2018 Workshops

Workshops are internal presentations made by Board staff.

Name Topic Host
Linda Jeng and Vladimir Yankov Ending "Too Big to Fail": Total Loss Absorbing Capacity FS
Alexandros Vardoulakis Capital Taxation in a Chamley-Judd Economy with a Collateral Constant (joint with Nina Biljanovska) FS
Cindy Vojtech and Gazi Kara Bank Failures, Capital Buffers, and Exposure to the Housing Market Bubble FS
Ben Ranish An Empirical Economic Assessment of the Costs and Benefits of Bank Capital in the US (with Simon Firestone and Amy Lorenc) FS
Levent Altinoglu Credit Externalities and Land Price Dynamics in Model of Financial Intermediation (joint with Giamcomo Candian) FS
Cindy Vojtech and Robert Sarama Accounting for Mortgage Losses and Provisions: Expected Losses Vs. Incurred Losses (with Sarah Chae and James Wang) FS
Udara Peiris The Fisher Equation Reconsidered: Inside-Outside Money and the Transmission of Monetary Policy in a Simple Model of Banking (joint with Herakles Polemarchakis) FS
Jose Berrospide The Impact of Stress Tests on Bank Lending FS
Andres Schneider Risk sharing and the term structure of interest rates FS
Tiffany Tsai Regulating Penalty Re-pricing: Evidenice from Consume Credit Card Market (joint with Souphala Chomsisengphet) FS
Filip Zikes Post-crisis regulatory reform and market liquidity (based on a memo written with Alain Chaboud and Chiara Scotti) FS
Pablo Slutzky Disciplining Liquidity Risk-Evidence for UK Offshore Accounts (with Matthieu Chavaz and May Rostom, BOE) FS
David Rappoport, Matt Darst and Tejas Dave A methodology for projecting regional variables over stress-test scenarios FS
Rebecca Lester The Effect of Foreign Cash Holdings on International Capital Markets and Firm Financing FS
Lei Li The use of Credit Defaualt Swaps by Bond Mutual Funds: Liquidity Provision and Conterparty Risk (with Geogge Aragon and Jun Qian) FS
Consuelo Silva-Buston Systemic Risk and Competition: Bank Herding in Europe FS
Teodora Paligorova Non-Bank Investors and Loan Renegotiations (with J. Santos) FS
Gordon Hanson When Work Disappears: Manufacturing Decline and the Falling Marriage-Market Value of Men RS/IF
Manuel Gonzalez-Astudillo GDP Trend-Cycle Decompositions Using State-Level Data RS
Takeki Sunakawa The Natural Rate of Interest in a Nonlinear DSGE Model RS
Chad Fulton Mechanics of LQG rational inattention tracking problems RS
Mitsuru Katagirl Equilibrium Yield Curve, Savings Behavior, and Monetary Policy RS
Rob Sarama Banks, Nonbank Mortgage Companies, and Systemic Risk (joint with David Rappoport) RS
Seung Lee The U.S. Syndicated Lending Market: Lessons learned from matched data (Joint work with MA BFA, IF GFI, and IF IFS) RS
Enrique Moral Benito Credit Supply Shocks, Network Effects, and the Real Economy RS
Vladmir Yankov In Search of a Risk-Free Asset: Search Costs and Sticky Deposit Rates FS
Cindy Vojtech Bank loan losses-changes are coming FS
Katerina Petrova Robust Bayesian inference in the presence of distributional misspecification in VAR models FS
Chae Hee Shin Persuasion in Financial Markets: Textual Analysis of Stock Fund Advertisements FS
Michele Modugno Monetary Policy Surprises and Monetary Policy Uncertainty FS
Filip Zikes (joint with Mohannad Jahan-Pavar) What do low-frequency measures of transaction costs really measure? FS
Brittany Lewis (Northwestern University) Understanding Restrictions on Unsecured Bank Leverage FS
Skander Van den Heuvel Monetary policy and bank equity values in a time of low interest rates FS
Ilknur Zer Boudt The Role of U.S. Monetary Policy on Global Financial Stability FS
Levent Altinoglu Too Correlated to Fail: Bailouts and Systemically Important Institutions (with Joseph E. Stiglitz) FS
Aytek Malkhozov Can Cross-Border Funding Frictions Explain Financial Integration Reversals? (with Amir Akbari of UOIT and Francesca Carrieri of McGill University) FS
Alexandros Vardoulakis Optimal Macroprudential Policy in Presence of Asset Price Bubbles FS
Nathan Swem Innovation Below North Dakota FS
Bernardo Morais Too Safe to Thrive? - Impact of Loan Provisions on Credit Supply and Risk-Taking IF
Aytek Malkhozov Can Cross-Border Funding Frictions Explain Financial Integration Reversals? IF
Anil Ari (IMF) Sovereign Risk and Bank Risk-Taking IF
Cynthia Doniger Falling Labor Share and Rising Inequality: The Role of Wage Contracts IF
Xuguang Seng (American University) Expectation Formation Followng Large Unexpected Shocks IF
Ricardo Correa Commodity Price Shocks and Bank Lending IF
Neil Ericsson The Wisdom of Committees IF
Thiago Ferreira Monetary Policy outlook in the euro area: prospects and challenges IF
Valerie Cerra (IMF) Booms, Crises, and Recoveries: A New Paradign of the Business Cycle and Its Polciy Implications IF
Niepmann & Stebunovs Previewing the 2018 European Banking Authority stress tests IF
Enrico Mallucci Assessing Sovereign Risk IF
Karlye Stedman Synchronicity of Quantitative Easing and the Yield Curve IF
Mohammad Ja han-Pavar A taxonomy of credit cycles in advanced economies IF
Jay Kahn Internal funds and allocative efficiency IF
Francesco Zanetti (Oxford) State Dependence in Labor Market Fluctuations: Evidence, Theory and Policy Implications IF
Andrew Fieldhouse (Cornell) The Bank Lending Channel of U.S. Housing Credit Policy IF
Francisco Roldan (NYU) Aggregate Demand around Debt Crises IF
Edmund Crawley (John Hopkins) Measuring Heterogeneity in Consumption Behavior: Micro Drivers and Macro Implications IF
Seung Lee The U.S. Syndicated Loan Market: Matching Data IF
Jae Sim Financial Heterogeneity and Monetary Union IF
Juan Carlos Gozzi FinTech and its implications of the banks and financial Stability IF
Ricardo Reyes-Heroles Escaping the Losses from Trade: The Impact of Heterogeneity on Skill Acquisition IF
Friederke Niepmann Global Investors, the Dollar, and U.S. Credit Conditions IF
Eva De Francisco Individual consumption heterogeneity and its implications for aggregate consumption IF
Marinho Bertanha External Validity in Fuzzy Regression Discontinuity Designs IF
Mohammad Jahan-Pavar A taxonomy of credit cycles in advanced economies IF
Pablo Cuba-Borda Understaning Persistent Stagnation IF
Wenxin Du Hedged Sovereign Spreads and FX Swap Basis IF
Felicia Ionescu and Ivan Vidangos Is the Stock Market an Alternative to College? For Whom? MA/RS
Ander Perez-Orive Which Financial Shocks Drive the Business Cycle? MA
Roberto Reno High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? MA
Stefan Gissler From Finance to Fascism: The Real Effects of Germany’s 1931 Banking Crisis” (joint with Sebastian Doerr, Jose-Luis Peydro, and Joachim Voth) MA
Marco Macchiavelli Liquidity Regulation and Financial Intermediation MA
Marcel Priebsch Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable? MA
Dobrislav Dobrev A Randomized Missing Data Approach to Robust Filtering with Applications to Economics and Finance (with Derek Hansen and Pawel Szerszen MA
David Glancy How Do Capital Requirements Affect Loan Rates? Evidence from High Volatility Commercial Real Estate MA
Andrew Chen and Francisco Palomino An Irrelevance Theorem for Risk Aversion and Time-Varying Risk MA
Marcelo Rezende The Effects of Capital Requirements on Bank Lending MA
Christopher Cotton Inflation Targets and the Equilibrium Real Rate MA
Arsenios Skaperdas Central Bank Independence at Low Interest Rates MA
Mary Tian Asset pricing anomalies and empirical factor models: a model-mining experiment MA
Ignacio Gonzalez Aggregate Tobin’s Q and Inequality: The Role of Capital Taxation and Rents MA
Jae Sim Disinflation Policy, Labor Share and Financial Stability MA
Karim Abadir Vive la Différence! Or How the Diversity of Firms Predicts Macroeconomic (and Financial) Trends and Cycles MA
Zach Bethune An Information-based Theory of Financial Intermediation MA
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Last Update: November 20, 2018