2011 Program


Friday, September 9, 2011

Welcome (Slides)

Liquidity Concepts: Amplification, Persistence and Asymmetry (Notes (2)Slides, Video)
Markus Brunnermeier

Heterogeneous Agent Models with Financial Frictions: A Continuous Time Approach (Notes, Video Part I
Yuliy Sannikov

Heterogeneous Agent Models with Financial Frictions: Computational Steps (Matlab code (1), (2), (3), Video Part II, Problem Set)
Yuliy Sannikov

Financial Frictions: Empirical Facts (Slides, Video)
David Sraer

Saturday, September 10, 2011

Demand for Liquid Assets (Notes (3), Slides, Video)
Markus Brunnermeier

The I Theory of Money (Slides, Video)
Markus Brunnermeier

Productivity Losses from Financial Frictions (Slides, Video)
Ben Moll

Rollover Risk, Credit Risk, and Debt Runs (Slides, Video)
Wei Xiong

Bubbles and Imbalances (Slides, Video)
Markus Brunnermeier

Sunday, September 11, 2011

Moment of Silence in Remembrance of The Victims of 9/11

The Fiscal Theory of the Price Level (Notes, Slides, Video)
Chris Sims

International Macro: Capital Flows and Asset Prices (Slides, Video)
Nobuhiro Kiyotaki

Global Liquidity (Slides, Video)
Hyun Shin