2024 Program
Preparatory Videos |
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| Why continuous time modeling (slides) | |
| Optimization in continuous time Part I (slides) | |
2024 Princeton Initiative |
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| Thursday Sept 5, 2024 | |
| Arrive at Princeton University, accommodations | |
| Friday Sept 6, 2024 | |
| 07:45-08:15 am | Breakfast – Scudder Plaza (Fountain Area) Tent |
| 08:20-08:30 am | Opening Remarks – JRR A17 |
| 08:30-10:00 am | Markus Brunnermeier Macrofinance Introduction Slides |
| 10:00-10:30 am | Break |
| 10:30-12:30 pm | Yuliy Sannikov Solving macro models with financial frictions I: methods and exercises Slides |
| 12:30-02:00 pm | Lunch Break – Scudder Plaza (Fountain Area) Tent |
| 02:00-03:30 pm | Markus Brunnermeier Safe Assets and Gov. Debt Slides |
| 03:30-04:15 pm | Break and Princeton Campus Visit |
| 04:15-05:15 pm | Magnus Irie Innovations, Entrepreneurial Finance, and Top Wealth Inequality |
| 05:30pm | BBQ – Scudder Plaza (Fountain Area) Tent |
| Saturday, Sept 7th, 2024 | |
| 08:15-08:50 am | Breakfast – Scudder Plaza (Fountain Area) Tent |
| 08:30-9:30 am | Sebastian Merkel New Keynesian Macrofinance Slides |
| 09:30-9:45 am | Break – Scudder Plaza (Fountain Area) Tent |
| 09:45-11:00 am | Andrey Alexandrov Central Bank Balance Sheet Management |
| 11:00-11:15 am | Break – Scudder Plaza (Fountain Area) Tent |
| 11:15 – 01:00 pm | Yuliy Sannikov Solving macro models with financial frictions II: in-class exercises and numerical methods Exercise | Code 1 | Code 2 |
| 01:00-02:30 pm | Lunch Break – Scudder Plaza (Fountain Area) Tent |
| 02:00 – 03:45 pm | Goutham Gopalakrishna DeepMacroFin Slides | Video |
| 03:45 – 04:00 pm | Break |
| 04:00 – 05:00 pm | Jonathan Payne Macrofinance, Segmentation, and Heterogeneity |
| Sunday, Sept 8th, 2024 | |
| 08:00-9:00 am | Breakfast – Scudder Plaza (Fountain Area) Tent |
| 09:00 am-10:00 am | Moritz Lenel Monetary Policy, Segmentation, and the Term Structure |
| 10:15 am-11:15 pm | Nobu Kiyotaki Funding Horizons, Interest Rates, and Growth |
| 11:30 am-12:30 pm | Atıf Mian Macro-finance in the long-run |
| 12:30pm | Closing remarks – Boxed Lunches available |
Post-Meeting Class |
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| Option to attend Method class: Macro, Money and International Finance See lecture notes |
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