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2023 Program

2023 Program

Preparatory Videos

Why continuous time modeling (slides)
Optimization in continuous time Part I (slides)

2023 Princeton Initiative

Thursday Sept 7, 2023
Arrive at Princeton University, accommodations
Friday Sept 8, 2023Robertson Hall Room 016
07:45-08:15 amBreakfast
08:20-08:30 amOpening Remarks
08:30-10:00 amMarkus Brunnermeier
Macro Finance Introduction
Slides
10:00-10:30 amBreak
10:30-12:30 pmYuliy Sannikov
Flipped Classroom Exercises for Real Models
Slides
12:30-02:00 pmLunch Break
02:00-03:30 pmMarkus Brunnermeier
Safe Assets and Gov. Debt
Slides
03:30-04:15 pmBreak and Princeton Campus Visit
04:15-05:15 pmSebastian Merkel
FTPL vs. Sargent-Wallace
Slides | Video
5:30pmBBQ at Scudder Plaza
Saturday, Sept 9, 2023JRR Room 399
08:15 to 08:50 amBreakfast
08:30-10:00 amMarkus Brunnermeier
The I Theory of Money
Slides
10:15-11:00 am Sebastian Merkel
New Keynesian Economics with Safe Assets
Slides
11:15 - 1:00 pmYuliy Sannikov
Flipped Class Room Exercise
Exercise | Code 1 | Code 2
01:00-02:30 pmLunch Break
02:00 - 03:45 pmGoutham Gopalakrishna
Deep learning and macro-finance
Slides | Video
03:45 - 04:00 pmBreak
04:00 - 05:00 pmChris Sims
Empirical Macro Modeling with Government Debt (Cancelled)
Sunday, Sept 10th, 2023JRR Room 399
08:00-9:00 amBreakfast
09:00-10:00 amMotohiro Yogo
Exchange Rates and Asset Prices in a Global Demand System
Slides
10:00-11:00 amAtif Mian
Long-run Macro-Finance
Slides
11:15-12:15 pmDaniel Chen
The Market for Attention
Slides | Video
12:30pmClosing remarks - Boxed Lunches available

Post-Meeting Class

Option to attend Method class: Macro, Money and International Finance
See lecture notes