National
Bureau of Economic Research Summer
Institute 2009 Week 1 Master Agenda July 6 -- 10 |
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MONDAY, JULY 6 |
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8:30 am |
IFM |
ROBERTO CHANG, |
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ANDRES FERNANDEZ, |
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On the Sources of Aggregate
Fluctuations in Emerging Economies |
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9:00 am |
CF |
CHRISTIAN LEUZ, |
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CATHERINE SCHRAND, |
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Disclosure and
the Cost of Capital: Evidence from Firms Responses to the Enron Shock |
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EFCE |
GADI BARLEVY, Federal Reserve Bank of |
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9:00 am |
DAE |
ZORINA KHAN, |
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Promoting the Useful Arts: An Empirical Estimation of
Technological Innovation outside the Patent System, 1790-1880 |
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9:45 am |
IFM |
ANDREA RAFFO, Federal Reserve Board |
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Technology Shocks: Novel Implications for
International Business Cycles |
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10:15 am |
DAE |
LISA COOK, |
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A Green Light for Red Patents? Outsourcing Patent Protection in
the Soviet Union and |
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EFCE |
LUCA DEDOLA and GIOVANNI LOMARDO, European Central Bank |
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Financial Frictions,
Financial Globalization and The International Propagation of Shocks |
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10:20 am |
CF |
OLIVER HART, |
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BENGT HOLMSTROM, MIT and NBER |
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11:00 am |
IFM |
FEDERICO MANDELMAN, Federal Reserve Bank of |
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ANDREI ZLATE, |
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11:10 am |
CF |
ULF AXELSON, |
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PHILIP BOND, |
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Investment Banking Careers |
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11:15 am |
DAE |
SHIH-TSE LO, |
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DHANOOS SUTTHIPHISAL, |
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Does it Matter
Who Has the Right to Patent: First-to-Invent or First-to-File? Lessons from
Canada |
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11:30 am |
EFCE |
GEORGE-MARIOS
ANGELETOS, MIT and NBER JENNIFER LA'O, MIT |
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Noisy Business Cycles |
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1:00 pm |
ME |
BARTOS MAĆKOWIAK, European Central Bank |
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EMANUEL MOENCH, Federal Reserve Bank of |
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MIRKO WIEDERHOLT, Northwestern University |
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1:15 pm |
DAE |
JOHN PARMAN, UC, Davis |
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Good Schools Make Good Neighbors: Human Capital
Spillovers in Early 20th Century Agriculture |
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1:20 pm |
CF |
DARREN KISGEN, |
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PHILIP STRAHAN, |
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Do Regulations Based on Credit
Ratings Affect a Firms Cost of Capital? |
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and |
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DARREN KISGEN, |
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PHILIP STRAHAN, |
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Do Regulations Based on Credit
Ratings Affect a Firms Cost of Capital? |
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1:55 pm |
ME |
REBECCA BARROS, IBRE, Getulio Vargas Foundation |
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MARCO BONOMO, EPGE, Getulio Vargas Foundation |
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CARLOS CARVALHO, Federal Reserve Bank of |
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SILVIA MATOS, IBRE, Getulio Vargas Foundation |
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Price Setting in a Variable
Macroeconomic Environment: Evidence from Brazilian CPI |
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2:30 pm |
DAE |
RAN ABRAMITZKY, |
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LEAH BOUSTAN, UC, |
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KATHERINE ERIKSSON UC, Los Aneles |
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Measuring Selectivity and Returns in the Age of Mass Migration |
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2:50 pm |
CF |
NUNO FERNANDES, IMD |
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Sovereign Wealth Funds: Investment Choices and
Implications around the World |
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and |
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SHAI BERNSTEIN, |
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JOSH LERNER, |
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ANTOINETTE SCHOAR, MIT and NBER |
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3:05 pm |
ME |
ALESSANDRO BARATTIERI, |
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SUSANTO BASU, PETER GOTTSCHALK, |
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3:30 pm |
DAE |
SHAWN KANTOR, UC, |
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ALEXANDER WHALLEY, UC, |
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The Economic Impact of the Ascendancy of Americas Colleges and
Universities |
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4:00 pm |
CF |
MALCOLM BAKER, |
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XIN PAN, |
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JEFFREY WURGLER, |
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TUESDAY, JULY 7: |
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8:30 am |
IFM |
NICOLAS COEURDACIER, |
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ROBERT KOLLMAN, ECARES, Universite Libre de Bruxelles |
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PHILIPPE MARTIN, Sciences Po, |
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International
Portfolios, Capital Accumulation, and Foreign Asset Dynamics |
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EFWW |
SOPHOCLES MAVROEIDIS, |
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LEANDRO MAGNUSSON, |
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Identifying
Euler Equation Models Via Stability Restrictions |
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8:50 am |
CF |
ASHWINI AGRAWAL, |
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The Impact of Investor Protection Law on Corporate
Policy: Evidence from the Blue Sky Laws |
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9:00 am |
DAE |
MELINDA MILLER, US Naval Academy |
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The Effect of Slavery on African American Family Formation |
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EFCE |
GLENN RUDEBUSCH and ERIC T. SWANSON, |
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Federal Reserve Bank of |
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The Bond Premium in a
DSGE Model with Long-Run Real and Nominal Risks |
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9:40 am |
CF |
FRANCESCA CORNELLI, |
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ZBIGNIEW KOMINEK, European Bank for Reconstruction and
Development |
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ALEXANDER LJUNGQVIST, |
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9:45 am |
IFM |
KAREN LEWIS, |
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EDITH LU, |
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What Do International Asset Returns Imply about Consumption Risk
Sharing? |
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EFWW |
ATSUSHI INOUE, |
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BARBARA ROSSI, |
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Identifying the
Sources of Instabilities in Macroeconomic Fluctuations |
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10:15 am |
DAE |
JEFFREY GREENBAUM, UC, Berkeley |
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Land Endowments, Child Labor, and the Development of Public
Schooling: Evidence from the Early 20th Century |
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EFCE |
MICHELLE ALEXOPOULOS and JON COHEN, |
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Uncertain Times,
Uncertain Measures |
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10:50 am |
CF |
ALBERTO ALESINA, |
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FRANCESCA LOTTI, Bank of |
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PAOLO EMILIO MISTRULLI, Bank of |
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and |
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MARIANNE BERTRAND, |
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ADAIR MORSE, |
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Information Disclosure, Cognitive
Biases, and Payday Borrowing |
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11:00 am |
IFM |
SHANG-JIN WEI, |
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XIAOBO ZHANG, IFPRI |
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The Competitive Saving Motive: Evidence from Rising
Sex Ratios and Savings Rates in China |
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EFWW |
SERENA NG, |
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EMANUEL MOENCH and SIMON
POTTER, Federal Reserve Bank of |
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Dynamic Hierarchical Factor Models |
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11:15 am |
DAE |
CAROLYN MOEHLING, |
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MELISSA A. THOMASSON, |
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Political Economy of Saving Mothers and Babies |
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11:30 am |
EFCE |
NICHOLAS BLOOM, |
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MAX FLOETOTTO, |
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NIR JAIMOVICH, |
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Really Uncertain
Business Cycles |
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1:00 pm |
ME |
UDAY RAJAN, |
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AMIT SERU, |
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VIKRANT VIG, |
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The Failure of Models
that Predict Failure: Distance,
Incentives and Defaults |
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1:15 pm |
DAE |
STEFANIA ALBANESI, |
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CLAUDIA OLIVETTI, |
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Maternal Health and Fertility |
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1:15 pm |
Risk |
WEI JIANG, |
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ASHLYN NELSON, |
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EDWARD VYTLACIL, |
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Liars loan?
--Effects of Loan Origination Channel and Loan Sale on Delinquency |
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and |
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TOMASZ PISKORSKI, |
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AMIT SERU and VIKRANT VIG, |
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Securitization and
Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis |
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1:55 pm |
ME |
DENIZ IGAN, PRACHI MISHRA and THIERRY TRESSEL, |
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International Monetary Fund |
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2:30 pm |
DAE |
ELIZABETH O. ANANAT, |
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JOANNA LAHEY, |
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Birthing a Nation: The Effect of Abortion and Birth Control
Access on the 19th Century Demographic Transition |
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3:00 pm |
Risk |
VASSO IOANNIDOU and STEVEN ONGENA, |
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JOSÉ LUIS PEYDRÓ, European Central Bank |
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Monetary Policy,
Risk-Taking and Pricing: Evidence from a Quasi-Natural Experiment |
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3:05 pm |
ME |
Discussion
with JÓN STEINSSON, |
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Icelands Financial Meltdown |
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3:30 pm |
DAE |
KAREN CLAY, |
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WERNER TROESKEN, |
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MICHAEL HAINES, |
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3:50 pm |
Risk |
SUMIT AGARWAL and GENE AMROMIN, Federal Reserve Bank of |
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ITZHAK BEN-DAVID, |
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SOUPHALA CHOMSISENGPHET, Office of the Comptroller of the
Currency |
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DOUG EVANOFF, Federal Reserve Bank of |
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5:00 pm |
Risk |
MARIASSUNTA GIANNETTI, |
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ANDREI SIMONOV, |
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On the Real Effects of Bank Bailouts: Micro
Evidence from Japan |
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WEDNESDAY, JULY 8: |
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8:30 am |
IFM |
MARTIN EVANS, |
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Risk |
Proposal session 1: Closed.
Proposal authors and organizers only. |
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EFWW |
JAN J.J. GROEN, Federal
Reserve Bank of |
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RICHARD PAAP, |
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FRANCESCO RAVAZZOLA, Norges
Bank |
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Real-Time Inflation Forecasting in a Changing World |
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9:00 am |
DAE |
WILLIAM HYNES, |
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DAVID JACKS, |
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KEVIN O'ROURKE, |
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EFCE |
ZHENG LIU, Federal Reserve Bank of |
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PENGFEI WANG, |
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TAO ZHA, Federal Reserve Bank of |
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9:45 am |
IFM |
TANYA MOLODSTVA, |
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ALEX NIKOLSKO-RZHEVSKYY, |
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DAVID PAPELL, |
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EFWW |
SEBASTIANO MANZAN, |
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DAWIT ZEROM, |
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Are
Macroeconomic Variables Useful for Forecasting the Distribution of U.S.
Inflation? |
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10:00 am |
Risk |
Proposal discussion session 2: |
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10:15 am |
DAE |
PRICE FISHBACK, |
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VALENTINA KACHANOVSKAYA, |
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Did Federal Spending Stimulate Economic Activity During The
1920s and 1930s? |
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EFCE |
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When is the Government
Spending Multiplier Large? |
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11:00 am |
IFM |
NICOLAS BERMAN, European University Institute |
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PHILIPPE MARTIN, Science Po, |
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THIERRY MAYER, |
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EFWW |
MATTEO CICCARELLI and JUAN
ANGEL GARCIA, European Central Bank |
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Inflation Compensation
and the Macroeconomy: What Drives
Break-Even Inflation Rates? |
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11:15 am |
DAE |
RICHARD HORNBECK, MIT |
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Quantifying Long-Term Adjustment to Environmental Change:
Evidence from the American Dust Bowl |
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11:30 am |
EFCE |
MARTIN BODENSTEIN, CHRISTOPHER J. ERCEG, and LUCA GUERRIERI,
Federal Reserve Board |
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The Effects of Foreign Shocks When
US Interest Rates are at Zero |
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11:40 am |
Risk |
Proposal discussion session 3 |
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1:00 pm |
ME |
ROBERT
BARRO, |
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EMI
NAKAMURA, |
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JÓN
STEINSSON, |
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JOSÉ
URSÚA, |
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Crises and
Recoveries in an Empirical Model of Consumption Disasters |
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1:15 pm |
DAE |
DONGWOO YOO, |
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RICK STECKEL, |
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Institutions and Economic Growth in |
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1:50 pm |
Risk |
DOUGLAS DIAMOND and RAGHURAM RAJAN, |
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Fear of Fire Sales and
the Credit Freeze |
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and |
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ANDREI SHLEIFER, |
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ROBERT VISHNY, |
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Unstable Banking |
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1:55 pm |
ME |
OLIVIER J. BLANCHARD, MIT, and NBER |
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JEAN-PAUL LHUILLIER, MIT |
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GUIDO LORENZONI, MIT and NBER |
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2:30 pm |
DAE |
MARC WEIDENMIER, |
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JOSEPH DAVIS, The Vanguard Group and NBER |
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The Macroeconomic Impact of the American Civil War |
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3:05 pm |
ME |
ZHIGUO HE, |
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WEI XIONG, |
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3:30 pm |
DAE |
KRIS MITCHENER, |
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DAVID WHEELOCK, Federal Reserve Bank of |
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4:00 pm |
Risk |
ATIF MIAN and AMIR SUFI, |
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House Prices,
Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis
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and |
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ADAM ASHCRAFT, Paul Goldsmith-Pinkham |
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JAMES VICKERY, Federal Reserve Bank of |
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Incentives and
Inflation in Structured Finance Credit Ratings |
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THURSDAY, JULY 9: |
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8:00 am |
EFHJ |
MARK BILS, |
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PETE KLENOW, |
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BENJAMIN MALIN, Federal Reserve Board |
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Reset Price Inflation and the Impact of Monetary
Policy Shocks |
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8:30 am |
IFM |
DHAMMIKA DHARMAPALA, |
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C. FRITZ FOLEY, |
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KRISTIN FORBES, MIT and NBER |
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Watch What I Do, Not What I Say: The Unintended
Consequences of the Homeland Investment Act |
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EFWW |
FALLAW SOWELL, |
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The Empirical Saddlepoint Likelihood Estimator
Applied to Two-Step GMM |
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8:45 am |
EFHJ |
EMI
NAKAMURA and JON STEINSSON, |
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Lost in Transit: Product Replacement Bias
and Pricing to Market |
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9:00 am |
DAE |
CHRIS HANES, |
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PAUL RHODE, |
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Risk |
DARRELL DUFFIE, |
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HAOIANG ZHU, |
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Does a Central Clearing Counterparty Reduce Counterparty
Risk? |
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EFCE |
RICARDO REIS, |
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On the optimal timing
of policy announcements |
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9:45 am |
IFM |
GIANLUCA BENIGNO, |
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HUIGANG CHEN, International Monetary Fund |
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CHRISTOPHER OTROK, |
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ALESSANDRO REBUCCI, Inter-American Development Bank |
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ERIC YOUNG, |
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EFWW |
GRAHAM ELLIOTT, UC, San Diego |
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ULRICH MULLER, |
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EFHJ |
DOIREANN FITZGERALD, Stanford University |
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STEFANIE HALLER, ESRI |
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Exchange Rates and Producer Prices: Evidence from
Micro Data |
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10:15 am |
DAE |
ALDO MUSACCHIO, |
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ANDRÉ C. MARTÍNEZ FRITSCHER, |
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Risk |
VIRAL ACHARYA, |
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OUARDA MERROUCHE, Bank of |
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Precautionary Hoarding of Liquidity and Inter-Bank
Markets: Evidence from the Sub-prime Crisis |
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EFCE |
JORDI GALI, CREI and NBER |
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10:30 am |
EFHJ |
ALESSANDRO BARATTIERI, |
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SUSANTO BASU, |
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PETER GOTTSCHALK, |
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11:00 am |
IFM |
GIANCARLO CORSETTI, European University Institute |
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ANDRE MEIER, International Monetary Fund |
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GERNOT MULLER, |
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EFWW |
TODD CLARK, Federal Reserve
Bank of |
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MICHAEL McCRACKEN, Federal
Reserve Bank of |
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Nested Forecast Model Comparisons:
A New Approach to Testing Equal Accuracy |
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11:10 am |
Risk |
RAVI BANSAL, |
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WILBUR JOHN COLEMAN, |
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CHRISTIAN LUNDBLAD, |
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Liquidity and
Financial Intermediation |
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11:15 am |
DAE |
LEE ALSTON, |
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EDWYNA HARRIS, |
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BERNARDO MUELLER, Universidade de Brasília |
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De Facto and De Jure Property Rights: Land Settlement and Land
Conflict on the Australian, Brazilian and |
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EFHJ |
GITA GOPINATH, |
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PIERRE-OLIVIER GOURNICHAS, UC, Berkeley and NBER |
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CHANG-TAI HSIEH, |
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11:30 am |
EFCE |
MICHAEL WOODFORD, |
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1:00 pm |
ME |
JOHN B. TAYLOR, |
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VOLKER WIELAND, Goethe University Frankfurt |
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Surprising Comparative Properties of Monetary Models:
Results from a New Data Base |
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EFSF |
VASCO CURDIA, Federal Reserve Bank of |
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RICARDO REIS, |
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Correlated
Disturbances and the Sources of |
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AP |
JASON BEELER, |
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JOHN Y. CAMPBELL, |
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The Long-Run Risks
Model and Aggregate Asset Prices: An Empirical Assessment |
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1:55 pm |
ME |
ERICA X.N. LI and FRANCISO PALOMINO, |
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2:00 pm |
EFSF |
IVANA KOMMUNJER, UC, |
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SERENA NG, |
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On the Identification of
DSGE Models |
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AP |
EFRAIM BENMELECH, |
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EUGENE KANDEL, |
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PIETRO VERONESI, |
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Stock-Based
Compensation and CEO (Dis)Incentives |
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3:05 pm |
ME |
ZHIGUO HE, |
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ARVIND KRISHNAMURTHY, Northwestern University and NBER |
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3:30 pm |
EFSF |
JEAN BOIVIN, HEC |
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MARC GIANNONI, |
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On the Welfare Costs
of Imperfect Information for Monetary Policy |
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AP |
DAEHEE JEONG, HWAGYUN KIM, and JOON Y. PARK, |
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Does Ambiguity Matter?
Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility |
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4:30 pm |
EFSF |
FRANCESCO BIANCHI, |
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Regime Switches,
Agents Beliefs, and Post-World War II Macroeconomic Dynamics |
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AP |
ALEXANDER W. BUTLER and JESS CORNAGGIA, |
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GUSTAVO GRULLON and JAMES P. WESTON, |
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Corporate Financing
Decisions and Managerial Market Timing |
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FRIDAY JULY 10 |
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8:30 am |
IFM |
EMINE BOZ, International Monetary Fund |
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ENRIQUE MENDOZA, |
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Financial Innovation, the Discovery
of Risk, and the U.S. Credit Crisis |
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EFWW |
PAOLO ZAFFARONI, |
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Generalized Least Squares Estimation of Panel with Common Shocks |
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EFHJ |
MICHAEL WOODFORD, |
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Information
Constrained State Dependent Pricing |
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8:45 am |
AP |
MIKE GOLOSOV and GUIDO LORENZONI, MIT and NBER |
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ALEH TSYVINSKI, |
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Decentralized Trading
with Private Information |
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9:00 am |
EFCE |
ALEJANDRO JUSTINIANO, Federal Reserve Bank of |
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GIORGIO PRIMICERI, Northwestern University and NBER |
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Potential and Natural
Output |
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9:15 am |
EFHJ |
JULIO ROTEMBERG, |
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9:45 am |
IFM |
NIALL COFFEY, Federal Reserve Bank of |
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WARREN HRUNG, Federal Reserve Bank of |
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HOAI-LUU NGUYEN, Federal Reserve Bank of |
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ASANI SARKAR, Federal Reserve Bank of |
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Credit Risk, Liquidity Risk, and
Deviations from Covered Interest Parity |
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EFWW |
ELENA ANDREOU and ANDROS
KOURTELLOS, |
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ERIC GHYSELS, |
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Should
Macroeconomic Forecasters Look at High-Frequency Financial Data? |
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AP |
DAVID BACKUS, |
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MIKHAIL CHERNOV, |
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IAN MARTIN, |
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Disasters Implied by
Equity Index Options |
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10:15 am |
EFCE |
LUTZ KILIAN, |
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ROBERT J. VIGFUSSON, Federal Reserve Board |
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Pitfalls in Estimating
Asymmetric Effects of Energy Price Shocks |
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EFHJ |
ANDREW LEVIN and TACK YUN, Federal Reserve Board |
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Reconsidering the
Microeconomic Foundations of Price-Setting Behavior |
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11:00 am |
IFM, AP, ME |
Discussion on the Crisis |
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MARIO DRAGHI, Governor, Bank of |
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STEFAN INGVES, Governor, Sveriges Riksbank |
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EFWW |
AMIR KHANDANI, MIT |
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ANDREW LO, MIT and NBER |
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What Happened to the Quants in August 2007? Evidence from Factors and Transactions Data |
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EFHJ |
FRANCOIS GOURIO and LEENA RUDANKO, |
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Customer Capital |
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11:30 am |
EFCE |
MICHELE CAVALLO, Federal Reserve Board |
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TAO WU, Federal Reserve Bank of |
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Measuring Oil-price
Shocks Using Market-based Information |
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1:00 pm |
EFSF |
HYEONGWOO KIM, |
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MASAO OGAKI, |
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PPP and the Taylor
Rule |
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1:30 pm |
ME |
ATIF MIAN, |
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AMIR SUFI, |
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The Effect of House
Prices on Homeowner Borrowing: An
Analysis of the |
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AP |
NICK ROUSSANOV, |
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Composition of
Wealth, Conditioning Information, and the Cross-section of Stock Returns |
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2:00 pm |
EFSF |
NOAH WILLIAMS, University of Wisconsin-Madison |
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Interest Rate Rules,
Inflation Risk, and Multiple Equilibria |
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2:25 pm |
ME |
TAKEO HOSHI, UC, |
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ANIL K KASHYAP, |
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Will the U.S. Bank Recapitalization Succeed?
Lessons from Japan |
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3:00 pm |
AP |
LUBOS PASTOR, |
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Are Stocks Really Less
Volatile in the Long Run? |
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3:15 pm |
EFSF |
PABLO GUERRON-QUINTANA and ATSUSHI INOUE, North Carolina State University |
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LUTZ KILIAN, |
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Inference in Weakly
Identified DSGE Models |
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4:30 pm |
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The Inaugural Martin Feldstein Lecture |
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JOHN B. TAYLOR, |
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Empirically Evaluating
Economic Policy in Real Time |
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