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Research Staff and Resources
2008 SeminarsSeminar speakers visit for one day to make a presentation. |
| Presenter | Affiliation | Topic |
|---|---|---|
| Jose-Luis Alcado | European Central Bank | Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk? |
| George Alessandria with Joe Kaboski and Virgiliu Midrigan | Federal Reserve Bank of Philadelphia | Inventories, Lumpy Trade, and Large Devaluations |
| H. Franklin Allen | The Wharton School, University of Pennsylvania | Interbank Market Liquidity and Central Bank Intervention |
| Antje Berndt | Carnegie Mellon University | Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit |
| Truman Bewley | Yale University | An Ongoing Study of Pricing |
| Michael Bordo | Rutgers University | Bretton Woods and the Great Inflation |
| Markus K. Brunnermeier | The Wharton School, University of Pennsylvania | Deciphering the 2007-08 Liquidity and Credit Crunch |
| Charles Calomiris | Columbia Business School, Columbia University | The Foreclosure-House Price Nexus: Lessons from the 2007-2008 Housing Turmoil |
| Markus K. Chang | Rutgers University | On the Sources of Aggregate Fluctuations in Emerging Economies |
| Jens Christensen | Federal Reserve Bank of San Francisco | The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models |
| John Cochrane | Booth School of Business, University of Chicago | Identification with Taylor Rules: A Critical Review |
| Arnaud Costinot | University of California, San Diego | What Goods Do Countries Trade? New Ricardian Predictions |
| Julian DiGiovanni | International Monetary Fund | Putting the Parts Together: Trade, Vertical Linkages, and Business Cycle Comovement |
| Greg Duffee | Johns Hopkins University | Information in (and not in) the Term Structure |
| Fabio Ghironi | Boston College | Monopoly Power and Endogenous Variety in Dynamic Stochastic General Equilibrium: Distortions and Remedies |
| Domenico Giannone | European Central Bank | Large Bayesian VARs |
| Gita Gopinath | Harvard University | Frequency of Price Adjustment and Pass-Through |
| Yuiry Gorodnichenko | University of California, Berkley | Myth and Reality of Flat Tax Reform: Micro Estimates of Tax Evasion and Productivity Response in Russia |
| Gary Gorton | The Wharton School, University of Pennsylvania | The Fundamentals of Commodity Futures Returns |
| James Hamilton | University of California, San Diego | The Oil Shock of 2008 |
| Peter Hanson | Stanford University | Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading. Realised Kernels in Practice: Trades and Quotes |
| Peter Hanson | Stanford University | Model Confidence Sets, In-sample Fit and Out-of-Sample Fit: Their Joint Distribution and its Implications for Model Selection. |
| Jarrad Harford | University of Washington | Shareholder Cross-Holdings and Their Effect on Acquisition Decisions |
| David Hendry | University of Oxford | Applications of New Developments in Econometrics |
| Edie Hotchkiss | Boston College | Dealer Behavior and the Trading of Newly Issued Corporate Bonds |
| Christopher L. House | University of Michigan | Fixed Costs and Long-Lived Investments |
| Scott Joslin | Sloan School of Management, Massachusetts Institute of Technology | Pricing and Hedging Volatilty Risk in Fixed Income Markets |
| Patrick Kehoe | Federal Reserve Bank of Minneapolis | Sophisticated Monetary Policies with Andy Atkeson and V.V. Chari |
| Benjamin J. Keys | University of Michigan | Did Securitization Lead to Lax Screen? Evidence from Subprime Loans |
| Lutz Kilian with Paul Edelstein | University of Michigan | Retail Energy Prices and Consumer Expenditures |
| Nobuhiro Kiyotaki | Princeton University | Liquidity, Business Cycles, and Monetary Policy |
| Michael Klein | The Fletcher School, Tufts University | Exchange Rate Regimes in the Modern Era |
| Anil Kumar | Federal Reserve Bank of Dallas | The Elasticity of Intertemporal Substitution: New Evidence from 401(k) Participation |
| Andre Kurmann | University of Quebec at Montreal | The Business Cycle Implications of Reciprocity in Labor Relations |
| Jonathon Levin | Stanford University | Liquidity Constraints and Imperfect Information in Subprime Lending |
| Ross Levine | Brown University | Big Bad Banks: The Impact of U.S. Branch Deregulation on Income Distribution |
| Adam Levitin | Georgetown University Law Center | Mortgage Market Sensitivity to Bankruptcy |
| Guido Lorenzoni | Massachusetts Institute of Technology | News, Noise, and Fluctuations |
| Sydney Ludvigson | New York University | Macro Factors in Bond Risk Premia |
| Joseph Mason | Drexel University | How Much of a Haircut? Options-Based Structural Modeling of Defaulted Bond Recovery Rates |
| Virgil Midrigan with Oleksiy Kryvtsov | New York University | Inventories, Markups, and Real Rigidities in Menu Cost Models |
| Taylor Nadauld | Ohio State University | The Role of the Securitization Process in the Expansion of Subprime Credit |
| Emi Nakamura and Jon Steinsson | Columbia University | Lost in Transit: Product Replacement Bias and Pricing to Market |
| Jonathon Parker | Northwestern University | Preliminary Estimates of t he Response of Household Spending to the Receipt of the Economic Stimulus Payments of 2008 |
| Lasse Pederson | Stern School of Business, New York University | Liquidity Risk and the Structure of Financial Crises |
| Giorgio Primiceri | Northwestern University | Learning the Wealth of Nations |
| Valorie Ramsey | University of California, San Diego | Identifying Government Shocks: It’s All in the Timing |
| Rafael Repullo | Center for Monetary and Financial Studies | Does Competition Reduce the Risk of Bank Failure? |
| Richard Rogearson | Arizona State University | Micro and Macro Elasticities in a Life Cycle Model with Taxes |
| Frank Schorfeide | University of Pennsylvania | DSGE Model-Based Forecasting of Non-Modelled Variables |
| Tara Sinclair | George Washington University | Output Fluctuations in the G-7: An Unobserved Components Approach |
| Georgios Skoulakis | Smith School of Business, University of Maryland | Do Subjective Expectations Explain Asset Pricing Puzzles? |
| Gary Solon | Michigan State University | Trends in Men's Earnings Volatility: What Does the Panel Study of Income Dynamics Show? |
| Demetry Stolyarov | University of Michigan | Using the Life Cycle Model to Link Fertility and Labor Force Participation Decisions |
| Phil Strahan | Boston College | Informed and Uninformed Investment in Housing: The Downside of Diversification |
| Amir Sufi | University of Chicago | The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis |
| Allan Timmermann | University of California, San Diego | Is the Distribution of Stock Returns Predictable? |
| Daniel Trefler | University of Toronto | Much Ado about Nothing: American Jobs and the Rise of Service Outsourcing to China and India |
| Greg Udell | Indiana University | Why Do Firms Switch Banks? and, Bank Size and Lending Relationships in Japan |
| Harald Uhlig | Homboldt University | How Far Are We from the Slippery Slope? The Laffer Curve Revisited (joint with Mathias Trabandt) |
| Otto Van Hemert | Stern School of Business, New York University | Understanding the Subprime Crisis |
| Pietro Veronesi | University of Chicago | Asymmetric Information Monetary Policy and Bond Returns |
| Toni Whited | University of Wisconsin-Madison | What Gives? A Study of Firms' Reaction to Cash Shortfalls, Securitization and Financial Stability |
| Jon Willis | Federal Reserve Bank of Kansas City | Leaning about New Exporters |
| Alexander Wolman | Federal Reserve Bank of Richmond | Inflation and Real Activity with Firm-Level Productivity Shocks |
| Stanley Zin | Carnegie Mellon University | Term Premium Dynamics and the Taylor Rule |
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