Workshops
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 |