Dynamic Stochastic General Equilibrium Models: the Macro-Finance Link

Massimiliano Marzo (PhD, Yale University) is Professor of Economics at the University of Bologna and a former student of Chris Sims, who won the Nobel Prize for Economics in 2011. His research interests include the term structure of interest rates in dynamic stochastic general equilibrium models, monetary policy rules, portfolio theory and imperfect asset substitutability in applied general equilibrium models. He has published in several international peer-reviewed journals.