14 years after getting into a PhD, I’m thrilled to share that I’ve been voted tenure at @Stanford!
What an amazing journey, where I’ve been lucky to learn from incredible teachers, advisors, students and coauthors, and be supported by wonderful family, friends and mentors! 🥳🙏!
Adrien Auclert
395 posts
Macroeconomist at @Stanford
- 🚨 Heterogeneous-agent macro workshop 🚨 Are you a macro graduate student interested in heterogeneity in macro, monetary policy, and/or fiscal policy? @BardoczyBence, @ludwigstraub, Matt Rognlie and I are organizing a workshop for you this summer: nber.org/calls-papers-a…
- Wrapping up a fantastic 3-day session at @nberpubs with 40 fantastic students. The future of heterogenous-agent macro is bright! For those who couldn’t attend, our code and lecture notes are online: nber.org/conferences/he… github.com/shade-econ/nbe… @ludwigstraub @BardoczyBence
- I’m delighted to receive this award! Janet Yellen has been a great inspiration for me. Thank you to the @sffed for the honor and encouragement!Congratulations to Adrien Auclert @a_auclert, SIEPR senior fellow and the recipient of the @ssfed's inaugural Janet Yellen Award for Monetary Research for his early-career work in monetary economics! Link 👇 on Auclert's path into #economics and about his work. #MonetaryPolicy
- Thrilled to release this working paper, joint with Matt Rognlie and @ludwigstraub, which we prepared for next year’s Annual Review of Economics. In it, we provide an overview of the recent “HANK” literature studying fiscal and monetary policy with heterogeneous agents.A review of key developments in the Heterogeneous Agent New Keynesian literature through the lens of a simple model, with ready-to-use code for the main model and many extensions, from @a_auclert, Matthew Rognlie, and @ludwigstraub nber.org/papers/w32991
- Thrilled to see this paper come out in #QJE! We work out the aggregate implications of state-dependent models of price-setting (such as the Golosov-Lucas model) and show that they are closely connected to those of time-dependent models (such as the Calvo model).Recently accepted by #QJE, “New Pricing Models, Same Old Phillips Curves?” by Auclert (@a_auclert), Rigato, Rognlie, and Straub (@ludwigstraub): doi.org/10.1093/qje/qj…
- 🚨Call for papers: SITE conference in macro 🚨 @luigi_bocola, @SorryToBeKurt and I are organizing a conference on “frontiers of macro research” at Stanford, Sept. 11-13 We welcome submissions in all areas of macro, broadly defined. Deadline is June 19! economics.stanford.edu/site/paper-sub…
- What a great public service, thanks so much @MHaensel1 ! We have similar teaching material, with everything coded from scratch in Python, in our NBER workshop lecture notes. But I'm sure many will find this implementation in Julia really useful. github.com/shade-econ/nbe…An attempt to provide a small public good: A notebook demonstrating how to implement the Sequence Space Jacobian (SSJ) method by Auclert et al. (2021) in Julia. mhaense1.github.io/SSJ_Julia_Note…
- 🚨If you are a macroeconomist using the “sequence-space” to solve your models, come share your work at this SITE conference, September 8-10! Both substantive and methodological contributions are welcome. The deadline is this Monday, June 16! with @ludwigstraub and Matt Rognlie
- Thank you @MathiasTrabandt for being a perfect host, to your team at Goethe, and to all participants for a fantastic three days!!! For those who missed us, the course material is online atThe Heterogenous-Agent Macro Workshop at Goethe University held by Adrien Auclert (Stanford), Matthew Rognlie (Northwestern), and Ludwig Straub (Harvard) concluded a few days ago. Thank you so much, Adrien, Matt, Ludwig, and all attendees for this inspiring and productive course.
- Thrilled to sign this report for @CAEinfo on the French government budget deficit and the path forward, with @ThomasPHI2 and @Xavier_Ragot. France just went through snap elections. What deficit will the next government inherit? What can it do now? cae-eco.fr/staticfiles/pd…
- Headlines are showing U.S. GDP falling last quarter (ending 3/31), accounted by surge in imports, less than offset by rise in inventories. As others have said, this is clear evidence of pulling forward ahead of expected tariffs in April. Would macro models have predicted this?
- A great summary by @ludwigstraub of our recent paper on how excess savings slowly trickle up the wealth distribution and why this matters for the outlook for consumer spending and inflation.Recent inflation and consumer spending numbers have remained strong. Why? One idea that people seem to dismiss somewhat: Excess savings “It’s been two years since Biden’s stimulus, everybody already spent it” A short 🧵 on why that is the wrong way of thinking about it... 1/N
- 🚨 One week to deadline: Minnesota macro workshop 🚨 @M_De_Nardi and I are organizing the Minnesota Workshop in Macroeconomic Theory, August 2 to August 4 in MPLS. Send us your best macro paper of the year by next Friday, April 28! Submit using this form:















