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NATIONAL
BUREAU OF ECONOMIC RESEARCH |
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NBER Initiative:
Systemic Risk and Macro Modeling |
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Markus
K. Brunnermeier and Arvind
Krishnamurthy, Organizers |
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April
28th, 2011 |
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University of Chicago |
Room 300 |
Gleacher
Center, Booth School of Business (Downtown Chicago) |
450 North City Front Plaza Drive |
Chicago, IL |
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PROGRAM |
THURSDAY, APRIL 28: |
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8:00 am |
Continental Breakfast |
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8:40 am |
Opening (TBC) |
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Update on OFR,Adam
Lavier, US Treasury |
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Update on ESRB, Markus
Brunnermeier, Princeton University and NBER |
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9:00 am |
Robert Hall, Stanford University and NBER |
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9:35 am |
Amir Sufi, University of Chicago and NBER |
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10:10 am |
Break |
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10:25 am |
Jonathan Parker, Northwestern University and NBER |
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On
Measuring the Systemic Risk Exposure of Household Consumption Demand |
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11:00 am |
Ing-Haw
Cheng, University of Michigan |
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Andrei Kirilenko, CFTC (TBC) |
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Wei Xiong, Princeton University
and NBER |
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11:35 am |
Robert McDonald, Northwestern University |
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12:10 pm |
Lunch-Lounge 350
with speech by Mattias Persson
(Head of Stability Department, Riksbank) |
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1:30 pm |
Lars Hansen, University of Chicago and NBER |
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Econometric Challenges in
Identifying and Measuring Systemic Risk |
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2:05 pm |
Break |
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2:30 pm |
V.V. Chari, University of Minnesota and NBER |
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3:05 pm |
Simon Gilchrist, Boston University and NBER |
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3:40 pm |
Break |
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4:00 pm |
Augustin
Landier, Toulouse School of Economics |
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Regulating Systemic Risk Through Public Disclosure |
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4:45 pm |
Adjourn |
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6:30 pm |
Reception and Dinner |
5/11/11 |