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Event Recap

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. 

2018 MFM Summer Session for Young Scholars

Video

Agenda

Sunday, June 17, 2018
Welcome Reception
Monday, June 18, 2018
Breakfast
Insights into the Job Market Experience
Moritz Lenel, Assistant Professor of Economics, Princeton University
Aaron Pancost, Assistant Professor, University of Texas McCombs School of Business
Machine Learning and Finance: Prediction and Measurement
Sanmay Das, Associate Professor, Department of Computer Science and Engineering, Washington University in St. Louis
Some Simple Bitcoin Economics
Harald Uhlig, Bruce Allen and Barbara Ritzenthaler Professor in Economics and the College, the Kenneth C. Griffin Department of Economics
Lunch; orientation and introduction of all campers moderated by Andrew Lo
Andrew W. Lo, Charles E. and Susan T. Harris Professor; Director, MIT Sloan School of Management; MIT Laboratory for Financial Engineering
Financial Heterogeneity and Monetary Union
Simon Gilchrist, Professor of Economics, NYU
Lightening 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
Hui Chen, Associate Professor of Finance, MIT Sloan School of Management
From Fintech to Finlife: The Future of Finance Happening Right Now
Chen Long, Alibaba Digital Economy Institute
Lunch Panel: Challenges and Consequences of Advances in Financial Technology
Tao Wang, Head of China Economic Research, UBS
Beverly Hirtle, Executive Vice President, Director of Research, Federal Reserve Bank of New York
Lars Peter Hansen, The David Rockefeller Distinguished Service Professor in Economics and Statistics, the Kenneth C. Griffin Department of Economics and the Booth School of Business; Director of BFI's Macro Finance Research Program
Richard Sandor, Chairman and CEO, American Financial Exchange; Aaron Director Lecturer in Law and Economics, University of Chicago Law School
Intermediary Asset Pricing and Empirical Evidence
Zhiguo He, Fuji Bank and Heller Professor of Finance, Booth School of Business
Keynote
Andrew W. Lo, Charles E. and Susan T. Harris Professor; Director, MIT Sloan School of Management; MIT Laboratory for Financial Engineering
Depart for Lobster Roll dinner cruise to Dennis, MA.
Lobster Roll Cruise
Shuttle departs for Wequassett
Wednesday, June 20, 2018
Check-out (hold bags with reception)
Breakfast and Poster Sessions
Macroeconomic Model Comparison and Policy Robustness: New Tools and Applications
Volker Wieland, Former Professor of Monetary Theory and Policy at Goethe University of Frankfurt
Comparative Valuation Dynamics in Models with Financing Restrictions
Fabrice Tourre, Ph.D. Student, University of Chicago, Kenneth C. Griffin Department of Economics
Lars Peter Hansen, The David Rockefeller Distinguished Service Professor in Economics and Statistics, the Kenneth C. Griffin Department of Economics and the Booth School of Business; Director of BFI's Macro Finance Research Program
Lunch Keynote: Financial Stability and Macrofinancial Linkages: Growth at Risk
Tobias Adrian, Financial Counsellor, Director of the Monetary and Capital Markets Department, International Monetary Fund
Lightening Talks: Six Young Scholars
Perspectives on Research in Applied Economics
Blu Putnam, Managing Director and Chief Economist, CME Group
How To Worry About Government Debt
Christopher Sims, John J.F. Sherrerd ’52 University Professor of Economics, Princeton University
Dinner Keynote: Lars Peter Hansen at Wequassett
Lars Peter Hansen, The David Rockefeller Distinguished Service Professor in Economics and Statistics, the Kenneth C. Griffin Department of Economics and the Booth School of Business; Director of BFI's Macro Finance Research Program
Shuttle departs Wequassett for Boston Logan Airport