2012 Seminars

Seminar speakers visit for one day to make a presentation.

Presenter	Affiliation	Topic
Adelino, Manuel	The Fuqua School of Business, Duke University	Credit Supply and House Prices: Evidence from Mortgage Market Segmentation
Adrian, Tobias	Federal Reserve Bank of New York	Intermediary Leverage Cycles and Financial Stability
Aggarwal, Raj	University of Minnesota	An Empirical Investigation of Internal Governance
Albanesi, Stefania	Federal Reserve Bank of New York	The Gender Unemployment Gap: Trend and Cycle
Allen, Jason	Bank of Canada	Price negotiation in differentiated products Markets: the case of insured mortgages in Canada
Alquist, Ronald	Bank of Canada	Institutions, the Cost of Capital, and Economic Growth:  Evidence from the 19th Century Capital Market
Ascari, Guido	University of Pavia	Trend Inflation, Wage Indexation, and Determinacy in the U.S.
Battaglini, Marco	Princeton University	Fiscal Policy and Unemployment
Benmelech, Efraim	Kellogg School of Management, Northwestern University	Did the Community Reinvestment Act lead to Risky Lending?
Benzoni, Luca	Federal Reserve Bank of Chicago	Core and Crust:  Consumer Prices and the Term Structure of Interest Rates
Bianchi, Francesco	Duke University	Monetary-Fiscal Policy Mix and Agents' Beliefs
Bollinger, Chris	University of Kentucky	Two Can Live as Cheaply as One, But Three's a Crowd
Bover, Olympia	Bank of Spain	Housing Purchases and the Dynamics of Housing Wealth
Buraschi, Andrea	Booth School of Business, University of Chicago	Dynamic Networks and Asset Pricing
Burnside, Craig	Duke University	Exchange Rates and International Risk Sharing
Cavallo, Alberto	Massachusetts Institute of Technology	Distance and Political Boundaries: Estimating the Border Effects under Inequality Constraints
Cetorelli, Nicola	Federal Reserve Bank of New York	Liquidity management of U.S. global banks:  Internal capital markets in the great recession
Chen, Daniel	Duke University	The Economic Impacts of Eminent Domain
Coulson, Ed	Pennsylvania State University	The Urban Economic Base as a Catalyst for Movements in Real Estate Prices
Currie, Janet	Princeton University	Is there a Link Between Foreclosure and Health?
Disney, Richard	University of Nottingham	Housing Wealth, Consumption and Household Indebtedness in the UK and US
Drechsler, Itamar	New York University, Stern School of Business	Risk Choice under High-Water Marks
Fleming, Michael	Federal Reserve Bank of New York	The Effects of the Treasury Fails Charge on Market Functioning
Gabaix, Xavier	New York University, Stern School of Business	Rare Disasters and Exchange Rates
Gagnon, Joe	Peterson Institute of Internaional Economics	Quantitative Easing with Banks
Giacomini, Raffaella	University College London	Incorporating theoretical restrictions into forecasting by projection methods
Goldberg, Penny	Yale University	Prices, Markups and Trade Reform
Gorodnichenko, Yuriy	University of California, Berkeley	The Cyclicality of Sales, Regular and Effective Prices: Business Cycles and Policy Implications
Gorton, Gary	Yale University	Who Ran on Repo?
Greenwood, Robin	Harvard Business School	Vulnerable Banks
Gurkaynak, Refet	Bilkent University	Market Perceptions of International Monetary Policy Dependence
Guvenen, Fatih	University of Minnesota	The Nature of Countercyclical Income Risk
Haltiwanger, John	University of Maryland	The Establishment-Level Behavior of Vacancies and Hiring
Han, Lu	Rotman School of Management, University of Toronto	A Spatial Look at Housing Boom & Bust Cycles
Hanson, Sam	Harvard Business School	A Comparative-Advantage Approach to Government Debt Maturity
Harrison, Richard	Bank of England	The Bank of England's New Forecasting Platform
Hollifield, Burton	Carnegie Mellon University	Bid-Ask Spreads and the Pricing of Securitizations: 144a vs. Registered Securitizations
Holter, Hans	Uppsala University	Marriage Stability, Taxation and Aggregate Labor Supply in the U.S. vs. Europe
Jermann, Urban	Wharton School, University of Pennsylvania	A Production-Based Model for the Term Structure
Johnson, Eric	Columbia Business School	Compensating Capabilities and Economic Decisions
Kahn, Lisa	Yale University	Job Durations, Match Quality and the Business Cycle: What We Can Learn from Firm Fixed Effects
Kelly, Bryan	University of Chicago, Booth School of Business	What's Systematic Among Systemic Risk Measures?
Kopczuk, Wojceich	Columbia University	Mansion Tax: The Effect of Transfer Taxes on the Residential Real Estate Market
Kowalik, Michal	Federal Reserve Bank of Kansas City	TBD
Longstaff, Francis	University of California, Los Angeles	Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective
Lorenzoni, Guido	Massachusetts Institute of Technology	Credit Crises, Precautionary Savings, and the Liquidity Trap
Lusardi, Annamaria	The George Washington University School of Business	Retirement Planning and Financial Literacy Around the World
Manganelli, Simone	European Central Bank	VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
Mann, Catherine	Brandeis University	U.S. Treasury Auctions, foreign Bidders, and Fed Intervention
Melitz, Marc	Princeton University	Trade Liberalization and Firm Dynamics
Moench, Emanuel	Federal Reserve Bank of New York	The Pre-FOMC Announcement Drift
Moore, Tim	George Washington University	Disability Insurance Receipt and Changes in Health and Human Capital
Neuberger, Anthony	Warwick Business School	Realized Skewness
Niicolini, Juan Pablo	Federal Reserve Bank of Minneapolis	Monetary Policy During a Credit Crunch
Nini, Greg	Wharton School, University of Pennsylvania	Notes on Bonds: Liquidity at all Costs in the Great Recession
Ogawa, Kazuo	Osaka University	Did Divine Wind Rescue Japan from the Lost Decade? A Panel Study of Exporting Behavior of Japanese Manufacturing Firms
Ozdagli, Ali	Federal Reserve Bank of Boston	Monetary Policy Shocks and Stock Returns: Identification through Impossible Trinity
Patton, Andrew	Duke University	Modelling Dependence in High Dimensions with Factor Copulas
Petrosky-Nadeau, Nicolas	Tepper School of Business	An Equilibruim Asset Price Model with Labor Market Search
Phillipon, Thomas	New York University	Household Leverage and Sovereign Risk
Piazzesi, Monika	Stanford University	Banks' Risk Exposures
Rabanal, Pau	International Monetary Fund	Deciding to Entering a Monetary Union: The Role of Trade and Financial Linkages
Ray, Korok	McDonough School of Business, Georgetown University	Bank Disclosure and Managerial Incentives
Ries, Ricardo	Columbia University	The Role of Automatic Stabilizers in the U.S. Business Cycle
Rohwedder, Sasann	RAND Corporation	Consumption Smoothing During the Financial Crisis: The Effect of Unemployment on Household Spending
Rosa, Carlo	Federal Reserve Bank of New York	How "Unconventional" Are Large-Scale Asset Purchases? The Impact of Monetary Policy on Asset Prices.
Rosen, Richard	Federal Reserve Bank of Chicago	Why Do Borrowers Make Mortgage Refinancing Mistakes?
Roussanov, Nikolai	Wharton School, University of Pennsylvania	Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty?
Sandleris, Guido	Torcuato Di Tella	The political economy of sovereign defaults and market reaccess
Santacreu, Ana Maria	INSEAD	The exchange rate as an instrument of monetary policy
Schultz, Paul	Mendoza College of Business, University of Notre Dame	Municipal Bonds:  One Market or Fifty?
Shleifer, Andrei	Harvard University	Money Doctors
Simonovska, Ina	University of California, Davis	Different Trade Models, Different Trade Elasticities?
Simsek, A.	Harvard University	Speculation and Risk Sharing with New Financial Assets
Starhan, Phillip	Boston College	Financial Integration, Housing and Economic Volatility
Sunderam, Adi	Harvard University	The Quiet Run of 2011:  Money Market Funds and the European Debt Crisis
Urga, Giovanni	Cass Business School, City University London	A systemic risk indicator and monetary policy
Valkanov, Ross	University of California, San Diego	Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
Vedolin, Andrea	London School of Economics	International Correlation Risk
Wang, Neng	Columbia University	The Economics of Hedge Funds
Williams, Noah	University of Wisconsin	Financial Instability via Adaptive Learning
Wilson, Dan	Federal Reserve Bank of San Francisco	Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment
Wong, Maisy	Wharton School, University of Pennsylvania	Commercial Real Estate Debt
Wright, Jonathan	Johns Hopkins University	The Economics of Options-Implied Inflation Probability Density Functions
Zhou, Alex	Rutgers Business School	Informed Trading in Corporate Bonds prior to Earnings Announcements
Zhou, Guofu	Washington University in St. Louis	A New Anomaly: The Cross-Sectional Profitability of Technical Analysis
Zhu, Haoxiang	MIT Sloan School of Management	Do Dark Pools Harm Price Discovery?

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