Conference Agenda
Overview and details of the sessions of this conference.
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Some information on the session logistics:
If not stated otherwise, the discussant is the following speaker, with the first speaker being the discussant of the last paper. The last speaker of each session is the session chair. (Exception: invited sessions)
Presenters should speak for no more than 20 minutes, and discussants should limit their remarks to no more than 5 minutes. The remaining time should be reserved for audience questions and the presenter’s responses. We suggest following these guidelines also in the (less common) 3-paper sessions in a 2-hour slot, to allow participants to move between sessions. Discussants are encouraged to avoid summarizing the paper. By focusing on a few questions and comments, the discussants can help start a broader discussion with the audience.
Only registered participants can attend this conference. Further information available on the congress website https://www.iseg.ulisboa.pt/en/event/iipf/ .
Venue address: ISEG - Lisbon School of Economics & Management, R. Francesinhas 21, 1200-675 Lisboa, Portugal
Please note that all times are shown in the time zone of the conference. The current conference time is: 17th Sept 2026, 11:06:34am WEST
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Daily Overview |
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B15: Sovereign Debt, Bond Yields, and Fiscal Sustainability Location: Room 118 (Francesinhas 1) | |
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Artificial Intelligence and the Indian Sovereign Yield Curve: Empirical Evidence in Times of Macroeconomic Turmoil NIPFP, India This paper investigates whether AI adoption has induced structural changes in the determinants of Indian sovereign bond yields across the maturity spectrum. Using monthly data from 2000 to 2025 and autoregressive distributed lag (ARDL) models augmented with an AI dummy variable and slope interactions on expected inflation and broad money (M3) growth, we identify significant regime shifts. Results indicate that in the post-AI period, longer-maturity yields exhibit markedly reduced sensitivity to expected inflation and money supply growth. This dampening is statistically significant, with interaction terms largely offsetting baseline positive elasticities. By contrast, short-term yields (91-day Treasury bills) show heightened inflation sensitivity in the AI era, while intermediate yields display mixed patterns. These findings are consistent with theoretical predictions that AI-driven productivity gains could lower equilibrium real interest rates and weaken traditional monetary transmission channels at the long end of the yield curve.
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