Menu Close

2020 Program

2020 Program

(All timings are Easter Daylight Savings Times (EDT).)

Pre-meetings

Tuesday, Sept 1, 2020
04:00-04:15 pmYoTribe.com get together
04:15-05:45 pm
(live + video recorded)
Markus Brunnermeier

Introduction to macro-finance (part of online PhD class)
Video Recording
Wednesday, Sept 2, 2020
Prerecorded LOOM video (90min)Yuliy Sannikov
Solving macromodels with financial frictions
Distribution of “speed dating” problem set 01
Thursday, Sept 3, 2020
04:00-04:15 pmYoTribe.com get together
04:15-05:15 pmMarkus Brunnermeier
A Simple Heterogeneous Agent Model in Continuous Time (part of online PhD class)
See Chapter 3 of Lecture Notes

Main Meeting

Friday, Sept 4, 2020
10:30-10:40 amOpening remarks on Zoom
10:40-12:20 pmYuliy Sannikov

“Speed Dating” Problem Set 01

in ZOOM breakout rooms in groups of 4

(i) Intro (ii) ZOOM breakout rooms (iii) comparing notes/solutions
12:20-01:00 pmLUNCH BREAK
01:00-02:30 pmMarkus Brunnermeier
A Simple Money Model and FTPL
Video Recording
 BREAK on YoTribe.com
02:45-03:45 pmAtif Mian
Empirical Macro Finance
Video Recording

04:00-05:00 pmYuliy Sannikov
Solution methods (expands on LOOM video)
Video Recording

05:00-06:00 pmSOCIAL HOUR on YoTribe
Saturday, Sept 5, 2020
10:30-11:30 amYuliy Sannikov
Problem set 02

(i) Intro (ii) ZOOM breakout rooms (iii) comparing notes/solutions
11:45-1:30 pm Markus Brunnermeier
An International Monetary Model: A Risk Perspective
Video Recording

02:15-03:15 pmJonathan Payne
Money, Credit, and Platforms
Video Recording

03:30-04:30 pmChris Sims
Does government debt with zero fiscal cost exist?
Video Recording
4:45 - 5:45 pmNatalie Cox
Linking reduced form estimates to structural models
Video Recording
5:45 - 6:00 pmYoTribe Meeting
Sunday, Sept 6th
10:30-11:30 amYuliy Sannikov
Problem set 03
Topic: international model with fully liquid capital
(i) Intro (ii) ZOOM breakout rooms (iii) comparing notes/solutions
11:45-01:30 pmNobuhiro Kiyotaki
Credit Horizons (with John Moore and Shengxin Zhang)
Video Recording
01:30-01:45 pmGood-bye YoTribe Meeting

Post-Meetings

Students interested in the material can attend the Ph.D. class (Syllabus) for the remaining 5 weeks.
Tuesday and Thursdays
04:15-05:45 pm

(live or recorded via zoom)
Lectures based on Lecture Notes

Saturdays
Time to be determined

(live)
Hands-on Exercises with Sebastian Merkel