Innovative Data in Household Finance: Opportunities and Challenges

Michaela Pagel, Christopher Tonetti, and Stephen P. Zeldes, Organizers

December 4, 2020

Conference Code of Conduct

Friday, December 4
10:00 am
Welcome and introductions
10:05 am
Paper session I: Innovative data use, examples from current research
Scott R. Baker, Northwestern University and NBER
Brian Baugh, University of Nebraska-Lincoln
Marco C. Sammon, Harvard University

Measuring Customer Churn and Interconnectedness
Jonathan A. Lanning, Federal Reserve Bank of Chicago

Testing Models of Economic Discrimination Using the Discretionary Markup of Indirect Auto Loans (slides)
Marie-Helene Felt, Bank of Canada
Fumiko Hayashi, Federal Reserve Bank of Kansas City
Joanna Stavins, Federal Reserve Bank of Boston
Angelika Welte, Bank of Canada

Distributional Effects of Payment Card Pricing and Merchant Cost Pass-through in the United States and Canada (slides)
Antonio Gargano, University of Houston
Marco Giacoletti, University of Southern California
Elvis Jarnecic, University of Sydney

Local Experiences, Attention and Spillovers in the Housing Market (slides)
11:15 am
Break
11:25 am
Panel session I: Challenges Working with Novel Innovative Data
Sumit Agarwal, National University of Singapore
John Friedman, Brown University and NBER
Theresa Kuchler, New York University and NBER
Jonathan Parker, Massachusetts Institute of Technology and NBER
12:25 pm
Keynote speaker: Diana Farrell, JPMorgan Chase Institute

Lessons for Research Practice from the JPMorganChase Institute

James Poterba (moderator), Massachusetts Institute of Technology and NBER
12:50 pm
Breakout sessions
1:15 pm
Paper Sesssion II: Make-your-own data, surveys and experiments with private sector data
Kyle Coombs, Bates College
Arindrajit Dube, University of Massachusetts Amherst and NBER
Raymond Kluender, Harvard University
Suresh Naidu, Columbia University and NBER
Michael Stepner, University of Toronto

Effects of Pandemic Unemployment Policies on Consumption, Savings, and Incomes of Workers: Evidence from Linked Survey-Transactions Data
Nathanaël Vellekoop, University of Toronto
Yuri Pettinicchi, SHARE BERLIN Institute

Job Loss Expectations, Durable Consumption and Household Finances: Evidence from Linked Survey Data (slides)
Huan Tang, University of Pennsylvania

The Value of Privacy: Evidence from Online Borrowers
Emily Breza, Harvard University and NBER
Martin Kanz, The World Bank
Leora F. Klapper, The World Bank

Learning to Navigate a New Financial Technology: Evidence from Payroll Accounts
2:15 pm
Break
2:25 pm
Panel Session II: Publishing Household Finance research with innovative data, insights from journal editors
John Campbell (moderator), Harvard University and NBER
Emi Nakamura (AER), University of California, Berkeley and NBER
Tarun Ramadorai (RFS), Imperial College London
Greg Kaplan (JPE), University of Chicago and NBER
Stefan Nagel (JF), University of Chicago
3:25 pm
Wrap up
3:30 pm
Happy hour - breakout sessions
4:00 pm
Adjourn