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On August 1-4, 2022, the Macro Finance Research Program (MFR), under the auspices of the Becker Friedman Institute (BFI), will host the 2022 MFR Summer Session for Young Scholars for PhD students working on their dissertations at the interplay of macroeconomics and finance.

The event is designed for early-career professionals and doctoral students in economics and related fields who are interested in developing enhanced macroeconomic models with linkages to the financial sector. It provides an opportunity to learn about, discuss, and advance work on macro models with financial sector linkages and related topics. The goal in gathering elite researchers and promising young scholars through this event is to exchange ideas and to construct better, more comprehensive models for assessing systemic risk stemming from activities in the financial sector that can impact the economy. Emerging scholars can play an important role in that effort. This event engages these young scholars in that mission and provides access to methods, insights, expertise, and contacts that can enhance their efforts.

The 2022 MFR Summer Session for Young Scholars is co-sponsored by generous financial contributions from the Alfred P. Sloan Foundation and Edward R. Allen, AM ’85, PhD ’92.

The MFR Program is led by Lars Peter Hansen, the David Rockefeller Distinguished Service Professor in Economics, Statistics, and the Booth School of Business, and the recipient of the 2013 Nobel Prize in Economics. Throughout the four days of this summer session, faculty from the Kenneth C. Griffin Department of Economics and the Booth School of Business will survey and discuss recent research on a variety of topics in the macro-finance field.

Attending the 2022 MFR Summer Session for Young Scholars is by invitation only. To receive announcements about future MFR Program events, please email mfrinfo@uchicago.edu  

Agenda

Monday, August 1, 2022
8:00 am - 9:00 am
Registration & Breakfast
9:00 am - 9:05 am
Welcome Remarks
Lars Peter Hansen, University of Chicago
9:05 am - 10:25 am
Mean Field Games with Applications to Macro-Finance
Fernando Alvarez, University of Chicago
10:25 am - 10:40 am
Break
10:40 am - 12:00 pm
Digital Currencies: What does the Future Hold?

Harald Uhlig, University of Chicago

12:00 pm - 1:30 pm
Lunch Break & Young Scholars Poster Session
1:30 pm - 2:50 pm
Heterogeneity, Financial Markets, and Macroeconomic Fluctuations

Rohan Kekre, University of Chicago

2:50 pm - 3:05 pm
Break
3:05 pm - 4:25 pm
The Consequences of Uncertain Climate Change for Markets and Policy
Lars Peter Hansen, University of Chicago
4:25 pm
Conference Adjourns
6:00 pm - 9:00 pm
Conference Dinner
Tuesday, August 2, 2022
8:00 am - 9:00 am
Registration & Breakfast
9:00 am - 10:20 am
Corporate Bonds: Pricing and Beyond
Zhiguo He, University of Chicago
10:20 am - 10:35 am
Break
10:35 am - 11:55 am
Random Search and Over the Counter Markets
Robert Shimer, University of Chicago
11:55 am - 1:25 pm
Lunch Break & Young Scholars Poster Session
1:25 pm - 2:45 pm
Macro Finance in Inelastic Markets
Ralph Koijen, University of Chicago
2:45 pm - 3:00 pm
Break
3:00 pm - 4:20 pm
The Dollar, CIP Deviations and Frictions in International Capital Markets
Wenxin Du, University of Chicago
4:20 pm
Conference Adjourns
6:00 pm - 9:00 pm
Conference Dinner
Wednesday, August 3, 2022
8:00 am - 9:00 am
Registration & Breakfast
9:00 am - 10:20 am
Expectations in Finance and Macroeconomics
Yueran Ma, University of Chicago
10:20 am - 10:35 am
Break
10:35 am - 11:55 am
The Fiscal Theory of the Price Level
John Cochrane, Stanford University
11:55 am - 1:25 pm
Lunch Break & Young Scholars Poster Session
1:25 pm - 3:25 pm
The Macroeconomics and Finance of Data as an Asset
Maryam Farboodi, Massachusetts Institute of Technology
Laura Veldkamp, Columbia University
3:25 pm - 3:40 pm
Break
3:40 pm - 5:00 pm
Group Faculty Meetings with Students
5:00 pm
Conference Adjourns
Thursday, August 4, 2022
8:00 am - 8:30 am
Registration
8:30 am - 10:00 am
Breakfast and Young Scholars Poster Session
10:00 am - 11:20 am
Group Faculty Meetings with Students
11:20 am - 12:20 pm
Writing and Presenting Economics Research
John Cochrane, Stanford University
12:20 pm - 1:20 pm
Lunch and Closing Remarks

Lars Peter Hansen, The University of Chicago