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2021 Program

2021 Program

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

Pre-meetings

Thursday, Sept 2, 2021
02:30-02:40 pmwonder.me get together
02:40-04:10 pm
(live + video recorded)
Markus Brunnermeier
Introduction to macro-finance (part of online PhD class)
Tuesday, Sept 7, 2021
02:40-04:10 pm
(live + video recorded)
Markus Brunnermeier
Why Models in Continuous Time
A Simple Heterogeneous Agent Real Model

Video Recording

Stochastic Optimization in Continuous Time
Video Recordings: Part 1 | Part 2
04:10-04:30 pmwonder.me get together
Watch in AdvanceYuliy’s loom videos “Solving Modern Macro-Finance Models
Thursday Sept 9, 2021
Markus Brunnermeier
A Simple Heterogeneous Agent Real Model
Video Recording

Main Meeting

Friday Sept 10, 2021
08:20-08:30 amOpening remarks
Video Recording
08:30-10:00 amMarkus Brunnermeier
Endogenous Risk Dynamics
Video Recording | Slides
10:00-10:30 amBreak
10:30-12:30 pmYuliy Sannikov
Flipped Classroom Exercises for Real Models
+ with break-out rooms
Problem Set | Video Recording | Problem Set | Exercise

12:30-02:00 pmLunch Break
02:00-03:00 pmAtif Mian
Inequality and Macro-Finance
Video Recording | Slides

03:00-04:00 pmBreak and Princeton Campus Visit
04:15-05:45 pmMarkus Brunnermeier
FTPL with a Bubble and Safe Assets
Slides

06:00-08:00 pmBBQ Dinner at Fountain of Freedom
Saturday, Sept 11, 2021
09:00-10:30 amHarold James
50 years ago: The End of Bretton Woods
Video Recording
10:30-11:00 am Break
11:00-12:30 pmYuliy Sannikov
Flipped Class Room Exercises: Nominal Model with Uninsurable Idiosyncratic Risk
Problem Set | Video Recording | Exercise
12:30-02:00 pmLunch Break
02:00 - 03:00 pmChris Sims
Can Growth Allow Deficits with Zero Fiscal Cost?
Slides | Video Recording
03:00 - 03:30 pmBreak
03:30 - 04:30 pmMotohiro Yogo
Exchange Rates and Asset Prices in a Global Demand System
Video Recording
Sunday, Sept 12th
09:00-10:00 amJonathan Payne
The History of US Government Financing Costs from 1790 to 2021
Video Recording
10:00-11:00 amMoritz Lenel
Heterogeneity, Risk Premia, and Macroeconomic Fluctuations
Video Recording
11:00-11:30 amLunch Boxes