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2015 Program

Friday, September 11, 2015Location
7:30 - 8:15 amBreakfastBendheim Center for Finance, 26 Prospect
8:15 - 8:20 amWelcomeComputer Science 104
8:20 - 9:45Liquidity Concepts: Amplification, Persistence and Asymmetry
Markus Brunnermeier (Video)
9:45 - 12:15 pmHeterogeneous Agent Models with Financial Frictions: A Continuous Time Approach
Yuliy Sannikov (Lecture Notes, Problem Set, Video)
12:30 - 1:30 LunchBendheim Center for Finance
1:30 - 3:00Heterogeneous Agent Models with Financial Frictions: A Continuous Time Approach
Yuliy Sannikov (Video)
Computer Science 104
3:15 - 4:45International & Multi-sector Models
Markus Brunnermeier and/or Yuliy Sannikov (Video)
6:00 - 8:00BBQ DinnerBendheim Center for Finance Patio
Saturday, September 12, 2015Location
7:30 - 8:15 amBreakfastTaylor Atrium - Frick Chemistry Building
8:15 - 9:30Demand for Liquid Assets
Markus Brunnermeier (Video)
9:30 - 11:00The I Theory of Money
Markus Brunnermeier (Video)
11:15 - 12:30 pmThe Fiscal Theory of Price Level
Chris Sims (Lecture notes, Video)
12:30 - 1:30LunchTaylor Atrium
1:30 - 2:45Financial Networks
Maryam Farboodi (Video)
3:00 - 4:15HANK: Heterogeneous Agents New Keynesian Models
Greg Kaplan (Video)
4:30 - 5:45Demystifying the Chinese Housing Boom
Wei Xiong (Lecture notes, Video)
Sunday, September 13, 2015Location
8:30 - 9:00 amBreakfast Taylor Atrium - Frick Chemistry Building
9:00 - 10:15Sovereign Debt Analysis
Mark Aguiar(Video)
10:30 - 11:45Institutional Asset Demand and Policy Counterfactuals
Motohiro Yogo (Video)
12:00 - 1:15 pmEmpirical Macro and Finance
Atif Mian (Video)
1:15 - 2:00Lunch Taylor Atrium, Frick Chemistry Building
2:00Adjournment