The Becker Friedman Institute was pleased to host the Macro Finance Society’s Eighth Macro Finance Workshop.

The society organizes two conferences annually where researchers present recent work at the intersection of financial economics and macroeconomics. The methodological focus is on dynamic structural models that are grounded in data.

The conference began Nov. 3 with two methodological lectures presented by University of Chicago economists. Fernando Alvarez of the Department of Economics spoke on “State and Time-Dependent Models of Price Setting.” Chicago Booth’s Pietro Veronesi presented “Governments and Asset Prices.”

The conference resumed Nov. 4 with an international finance session in honor of the late David Backus. Douglas Diamond of Chicago Booth, a Distinguished Fellow of the society, delivered the keynote address, “Liquidity Requirements, Liquidity Choice, and Financial Stability.”

 

Agenda

Thursday, November 3, 2016

State and Time Dependent Models of Price Setting

Governments and Asset Prices

Friday, November 4, 2016

International Finance Session in honor of David Backus

Bond Convenience Yields and Exchange Rate Dynamics

Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy

Keynote Address: Liquidity Requirements, Liquidity Choice and Financial Stability

The Finance-Uncertainty Multiplier

Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility

The Mortgage Credit Channel of Macroeconomic Transmission