The Macro Financial Modeling Project’s summer session 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. The program provides an opportunity to learn about, discuss, and advance work on macro models with financial sector linkages and related topics.
The initiative’s goal is 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 program engages them in that mission and provides access to methods, insights, expertise, and contacts that can enhance their efforts.
The program is open to graduate students or early career economists conducting research in these areas:
- macroeconometric models and methods with financial sector constraints
- software and tools that evaluate new macroeconomic models
- methods of defining, measuring and monitoring systemic risk
- macroprudential regulation
- fiscal challenges from the public sector
- the role of accounting in financial stability
View a full reflection from MFR Director Lars Peter Hansen here.
You can view photos from the summer session here.
Agenda
Sunday, June 17, 2018
Welcome Reception
Monday, June 18, 2018
Breakfast
Insights into the Job Market Experience
Machine Learning and Finance: Prediction and Measurement
Some Simple Bitcoin Economics
Lunch; orientation and introduction of all campers moderated by Andrew Lo
Financial Heterogeneity and Monetary Union
Lightning Talks: Five Young Scholars
Depart for Chequessett
Pizza Barbone at Chequessett
Shuttle departs for Wequassett
Tuesday, June 19, 2018
Breakfast and Poster Sessions
Group Photo
Understanding Financial Frictions in the Chinese Capital Market
From Fintech to Finlife: The Future of Finance Happening Right Now
Lunch Panel: Challenges and Consequences of Advances in Financial Technology
Intermediary Asset Pricing and Empirical Evidence
Keynote
Depart for Lobster Roll dinner cruise to Dennis, MA.
Lobster Roll Cruise
Shuttle departs for Wequassett
Wednesday, June 20, 2018