January 28, 2016 (All day) – January 29, 2016 (All day)
Thursday, January 28
8:30am – 9:00am
9:00am – 10:40am
The Impact of the Housing Market on the Macroeconomy
"Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class"
Antoinette Schoar, Massachusetts Institute of Technology
"Household Debt and Business Cycles Worldwide"
Amir Sufi, University of Chicago
10:40am – 12:20pm
Financial Stability and Central Banks
“Aggregate Bank Capital and Credit Dynamics”
Nataliya Klimenko, University of Zurich
"Efficiency and Stability of a Financial Architecture with Too-Interconnected-To-Fail Institutions"
Michael Gofman, University of Wisconsin, Madison
1:45pm – 2:00pm
2:00pm – 3:40pm
Big Data, Macreoconomics, and Systemic Risk
"A Multi-Layer Network Perspective on Systemic Risk"
Frank Schweitzer, ETH Zurich
"The Billion Prices Project: Measuring Real Time Inflation"
Alberto Cavallo, Massachusetts Institute of Technology
3:45pm – 4:00pm
4:00pm – 5:45pm
Executive Session (Working Group Only)
Friday, January 29
8:30am – 9:00pm
9:00am – 11:30am
Machine Learning and Applications in Finance and Macroeconomics
"Deep Learning for Mortgage Risk"
Kay Giesecke, Stanford University
"Risk and Risk Management in the Credit Card Industry: Machine Learning and Supervision of Financial Institutions"
Akhtar Siddique, Office of the Comptroller of the Currency
"Mortgage and Housing Microdata: Database Construction and Challenges for Statistical Inference"
Nancy Wallace, University of California, Berkeley
11:30am – 12:00pm
12:00pm – 1:30pm
Young Scholars Session 1 and Lunch
“Do Financial Factors Drive Aggregate Productivity? Evidence from Indian Manufacturing Establishments”
Aaron Pancost, University of Chicago
“Approximating Markov Equilibria with Heterogeneous Agents and Incomplete Markets”
Elisabeth Prohl, Geneva School of Economics
“Demand Shocks in the Housing Boom and Bust”
Jack Lieberson, MIT
“Debt Runs and the Value of Liquidity Reserves”
Fabrice Tourre, University of Chicago
“The Effects of Quantitative Easing on Bank Lending Behavior”
Alex Rodnyansky, Princeton
1:30pm – 1:45pm
1:45pm – 3:00pm
Young Scholars Session 2
“Lifetime-Laffer Curves and the Eurozone Crisis”
Zachary Stangebye, University of Notre Dame
“The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession”
Marco Machiavelli, Federal Reserve Board
“Financial Regulation in a Quantitative Model of the Modern Banking System”
Juliane Begenau, Harvard Business School