman Bletzinger, European Central Bank

12:00 – 13:00

Session 7: Natural Rates and the Role of Expectations

Chair: Helmut Siekmann, Institute for Monetary and Financial Stability

“Real Equilibrium Interest Rates in the Euro Area” (with L. Brandão-Marques)
Presenter: Robert Beyer, International Monetary Fund

“R-stars Across the Atlantic – The Role of Policy Expectations” (with Z. Jakab and J. Lindé)
Presenter: Mátyás Farkas, International Monetary Fund

13:00 – 14:00

Lunch

14:00 – 14:30

Session 8: Central Bank Balance Sheets and Monetary Frameworks

Chair: Alexander Meyer-Gohde, Institute for Monetary and Financial Stability

“FX interventions as a form of unconventional monetary policy” (with C. Winter) (Slides)
Presenter: Tobias Cwik, Swiss National Bank
 

14:30 – 15:30

Session 9: Communication and Transmission of Policy Shocks

Chair: Helmut Siekmann, Institute for Monetary and Financial Stability

“Monetary-Intelligent Language Agent” (with F. Geiger, D. Kanelis, and D. Sola) (Slides)
Presenter: Philipp Lieberknecht, Deutsche Bundesbank

“Import Tariff Transmission in a Production Network” (with M. Khalil and P. Rouillard) (Slides)
Presenter: Felix Strobel, Deutsche Bundesbank
 

15:30 – 15:35

Closing Remarks

Volker Wieland, Institute for Monetary and Financial Stability