Fernando Alvarez

University of Chicago

1101 East 58th Street

Chicago, IL 60637

United States

  • University of Chicago

SCHOLARLY PAPERS

2

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2

TOTAL CITATIONS

5

Scholarly Papers (2)

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1.

Price Setting with Strategic Complementarities as a Mean Field Game

CEPR Discussion Paper No. DP16998
Number of pages: 93 Posted: 04 Feb 2022 Last Revised: 29 Mar 2022
Fernando Alvarez, Francesco Lippi and Panagiotis Souganidis
University of Chicago, Einaudi Institute for Economics and Finance (EIEF) and University of Chicago
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Abstract:

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dynamic equilibria, mean field games, Monetary Economics, singular stochastic control, sticky prices, strategic complementarities

2.

Empirical Investigation of a Sufficient Statistic for Monetary Shocks

CEPR Discussion Paper No. DP16626
Number of pages: 95 Posted: 09 Nov 2021
Fernando Alvarez, Andrea Ferrara, Erwan Gautier, Hervé le Bihan and Francesco Lippi
University of Chicago, Northwestern University, Banque de France - Centre de Recherche, Banque de France - Centre de Recherche and LUISS university
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Generalized Hazard Function, Impulse response functions, Monetary shocks, sticky prices, Sufficient statistic