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2026 PI Program

2026 Program

Preparatory Videos

Please see 2025 Summer School

2026 Princeton Initiative

Thursday Sept 10th, 2026
Arrive at Princeton University, accommodations
Friday Sept 11th, 2026
07:45-08:15 amBreakfast – 397 and 301
08:20-08:30 amOpening Remarks – JRR 399
08:30-10:00 amMarkus Brunnermeier
Introduction to Macrofinance
Slides
10:00-10:30 amBreak
10:30-12:30 pmYuliy Sannikov
Solving macro models with financial frictions I: methods and exercises
Slides | Video
12:30-02:00 pmLunch Break – 397 and 301
02:00-03:00 pmYuliy Sannikov
Solving macro models with financial frictions II: in-class exercises and numerical methods
Exercise | Code 1 | Code 2
03:00-03:30 pmBreak
03:30-05:30 pmMarkus Brunnermeier
A Monetary Model with Safe Assets and Money
Slides
05:30pmBBQ – Lewis A Simpson Cafe
Saturday, Sept 12th, 2026
08:15-08:45 amBreakfast – Lewis A Simpson Cafe
08:45-9:45 amSebastian Merkel
New Keynesian Model I: Safe Assets and Aggregate Demand
Slides | Video
09:45-10:00 amBreak
10:00-11:15 am Andrey Alexandrov
New Keynesian Model II: (Un)Conventional Monetary Policy
Slides | Video
11:15-11:30amBreak
11:30- 12:45 pmGoutham Gopalakrishna
Countercyclical Bank Regulation: A Quantitative Approach
Slides
12:45-02:15 pmLunch Break – Lewis A Simpson Cafe
02:15-03:15pmGoutham Gopalakrishna
A Brief Tour to DeepMacrofinance AI Toolbox
03:15-03:30 pmBreak
03:30-04:30 pmNobu Kiyotaki
Nominal Wages and Aggregate Production
Slides | Video
04:30-05:00 pmTBD
Sunday, Sept 13th, 2026
07:30 am-08:30 amBreakfast at Lewis A Simpson Cafe
08:30 am-09:30 amJonathan Payne
Macrofinance, Segmentation, and Heterogeneity
Slides | Video
09:30 am-10:30 amAleksei Oskolkov
Value-at-Risk Constraints, Robustness, and Aggregation
Slides | Video
10:30 am – 10:45 amBreak
10:45 am-11:45 amMoritz Lenel
Exchange Rates, Natural Rates, and the Price of Risk
Slides | Video
11:45 pm-12:45 pmMagnus Irie
Professional Capitalists and Top Wealth
12:45 pmClosing remarks – Boxed Lunches available-set up in Cafe

Post-Meeting Class

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